Enrico Biffis
Enrico Biffis
Verified email at imperial.ac.uk
Cited by
Cited by
Affine processes for dynamic mortality and actuarial valuations
E Biffis
Insurance: mathematics and economics 37 (3), 443-468, 2005
Stochastic mortality under measure changes
E Biffis, M Denuit, P Devolder
Scandinavian Actuarial Journal 2010 (4), 284-311, 2010
The fair value of guaranteed annuity options
E Biffis, P Millossovich
Scandinavian Actuarial Journal 2006 (1), 23-41, 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
Mortality-linked securities and derivatives
E Biffis, D Blake
Available at SSRN: http://ssrn. com/abstract 1340409, 2009
Regression-based algorithms for life insurance contracts with surrender guarantees
AR Bacinello, E Biffis, P Millossovich
Quantitative Finance 10 (9), 1077-1090, 2010
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
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
Securitizing and tranching longevity exposures
E Biffis, D Blake
Insurance: Mathematics and Economics 46 (1), 186-197, 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
The cost of counterparty risk and collateralization in longevity swaps
E Biffis, DP Blake, L Pitotti, A Sun
Journal of Risk and Insurance, 2015
A bidimensional approach to mortality risk
E Biffis, P Millossovich
Decisions in Economics and Finance 29 (2), 71-94, 2006
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
Informed Intermediation of Longevity Exposures
E Biffis, D Blake
Journal of Risk and Insurance 80, 559-584, 2013
Lee-Carter goes risk-neutral
E Biffis, M Denuit
Giornale dell'Istituto Italiano degli Attuari 69, 33-53, 2006
Optimal insurance with counterparty default risk
E Biffis, P Millossovich
Available at SSRN 1634883, 2012
Modelling Extreme Market Events: A Report of the Benchmarking Stochastic Models Working Party
R Frankland, AD Smith, T Wilkins, E Varnell, A Holtham, E Biffis, S Eshun, ...
British Actuarial Journal 15 (1), 99-217, 2009
Satellite data and machine learning for weather risk management and food security
E Biffis, E Chavez
Risk Analysis 37 (8), 1508-1521, 2017
The Cross‐Section of Asia‐Pacific Mortality Dynamics: Implications for Longevity Risk Sharing
E Biffis, Y Lin, A Milidonis
Journal of Risk and Insurance 84 (S1), 515-532, 2017
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
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