Details about Enrico Biffis

Access statistics for papers by Enrico Biffis.

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

Short-id: pbi84

Working Papers

2011

1. The cost of counterparty risk and collateralization in longevity swaps
   MPRA Paper, University Library of Munich, Germany View citations (18)

Journal Articles

2014

1. Tail Risk in Commercial Property Insurance
   Risks, 2014, 2, (4), 1-18 View citations (3)

2013

2. Informed Intermediation of Longevity Exposures
   Journal of Risk & Insurance, 2013, 80, (3), 559-584 View citations (16)

2010

3. 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 (30)
4. On a generalization of the Gerber-Shiu function to path-dependent penalties
   Insurance: Mathematics and Economics, 2010, 46, (1), 92-97 View citations (14)
5. Regression-based algorithms for life insurance contracts with surrender guarantees
   Quantitative Finance, 2010, 10, (9), 1077-1090 View citations (26)
6. Securitizing and tranching longevity exposures
   Insurance: Mathematics and Economics, 2010, 46, (1), 186-197 View citations (25)

2005

7. Affine processes for dynamic mortality and actuarial valuations
   Insurance: Mathematics and Economics, 2005, 37, (3), 443-468 View citations (133)