"Coordinating Dividend Taxes and capital regulation," (2025), with S. Federico and A. Modena.
" Leverage and Interest Rates", (2025), with G. Nicodano.
"Tax evasion and the productivity distribution", (2025), with F. Menoncin and A. Modena. [submitted]
Optimal Firm's Dividend and Capital Structure for Mean Reverting Profitability, (2025), International Review of Economics and Finance, forthcoming, with M. Guerini, F. Menoncin, and P. Panteghini.
A redistributive GSA scheme to cope with socio-economic mortality differentials, (2025), ASTIN Bulletin, forthcoming, with M. Aragona and E. Vigna.
Spatial Natural Hedging -- A general framework with application to the mortality of U.S. States, (2024), Scandinavian Actuarial Journal, with K. Cupido, P. Jevtic and K. Zhou.
Capital risk, fiscal policy and the distribution of wealth, (2024), Mathematics and Financial Economics 18, 379-411, with A. Modena.
Non-Standard Errors, (2024), Journal of Finance 79 (3), 2339-2390, with more than 300 co-authors from all around the globe.
Matrix variate distributions as a tool for insurers and their application to natural hazard loss modeling, (2024), Variance 17 (1), with E. Boyle and P. Jevtic.
An analysis of the Dutch-style pension plans proposed by UK policy-makers, (2022), Journal of Social Policy 51 (2), 325-345, with I. Owadally and R.Ram.
Geographical diversification and longevity risk mitigation in annuity portfolios, (2021), ASTIN Bulletin 51 (2), 375-410, with C. De Rosa and E. Luciano.
A square-root factor-based Multi-population extension of the mortality laws , (2021), Mathematics, 9(19), 2402, with P. Jevtic.
Optimal life-cycle labour supply, consumption, and investment: the role of longevity-linked assets, (2020), Journal of Banking and Finance 120, with F. Menoncin.
A trade-off theory of ownership and capital structure, (2019), Journal of Financial Economics 131, 715-735, with G. Nicodano.
Communities and regularities in the behavior of investment fund managers, (2019), Proceedings of the National Academy of Sciences of the United States of America 116 (14) 6569-6574, with A. Flori, F. Pammolli, S. Buldyrev and Eugene H. Stanley.
A continuous-time stochastic model for the mortality surface of multiple populations, (2019), Insurance: Mathematics and Economics 88, 181-195, with P. Jevtic.
Longevity-linked assets and pre-retirement consumption/portfolio decisions, (2017), Insurance: Mathematics and Economics, 76, 75-86, with F. Menoncin.
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.
Basis risk in static versus dynamic longevity risk hedging, (2017), Scandinavian Actuarial Journal, 17, 4, 343-365, with C. De Rosa and E. Luciano.
Assessing the solvency of insurance portfolios via a continuous time cohort model, (2015), Insurance: Mathematics and Economics, 61, 36-47, with 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, with E. Luciano.
Delta-Gamma Hedging of Mortality and Interest Rate Risk, (2012) Insurance: Mathematics and Economics, 50, 402-412, 2012, with E. Luciano and E. Vigna.
"Stochastic Mortality Models and Pandemic Shocks", (2022), in Pandemics: Insurance and Social Protection, Boado-Penas, M., Eisenberg, J., and Sahin, S. (Eds.), Springer, with P. Jevtic.
"International longevity risk pooling“, (2018), in Mathematical and Statistical Methods for Actuarial Sciences and Finance MAF 2018, Perna, C., Sibillo, M., Corazza, M., Durban, M. and Grané, A. (Eds.), Springer, with C. De Rosa and E. Luciano.
"Risk return appraisal of longevity swaps”, (2014), in Institutional Investor Guide to Pension & Longevity Risk Transfer, Institutional Investor Journals, Fall 2014, 1, 99-108, with E. Luciano.
“Good and Bad Banks”, (2012) in Mathematical and Satistical Methods for Actuarial Sciences and Finance, Perna Cira, Sibillo Marilena, eds., Springer.
“Dynamic hedging of life insurance reserves”, (2012), in Actuarial and Financial Mathematics Conference – Interplay between Finance and Insurance February 10-11, 2011, Michèle Vanmaele, Griselda Deelstra, Ann De Schepper, Jan Dhaene, Wim Schoutens & Steven Vanduffel (Eds.).
“A Bayesian copula model for Claims Reserving”, (2011), Actuarial and Financial Mathematics Conference – Interplay between Finance and Insurance February 10-11, 2011, Michèle Vanmaele, Griselda Deelstra, Ann De Schepper, Jan Dhaene, Wim Schoutens & Steven Vanduffel (Eds.).