Luca Regis

Curriculum in breve
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

-"A trade-off theory of ownership and capital structure", (2018), Journal of Financial Economics, forthcoming, with G. Nicodano.

-"Longevity-linked assets and pre-retirement consumption/portfolio decisions", (2017), Insurance: Mathematics and Economics, 76, 75-86 , with F. Menoncin.

-Basis risk in static versus dynamic longevity risk hedging, (2017), Scandinavian Actuarial Journal, 17, 4, 343-365, with C. De Rosa and E. Luciano. 

-"Single- and cross-generation natural hedging of longevity and financial risk", (2017), Journal of Risk and Insurance, 84 (3), 961-986, with 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.