Luca Regis

Demography · 2012

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Luca Regis trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. M. Dahl
  2. Enrico Biffis
  3. Andrew J. G. Cairns
  4. David P. Blake
  5. M. Milevsky
  6. Luciano Elisa
  7. Elisa Luciano

Papers from Luca Regis's perspective

Ordered by how strongly the researchers Luca Regis trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Mortality derivatives and the option to annuitise
  2. Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
  3. Valuation and hedging of life insurance liabilities with systematic mortality risk
  4. Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk* (ASTIN Bulletin: The Journal of the International Actuarial Association)
  5. Affine Processes for Dynamic Mortality and Actuarial Valuations
  6. Securitization of Life Insurance Assets and Liabilities
  7. Mortality risk via affine stochastic intensities: calibration and empirical relevance
  8. Longevity Bonds: Financial Engineering, Valuation, and Hedging
  9. Stochastic Calculus for Finance II: Continuous-Time Models
  10. Modelling stochastic mortality for dependent lives

Their papers