| Affine processes for dynamic mortality and actuarial valuations E Biffis Insurance: mathematics and economics 37 (3), 443-468, 2005 | 466 | 2005 |
| The Economic Impact of Space Weather: Where Do We Stand? CB Eastwood, J. P., E. Biffis, M. A. Hapgood, L. Green, M. M. Bisi, R. D ... Risk Analysis 37 (2), 206-218, 2017 | 234 | 2017 |
| Stochastic mortality under measure changes E Biffis, M Denuit, P Devolder Scandinavian Actuarial Journal 2010 (4), 284-311, 2010 | 143* | 2010 |
| Stochastic mortality under measure changes E Biffis, M Denuit, P Devolder Scandinavian Actuarial Journal 2010 (4), 284-311, 2010 | 106 | 2010 |
| The fair value of guaranteed annuity options E Biffis, P Millossovich Scandinavian Actuarial Journal 2006 (1), 23-41, 2006 | 102 | 2006 |
| A note on scale functions and the time value of ruin for Lévy insurance risk processes E Biffis, AE Kyprianou Insurance: Mathematics and Economics 46 (1), 85-91, 2010 | 101 | 2010 |
| Mortality-linked securities and derivatives E Biffis, D Blake Available at SSRN: http://ssrn. com/abstract 1340409, 2009 | 91 | 2009 |
| Regression-based algorithms for life insurance contracts with surrender guarantees AR Bacinello, E Biffis, P Millossovich Quantitative Finance 10 (9), 1077-1090, 2010 | 90 | 2010 |
| Pricing life insurance contracts with early exercise features AR Bacinello, E Biffis, P Millossovich Journal of computational and applied mathematics 233 (1), 27-35, 2009 | 86 | 2009 |
| On a generalization of the Gerber-Shiu function to path-dependent penalties E Biffis, M Morales Insurance: Mathematics and Economics 46 (1), 92-97, 2010 | 85 | 2010 |
| Securitizing and tranching longevity exposures E Biffis, D Blake Insurance: Mathematics and Economics 46 (1), 186-197, 2010 | 79 | 2010 |
| The cost of counterparty risk and collateralization in longevity swaps E Biffis, DP Blake, L Pitotti, A Sun Journal of Risk and Insurance, 2015 | 71 | 2015 |
| Satellite data and machine learning for weather risk management and food security E Biffis, E Chavez Risk Analysis 37 (8), 1508-1521, 2017 | 61 | 2017 |
| Keeping some skin in the game: How to start a capital market in longevity risk transfers E Biffis, D Blake North American Actuarial Journal 18 (1), 14-21, 2014 | 49* | 2014 |
| A bidimensional approach to mortality risk E Biffis, P Millossovich Decisions in Economics and Finance 29 (2), 71-94, 2006 | 49 | 2006 |
| Quantifying the economic value of space weather forecasting for power grids: An exploratory study JP Eastwood, MA Hapgood, E Biffis, D Benedetti, MM Bisi, L Green, ... Space weather 16 (12), 2052-2067, 2018 | 45 | 2018 |
| Climate Change Investment Risk: Optimal Portfolio Construction Ahead of the Transition to a Lower-carbon Economy D Benedetti, E Biffis, F Chatzimichalakis, LRL Fedele, I Simm | 41 | 2018 |
| Informed Intermediation of Longevity Exposures E Biffis, D Blake Journal of Risk and Insurance 80, 559-584, 2013 | 40 | 2013 |
| Lee-Carter goes risk-neutral E Biffis, M Denuit Giornale dell'Istituto Italiano degli Attuari 69, 33-53, 2006 | 38 | 2006 |
| Optimal insurance with counterparty default risk E Biffis, P Millossovich Available at SSRN 1634883, 2012 | 26 | 2012 |
Pietro MillossovichBayes Business SchoolVerified email at city.ac.uk
