Luca Regis
Biographic Data
| ID | 3961063 |
|---|---|
| NAME | Luca Regis |
| GIVEN NAMES | Luca |
| FAMILY NAME | Regis |
| SIGNATURE | REGIS L |
| AFFILIATIONS | Collegio Carlo Alberto |
| ORCID | 0000-0003-4845-846X |
| VERIFIED | Yes |
| TOTAL WORKS | 2 |
| TOTAL CITATIONS | 0 |
| AUTHOR COUNT | 2 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2022 |
| LATEST PUBLICATION YEAR | 2026 |
| H-INDEX | 0 |
The equilibrium effects of mortality risk
In this paper, we investigate how mortality risk affects agents’ optimal decisions and asset prices within a general equilibrium framework. In our model, risk-averse households facing a stochastic mortality rate allocate their net worth among consumption, risky capital production, and risk-free bonds to maximise intertemporal utility. In this setting, we show that a negative and time-varying correlation exists between mortality and risky asset pr…
An analysis of the Dutch-style pension plans proposed by UK policy-makers
Collective Defined Contribution (CDC) pension schemes are a variant of collective pension plans that are present in many countries and especially common in the Netherlands. CDC schemes are based on the pooled management of the retirement savings of all members, thereby incorporating inter-generational risk-sharing features. Employers are not subject to investment and longevity risks as these are transferred to plan members collectively. In this p…
No prominent works on this page.
An analysis of the Dutch-style pension plans proposed by UK policy-makers
Collective Defined Contribution (CDC) pension schemes are a variant of collective pension plans that are present in many countries and especially common in the Netherlands. CDC schemes are based on the pooled management of the retirement savings of all members, thereby incorporating inter-generational risk-sharing features. Employers are not subject to investment and longevity risks as these are transferred to plan members collectively. In this p…
The equilibrium effects of mortality risk
In this paper, we investigate how mortality risk affects agents’ optimal decisions and asset prices within a general equilibrium framework. In our model, risk-averse households facing a stochastic mortality rate allocate their net worth among consumption, risky capital production, and risk-free bonds to maximise intertemporal utility. In this setting, we show that a negative and time-varying correlation exists between mortality and risky asset pr…
Actuarial science (1 works) · Asset (computer security (1 works) · Business (1 works) · Capital (architecture (1 works) · Consumption (sociology (1 works) · demographic modeling and climate adaptation (1 works) · Economics (1 works) · Finance (1 works) · Finance (1 works) · Financial Literacy, Pension, Retirement Analysis (1 works)