Elisa Luciano
- Finance top 0.5%
- Stochastic processes and financial applications 25
- Credit Risk and Financial Regulations 18
- Financial Risk and Volatility Modeling 16
- Banking stability, regulation, efficiency 15
- Demography top 0.5%
- Insurance, Mortality, Demography, Risk Management 27
- Economics and Econometrics top 1%
- Insurance and Financial Risk Management 21
- Economic theories and models 12
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- Global Health Care Issues 13
- Co-authors
- Umberto CherubiniWalter VecchiatoBernard DumasElena VignaPatrizia SemeraroWim SchoutensLorenzo PeccatiLuca Regis
- Journals
- The Journal of Finance (2 papers)Review of Financial Studies (1 paper)European Journal of Operational Research (2 papers)
- Partner nations
- ItalyUnited StatesUnited Kingdom
In The Last Decade
Elisa Luciano
83 papers receiving 2.1k citations
Hit Papers
Peers
Comparison fields: 5 of 99
- Finance 1.4k
- Demography 493
- Management Science and Operations Research 476
- Economics and Econometrics 1.1k
- General Economics, Econometrics and Finance 232
Countries citing papers authored by Elisa Luciano
This map shows the geographic impact of Elisa Luciano's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Elisa Luciano with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Elisa Luciano more than expected).
Fields of papers citing papers by Elisa Luciano
This network shows the impact of papers produced by Elisa Luciano. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Elisa Luciano. The network helps show where Elisa Luciano may publish in the future.
Co-authorship network
The 23 scholars most cited alongside Elisa Luciano, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2023 | 8 | |
| 2 | Geographical diversification and longevity risk mitigation in annuity portfolios | 2021 | 1 |
| 3 | 2019 | 2 | |
| 4 | The Economics of Continuous-Time Finance | 2017 | 5 |
| 5 | 2015 | 25 | |
| 6 | Guarantees, Leverage, and Taxes | 2014 | 0 |
| 7 | 2014 | 2 | |
| 8 | Life Insurance Demand and Financial Inclusion; Evidence from Italian households | 2014 | 5 |
| 9 | 2013 | 32 | |
| 10 | Dependence Calibration and Portfolio Fit with FactorBased Time Changes | 2013 | 1 |
| 11 | 2011 | 78 | |
| 12 | Crossgenerational comparison of stochastic mortality of coupled lives | 2010 | 2 |
| 13 | 2009 | 74 | |
| 14 | 2009 | 19 | |
| 15 | Mortality risk via affine stochastic intensities: calibration and empirical relevance | 2008 | 55 |
| 16 | Multivariate Variance Gamma and Gaussian dependence: a study with copulas | 2008 | 1 |
| 17 | 2004 | 8 | |
| 18 | 2002 | 93 | |
| 19 | 2002 | 4 | |
| 20 | Value-At-Risk Trade-Off and Capital Allocation with Copulas | 2001 | 2 |
About Elisa Luciano
Elisa Luciano is a scholar working on Finance, Demography and Economics and Econometrics, having authored 85 papers that have together received 2.3k indexed citations. Recurring topics across this work include Insurance, Mortality, Demography, Risk Management (27 papers), Stochastic processes and financial applications (25 papers), Insurance and Financial Risk Management (21 papers), Credit Risk and Financial Regulations (18 papers), Financial Risk and Volatility Modeling (16 papers), Banking stability, regulation, efficiency (15 papers), Global Health Care Issues (13 papers) and Economic theories and models (12 papers). The work is most often cited by research in Finance (1.4k citations), Demography (493 citations) and Management Science and Operations Research (476 citations). Elisa Luciano has collaborated with scholars based in Italy, United States and United Kingdom. Frequent co-authors include Umberto Cherubini, Walter Vecchiato, Bernard Dumas, Elena Vigna, Patrizia Semeraro, Wim Schoutens, Lorenzo Peccati, Luca Regis, Jaap Spreeuw and Mariacristina Rossi. Their work appears in journals such as The Journal of Finance, Review of Financial Studies and European Journal of Operational Research.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.