Elisa Luciano

Collegio Carlo Alberto — Italy

Social Sciences · Social Sciences

25h-index3.7kcitations166works0.02yr avg
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Research Topics

Insurance, Mortality, Demography, Risk Management(48), Stochastic processes and financial applications(47), Credit Risk and Financial Regulations(32), Banking stability, regulation, efficiency(29), Insurance and Financial Risk Management(29)

Publications166 total

ESG asset demand with information costs
Annals of Finance·2025Open Access
The Propagation of Environmental Risk Through Production Networks: Borrowing Cost Effects
SSRN Electronic Journal·2025Open Access
ESG asset demand with information costs
SSRN Electronic Journal·2024Open Access
Optimal Fees and Equilibrium in Crypto Markets
SSRN Electronic Journal·2024Open Access
Machine Learning Techniquesin Joint Default Assessment
SSRN Electronic Journal·2024Open Access
Adversarial AI in insurance: an overview
European Actuarial Journal·2023· 6 cited
Why are BHCs organized as parent-subsidiaries? How do they grow in value?
Journal of Financial Stability·2023· 3 cited
Adversarial AI in Insurance: Pervasiveness and Resilience
arXiv (Cornell University)·2023Open Access
Adversarial Artificial Intelligence in Insurance: From an Example to Some Potential Remedies
Risks·2023· 19 citedOpen Access
Esg (Environmental, Social and Governance) Asset Demand with Information Costs
SSRN Electronic Journal·2023Open Access
Adversarial Artificial Intelligence in Insurance: From an Example to Some Potential Remedies
Preprints.org·2022Open Access
The fluctuations of insurers’ risk appetite
Journal of Economic Dynamics and Control·2022· 4 cited
Machine learning techniques in joint default assessment
arXiv (Cornell University)·2022Open Access
Risk Appetite Fluctuations in the Insurance Industry
SSRN Electronic Journal·2022Open Access
Machine Learning Techniques in Joint Default Assessment
SSRN Electronic Journal·2022· 2 citedOpen Access
Geographical diversification and longevity risk mitigation in annuity portfolios
MAPFRE (Fundación Mapfre)·2021· 4 citedOpen Access
AI and Adversarial AI in insurance: Background, examples, and future implications
SSRN Electronic Journal·2021Open Access
Risk Analysis and Portfolio Modelling
2019Open Access
Risk Analysis and Portfolio Modelling
Journal of risk and financial management·2019· 5 citedOpen Access
From volatility smiles to the volatility of volatility
Decisions in Economics and Finance·2019· 2 citedOpen Access
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Frequent Co-authors

Elena Vigna(10), Umberto Cherubini(7), Patrizia Semeraro(7), Luca Regis(5), Lorenzo Peccati(5), Bernard Dumas(4), Marina Marena(4), Wim Schoutens(3), Mariacristina Rossi(3), Jaap Spreeuw(2), J. François Outreville(2), Clas Wihlborg(2), Walter Vecchiato(1), Donato Michele Cifarelli(1), Jan Dhaene(1), Alexander Kukush(1), Ben Stassen(1), Petar Jevtić(1), Giovanna Nicodano(1), Filo Fiorani(1)