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Assessing the solvency of insurance portfolios via a continuous-time cohort model
Jevtić, Petar; Regis, Luca - In: Insurance / Mathematics & economics 61 (2015), pp. 36-47
Persistent link: https://www.econbiz.de/10010515932
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Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk
Luciano, Elisa; Regis, Luca - In: Insurance / Mathematics & economics 55 (2014), pp. 68-77
Persistent link: https://www.econbiz.de/10010366205
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Delta-Gamma hedging of mortality and interest rate risk
Luciano, Elisa; Regis, Luca; Vigna, Elena - In: Insurance / Mathematics & economics 50 (2012) 3, pp. 402-412
Persistent link: https://www.econbiz.de/10009542258
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A continuous-time stochastic model for the mortality surface of multiple populations
Jevtić, Petar; Regis, Luca - In: Insurance / Mathematics & economics 88 (2019), pp. 181-195
Persistent link: https://www.econbiz.de/10012105562
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Longevity-linked assets and pre-retirement consumption/portfolio decisions
Menoncin, Francesco; Regis, Luca - In: Insurance / Mathematics & economics 76 (2017), pp. 75-86
Persistent link: https://www.econbiz.de/10011774776