12962 documents matched the search for Luca Regis in authors.
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Demographic uncertainty, the financing mix and the sustainability of welfare systems,
Luca Regis,
from Competitività, Regole, Mercati (CERM)
(2014)
Keywords: welfare, demography, pensions, health care
Special Issue “Actuarial and Financial Risks in Life Insurance, Pensions and Household Finance”,
Luca Regis,
in Risks
(2017)
Keywords: n/a
A Bayesian copula model for stochastic claims reserving,
Luca Regis,
from Collegio Carlo Alberto
(2011)
Keywords: stochastic claims reserving; bayesian copulas; solvency capital requirement; loss reserving; bayesian methods
Registered author: Luca Regis
Risk Premium Impact in the Perturbative Black Scholes Model,
Luca Regis and Simone Scotti,
from arXiv.org
(2008)
Longevity assets and pre-retirement consumption/portfolio decisions,
Francesco Menoncin and Luca Regis,
from IMT School for Advanced Studies Lucca
(2015)
Keywords: longevity risk, pre-retirement savings, consumption/portfolio choices, HARA preferences
A continuous-time stochastic model for the mortality surface of multiple populations,
Peter Jevtic and Luca Regis,
from IMT School for Advanced Studies Lucca
(2016)
Keywords: multi-population mortality, mortality surface, continuous-time stochastic mortality, Kalman filter estimation, centralized data fusion
Longevity-linked assets and pre-retirement consumption/portfolio decisions,
Francesco Menoncin and Luca Regis,
in Insurance: Mathematics and Economics
(2017)
Keywords: Longevity risk; Pre-retirement savings; Portfolio choice; HARA preferences; Longevity-linked asset; Stochastic mortality;
A continuous-time stochastic model for the mortality surface of multiple populations,
Petar Jevtić and Luca Regis,
in Insurance: Mathematics and Economics
(2019)
Keywords: Multi-population mortality; Mortality surface; Continuous-time stochastic mortality; Kalman filter estimation; Centralized data fusion;
Optimal life-cycle labour supply, consumption, and investment: The role of longevity-linked assets,
Francesco Menoncin and Luca Regis,
in Journal of Banking & Finance
(2020)
Keywords: Longevity risk; Retirement savings; Portfolio choice; HARA preferences; Flexible labour supply;
Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk,
Elisa Luciano and Luca Regis,
in Insurance: Mathematics and Economics
(2014)
Keywords: VaR for life insurance; Inefficient longevity risk transfer; Interest-rate with longevity risk;
A Square-Root Factor-Based Multi-Population Extension of the Mortality Laws,
Petar Jevtić and Luca Regis,
in Mathematics
(2021)
Keywords: multi-population mortality; mortality surface; continuous-time stochastic mortality; quasi-linear Kalman filter estimation; square-root processes
Assessing the solvency of insurance portfolios via a continuous time cohort model,
Petar Jevtic' and Luca Regis,
from IMT School for Advanced Studies Lucca
(2014)
Keywords: longevity risk; natural hedging; continuous-time cohort models for longevity; solvency of insurance portfolios; solvency requirements; longevity and interest-rate risk
Ownership, Taxes and Default,
Giovanna Nicodano and Luca Regis,
from IMT School for Advanced Studies Lucca
(2015)
Keywords: Ownership structure, Capital structure, Dividend taxes, Thin Capitalization, Groups, Securitization, Private equity
Assessing the solvency of insurance portfolios via a continuous-time cohort model,
Petar Jevtić and Luca Regis,
in Insurance: Mathematics and Economics
(2015)
Keywords: Longevity risk; Natural hedging; Continuous-time cohort models for longevity; Solvency of insurance portfolios; Solvency requirements; Longevity and interest-rate risk;
A trade-off theory of ownership and capital structure,
Giovanna Nicodano and Luca Regis,
in Journal of Financial Economics
(2019)
Keywords: Ownership; Leverage; Taxes; Thin capitalization; Groups;
Capital Risk, Fiscal Policy, and the Distribution of Wealth,
Andrea Modena and Luca Regis,
from University of Bonn and University of Mannheim, Germany
(2023)
Keywords: fiscal policy, incomplete market, portfolio choices, wealth distribution
Demographic risk transfer: is it worth for annuity providers?,
Elisa Luciano and Luca Regis,
from ICER - International Centre for Economic Research
(2012)
Bank Efficiency and Banking Sector Development: the Case of Italy,
Elisa Luciano and Luca Regis,
from ICER - International Centre for Economic Research
(2007)
Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk,
Elisa Luciano and Luca Regis,
from Collegio Carlo Alberto
(2013)
Complex organizations, tax policy and financial stability,
Giovanna Nicodano and Luca Regis,
from Collegio Carlo Alberto
(2015)
Keywords: ownership structure; default; dividend taxes; Thin Capitalization; parent subsidiary; debt shifting; securitization.
Leverage and Interest Rates,
Giovanna Nicodano and Luca Regis,
from Collegio Carlo Alberto
(2023)
Keywords: capital structure, tax-bankruptcy trade-off, default, LBO, subsidiaries, securitization, restructurings, risk transfer
A Trade-off Theory of Ownership and Capital Structure,
Giovanna Nicodano and Luca Regis,
from Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino
(2017)
Keywords: Ownership, Leverage, Taxes, Thin Capitalization, groups, multinationals.
The potential costs of Longevity Risk on Public Pensions. Evidence from Italian data,
Benedetta Frassi, Fabio Pammolli and Luca Regis,
from IMT School for Advanced Studies Lucca
(2017)
Keywords: longevity risk, mortality model, pension, retirement
Delta–Gamma hedging of mortality and interest rate risk,
Elisa Luciano, Luca Regis and Elena Vigna,
in Insurance: Mathematics and Economics
(2012)
Keywords: Longevity risk; Insurance pricing and hedging; Delta–Gamma coverage; No-arbitrage in insurance;
Single- and Cross-Generation Natural Hedging of Longevity and Financial Risk,
Elisa Luciano, Luca Regis and Elena Vigna,
in Journal of Risk & Insurance
(2017)
Dynamic Tax Evasion and Capital Misallocation in General Equilibrium,
Francesco Menoncin, Andrea Modena and Luca Regis,
from University of Bonn and University of Mannheim, Germany
(2023)
Keywords: dynamic tax evasion, financial frictions, general equilibrium, misallocation
Single and cross-generation natural hedging of longevity and financial risk,
Elisa Luciano, Luca Regis and Elena Vigna,
from ICER - International Centre for Economic Research
(2012)
Delta and Gamma hedging of mortality and interest rate risk,
Elisa Luciano, Luca Regis and Elena Vigna,
from ICER - International Centre for Economic Research
(2011)
Natural delta gamma hedging of longevity and interest rate risk,
Elisa Luciano, Luca Regis and Elena Vigna,
from ICER - International Centre for Economic Research
(2012)
Optimal Firm's Dividend and Capital Structure for Mean Reverting Profitability,
Francesco Menoncin, Paolo Panteghini and Luca Regis,
from CESifo
(2021)
Keywords: dividend policy, capital structure, profit mean-reversion, closed-form, stochastic optimization
Single and cross-generation natural hedging of longevity and financial risk,
Elisa Luciano, Luca Regis and Elena Vigna,
from Collegio Carlo Alberto
(2012)
Keywords: Longevity risk, Interest rate risk, Delta-Gamma hedging, Natural hedging, Cross-generation hedging.
Dynamic Tax Evasion and Capital Misallocation in General Equilibrium,
Francesco Menoncin, Andrea Modena and Luca Regis,
from Collegio Carlo Alberto
(2022)
Keywords: Dynamic Tax Evasion; Financial Frictions; General Equilibrium; Misallocation
Precariedad y respuestas populares,
I. Idriss, Z. Jon Bernat and Luca Regis,
from HAL
(2010)
Keywords: precaridad,banlieue,exclusión,Francia,précarité,contestation,France
GEOGRAPHICAL DIVERSIFICATION AND LONGEVITY RISK MITIGATION IN ANNUITY PORTFOLIOS,
Clemente De Rosa, Elisa Luciano and Luca Regis,
in ASTIN Bulletin
(2021)
Basis risk in static versus dynamic longevity-risk hedging,
Clemente De Rosa, Elisa Luciano and Luca Regis,
in Scandinavian Actuarial Journal
(2017)
Spatial natural hedging: a general framework with application to the mortality of U.S. states,
Kyran Cupido, Petar Jevtić, Luca Regis and Kenneth Q. Zhou,
in Scandinavian Actuarial Journal
(2024)
Static versus dynamic longevity-risk hedging,
Clemente De Rosa, Elisa Luciano and Luca Regis,
from Collegio Carlo Alberto
(2015)
Keywords: longevity risk, static vs. dynamic hedging, longevity swaps, longevity bonds.
Basis risk in static versus dynamic longevity-risk hedging,
Clemente De Rosa, Elisa Luciano and Luca Regis,
from Collegio Carlo Alberto
(2015)
Keywords: longevity risk, customized vs. indexed hedge, longevity swaps, longevity bonds, rebalancing frequency.
Geographical diversification and longevity risk mitigation in annuity portfolios,
Clemente De Rosa, Elisa Luciano and Luca Regis,
from Collegio Carlo Alberto
(2019)
Keywords: geographical diversification, life insurance, risk management, multi-population mortality, longevity risk modeling, Solvency II capital requirements.
To What Extent did European Legal Theory Pave the Way for an Economic Analysis of Law? Insights from Kelsen, Hart and Del Vecchio,
Régis Lanneau,
in History of Economic Ideas
(2015)
Application de la TVA en agriculture et comportement de quelques exploitants agricoles,
Régis Legrand,
in Économie rurale
(1973)
Michel Algan, Patrice Bertier et Jean Ceron, Détermination d'un plan optimum d'investissement,
Régis Blin,
in Revue Tiers Monde
(1964)
Gestion de la production,
Régis Hovelaque,
from HAL
(1993)
Keywords: Gestion des stocks,Ordonnancement,Planification
Crecimiento y productividad en las indsutrias brasileñas. Efectos de la orientación del comercio exterior,
Regis Bonelli,
in El Trimestre Económico
(1992)
Économies en transition et économies en développement: une comparaison,
Régis Chavigny,
in Revue Tiers Monde
(1997)
Marché, bureaucratie et clans dans les réseaux stratégiques,
Régis Dumoulin,
in ACCRA
(1997)
Keywords: control within organisations, dynamic and stable networks, autonomy, dependance
De la problématique à la problématisation,
Régis Meissonier,
in Revue française de gestion
(2021)
Les ONG internationales et occidentales dans les « révolutions colorées »: des ambiguïtés de la démocratisation,
Régis Genté,
in Revue Tiers-Monde
(2008)
Keywords: Coloured revolutions, international assistance, NGOs, ex-USSR
Les problèmes et solutions pour accéder aux innovations environnementales au sein d'entreprises et de collectivités,
Regis Maubrey,
in Innovations
(2003)
Libéralisme, socialisme et État providence. La théorie hayékienne de l'évolution culturelle est-elle cohérente ?,
Régis Servant,
in Revue économique
(2014)
La difficile instauration du partenariat dans le secteur du bâtiment et des travaux publics: une analyse par les mécanismes de contrôle,
Régis Dumoulin,
in Revue Finance Contrôle Stratégie
(1999)
Keywords: partnership;structural evolution; interorganizational control
Transaction, jugement et théorie des jeux. Evaluation et application,
Regis Deloche,
in Revue économique
(2001)
Intermédiation, diversification et dissimulation d'information,
Régis Breton,
in Revue économique
(2005)
On the absence of priority fights within economics, cheap talk, and the Walras-Jevons correspondence,
Regis Deloche,
in Revue d'économie politique
(2012)
Keywords: Aumann's conjecture, Jevons, Walras, cheap talk,
En marge d'un bicentenaire: Galiani et l'apologue,
Regis Deloche,
in Revue Économique
(1988)
Prospection et accueil d'entreprises par les régions. Un problème gigogne de décision conjointe,
Regis Deloche,
in Revue Économique
(1993)
Expérimentation, science économique et théorie des jeux: "Nunc est bibendum",
Regis Deloche,
in Revue Économique
(1995)
Transaction, jugement et théorie des jeux. Evaluation et application,
Regis Deloche,
in Revue Économique
(2001)
A Smoke Screen Theory of Financial Intermediation,
Régis Breton,
from HAL
(2006)
Keywords: Financial intermediation,informational rent,asymmetric information,free riding,diversification
La formation des équipes d'entrepreneurs,
Régis Moreau,
in Revue de l'Entrepreneuriat
(2006)
Long Run Price Dynamics in Oligopoly,
Régis Renault,
from Toulouse - GREMAQ
(1997)
Keywords: OLIGOPOLIES ; PRICES
Privately Observed Time Horizons in Repeated Games,
Régis Renault,
from Toulouse - GREMAQ
(1997)
Keywords: GAMES
Compte rendu de l’ouvrage L’École Économique Autrichienne de Sandye Gloria-Palermo,
Régis Servant,
from HAL
(2013)
De la problématique à la problématisation,
Régis Meissonier,
from HAL
(2021)
Pourquoi faut-il en finir avec les problématiques de recherche ?,
Régis Meissonier,
from HAL
(2021)
Evaluer un article: quels syndromes éviter ?,
Régis Meissonier,
from HAL
(2017)
Faut-il continuer à publier en français ?,
Régis Meissonier,
from HAL
(2017)
Toujours soigner les transitions !,
Régis Meissonier,
from HAL
(2017)
Légitimer sa recherche en donnant du sens à des paradoxes,
Régis Meissonier,
from HAL
(2016)
Quand le hasard fait bien les choses,
Régis Meissonier,
from HAL
(2016)
Vingt ans non en vain,
Régis Meissonier,
from HAL
(2016)
Full but not Fool in English,
Régis Meissonier,
from HAL
(2016)
Les points critiques d'un desk reject,
Régis Meissonier,
from HAL
(2015)
Quand affiliation rime avec internationalisation,
Régis Meissonier,
from HAL
(2015)
Dans quelle catégorie soumettre un article ?,
Régis Meissonier,
from HAL
(2015)
Une lumière sur les contributeurs de l'ombre,
Régis Meissonier,
from HAL
(2014)
L'indéterminisme scientifique vu comme une richesse,
Régis Meissonier,
from HAL
(2014)
Grandjouan, simulateur et jeu d'entreprise agricole,
Régis Hovelaque,
from HAL
(1977)
Keywords: EXPERIMENTATION,SIMULATION,GESTION D'EXPLOITATION AGRICOLE,simulation
Modernisation de l'exploitation agricole,
Régis Hovelaque,
from HAL
(1967)
Keywords: Exploitations agricoles familiales
Better Product Quality May Lead to Lower Product Price,
Régis Chenavaz,
from HAL
(2017)
Keywords: Dynamic pricing, Product innovation, Product quality, price-quality relationship, quality-based cost
Voluntary Recoinage, the Quality of Coins and the Debasement Puzzle,
Régis Breton,
from HAL
(2008)
Keywords: Voluntary,Recoinage,Quality,Coins,Debasement,Puzzle
La recherche en gestion: savoir méditer sur ce que tout le monde a devant les yeux,
Régis Meissonier,
from HAL
(2014)
Grandjouan, simulateur et jeu d'entreprise agricole,
Régis Hovelaque,
from HAL
(1977)
Keywords: GESTION D'EXPLOITATION AGRICOLE,SIMULATION,EXPERIMENTATION,simulation
Intermédiation, diversification et dissimulation d'information,
Régis Breton,
from HAL
(2005)
Keywords: Intermédiation,diversification,dissimulation,information
Vieillissement démographique et transferts internationaux d'épargne,
Régis Breton,
from HAL
(2001)
Keywords: Vieillissement,démographique,transferts,internationaux,épargne
Economie et démographie mondiales au XXIe siècle: le nombre et le savoir,
Régis Breton,
from HAL
(2000)
Keywords: Economie,démographie,mondiales,XXIe siècle,nombre,savoir
A Smoke Screen Theory of Financial Intermediation,
Régis Breton,
from HAL
(2007)
Keywords: Smoke,Screen,Theory,Financial,Intermediation
A Smoke Screen Theory of Financial Intermediation,
Régis Breton,
from HAL
(2006)
Keywords: Smoke,Screen,Theory,Financial,Intermediation
Robustness of equilibrium price dispersion in finite market games,
Régis Breton,
from HAL
(2006)
Keywords: Robustness,equilibrium,price,dispersion,finite,market,games
Robustness of equilibrium price dispersion in finite market games,
Régis Breton,
from HAL
(2006)
Keywords: Robustness,equilibrium,price,dispersion,finite,market,games
Certification bancaire dans une économie schumpétérienne,
Régis Breton,
from HAL
(2005)
Keywords: Certification,bancaire,économie,schumpétérienne
Certification bancaire dans une économie schumpétérienne,
Régis Breton,
from HAL
(2005)
Keywords: Certification,bancaire,économie,schumpétérienne
Intermédiation; diversification et dissimulation d'information,
Régis Breton,
from HAL
(2004)
Keywords: Intermédiation,diversification,dissimulation,information
Monitoring and the Acceptability of Bank Money,
Régis Breton,
from HAL
(2003)
Keywords: Monitoring,Acceptability,Bank,Money
Monitoring and the Acceptability of Bank Money,
Régis Breton,
from HAL
(2003)
Keywords: Monitoring,Acceptability,Bank,Money
Monitoring and the Acceptability of Bank Money,
Régis Breton,
from HAL
(2003)
Keywords: Monitoring,Acceptability,Bank,Money
Monitoring and the Acceptability of Bank Money,
Régis Breton,
from HAL
(2003)
Keywords: Monitoring,Acceptabilité,Bank,Money
Monitoring and the Acceptabilité of Bank Money,
Régis Breton,
from HAL
(2003)
Keywords: Monitoring,Acceptability,Bank,Money
Inside Money, Debts, and the Mechanics of Exchange?,
Régis Breton,
from HAL
(2002)
Keywords: Inside,Money,Debts,Mechanics,Exchange
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