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Details about Enrico Biffis

Homepage:http://www3.imperial.ac.uk/people/e.biffis
Postal address:Imperial College Business School Imperial College London South Kensington Campus SW7 2AZ United Kingdom
Workplace:Business School, Imperial College, (more information at EDIRC)

Access statistics for papers by Enrico Biffis.

Last updated 2014-10-25. Update your information in the RePEc Author Service.

Short-id: pbi84


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Working Papers

2011

  1. The cost of counterparty risk and collateralization in longevity swaps
    MPRA Paper, University Library of Munich, Germany Downloads View citations (13)

Journal Articles

2014

  1. Tail Risk in Commercial Property Insurance
    Risks, 2014, 2, (4), 1-18 Downloads

2013

  1. Informed Intermediation of Longevity Exposures
    Journal of Risk & Insurance, 2013, 80, (3), 559-584 Downloads View citations (8)

2010

  1. 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 Downloads View citations (18)
  2. On a generalization of the Gerber-Shiu function to path-dependent penalties
    Insurance: Mathematics and Economics, 2010, 46, (1), 92-97 Downloads View citations (10)
  3. Regression-based algorithms for life insurance contracts with surrender guarantees
    Quantitative Finance, 2010, 10, (9), 1077-1090 Downloads View citations (20)
  4. Securitizing and tranching longevity exposures
    Insurance: Mathematics and Economics, 2010, 46, (1), 186-197 Downloads View citations (18)

2005

  1. Affine processes for dynamic mortality and actuarial valuations
    Insurance: Mathematics and Economics, 2005, 37, (3), 443-468 Downloads View citations (105)
 
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