Luca Regis

Curriculum in breve
Ricercatore
Settore scientifico disciplinare: SECS-S/06
Interessi di ricerca: Insurance Mathematics, Financial Mathematics, Risk Management, Corporate Finance.
 
2013-2016: Assistant Professor, IMT Lucca, AXES Research Unit;
2012-2013: Post-Doc Fellow, University of Torino, Department of Economics and Statistics;
2011: Ph.D in Economics, University of Torino.
2008-2009: visiting student at Ecole Polytechnique, Paris.
2006: M.A. in Finance, University of Torino, with highest honors
Principali pubblicazioni

-“Basis Risk in Static vs. dynamic longevity risk hedging”, (2017), Scandinavian Actuarial Journal, 17, 4, 343-365, con C. De Rosa ed E. Luciano.

-"Single and cross-generation natural hedging of longevity and financial risk", (2015), Journal of Risk and Insurance, DOI: 10.1111jori.12104, articolo pubblicato online il 22 ottobre 2015, in attesa di pubblicazione, con E. Luciano and E. Vigna.

-“Assessing the solvency of insurance portfolios via a continuous-time cohort model”, (2015), Insurance: Mathematics and Economics, 61, 36-47, con P. Jevtic.

-“Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk”, (2014), Insurance: Mathematics and Economics, 55, 68-77, con E. Luciano.

-“Risk-return appraisal of longevity swaps”, (2014), in Pension and Longevity Risk Transfer for Institutional Investors, Institutional Investor Journals, Fall 2014, 1, 99-108, con E. Luciano.

-“Delta-Gamma Hedging of Mortality and Interest Rate Risk”, (2012), Insurance: Mathematics and Economics, 50, 402-412, con E. Luciano ed E. Vigna.

-“Good and bad Banks”, (2012), in Mathematical and Statistical Methods for Actuarial Sciences and Finance, Perna C., Sibillo M. Eds., Springer, ISBN 978-88-470-2341-3, pp. 359-366.