Suivre
Enrico Biffis
Enrico Biffis
Adresse e-mail validée de imperial.ac.uk - Page d'accueil
Titre
Citée par
Citée par
Année
Affine processes for dynamic mortality and actuarial valuations
E Biffis
Insurance: mathematics and economics 37 (3), 443-468, 2005
4742005
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
2492017
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
1072010
The fair value of guaranteed annuity options
E Biffis, P Millossovich
Scandinavian Actuarial Journal 2006 (1), 23-41, 2006
1042006
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
1032010
Mortality-linked securities and derivatives
E Biffis, D Blake
Available at SSRN: http://ssrn. com/abstract 1340409, 2009
922009
Regression-based algorithms for life insurance contracts with surrender guarantees
AR Bacinello, E Biffis, P Millossovich
Quantitative Finance 10 (9), 1077-1090, 2010
902010
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
872010
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
852009
Securitizing and tranching longevity exposures
E Biffis, D Blake
Insurance: Mathematics and Economics 46 (1), 186-197, 2010
792010
The cost of counterparty risk and collateralization in longevity swaps
E Biffis, DP Blake, L Pitotti, A Sun
Journal of Risk and Insurance, 2015
702015
Satellite data and machine learning for weather risk management and food security
E Biffis, E Chavez
Risk Analysis 37 (8), 1508-1521, 2017
632017
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
52*2014
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
512018
A bidimensional approach to mortality risk
E Biffis, P Millossovich
Decisions in Economics and Finance 29 (2), 71-94, 2006
512006
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
452018
Informed Intermediation of Longevity Exposures
E Biffis, D Blake
Journal of Risk and Insurance 80, 559-584, 2013
422013
Lee-Carter goes risk-neutral
E Biffis, M Denuit
Giornale dell'Istituto Italiano degli Attuari 69, 33-53, 2006
392006
Optimal insurance with counterparty default risk
E Biffis, P Millossovich
Available at SSRN 1634883, 2012
252012
Le système ne peut pas réaliser cette opération maintenant. Veuillez réessayer plus tard.
Articles 1–20