Details about Enrico Biffis
Access statistics for papers by Enrico Biffis.
Last updated 2014-10-25. Update your information in the RePEc Author Service.
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- The cost of counterparty risk and collateralization in longevity swaps
MPRA Paper, University Library of Munich, Germany View citations (13)
- Tail Risk in Commercial Property Insurance
Risks, 2014, 2, (4), 1-18
- Informed Intermediation of Longevity Exposures
Journal of Risk & Insurance, 2013, 80, (3), 559-584 View citations (8)
- A note on scale functions and the time value of ruin for Lévy insurance risk processes
Insurance: Mathematics and Economics, 2010, 46, (1), 85-91 View citations (18)
- On a generalization of the Gerber-Shiu function to path-dependent penalties
Insurance: Mathematics and Economics, 2010, 46, (1), 92-97 View citations (10)
- Regression-based algorithms for life insurance contracts with surrender guarantees
Quantitative Finance, 2010, 10, (9), 1077-1090 View citations (20)
- Securitizing and tranching longevity exposures
Insurance: Mathematics and Economics, 2010, 46, (1), 186-197 View citations (18)
- Affine processes for dynamic mortality and actuarial valuations
Insurance: Mathematics and Economics, 2005, 37, (3), 443-468 View citations (105)
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