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Biffis, Enrico

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Author ID: biffis.enrico Recent zbMATH articles by "Biffis, Enrico"
Published as: Biffis, Enrico
External Links: ORCID
Documents Indexed: 11 Publications since 2005

Publications by Year

Citations contained in zbMATH

10 Publications have been cited 291 times in 212 Documents Cited by Year
Affine processes for dynamic mortality and actuarial valuations. Zbl 1129.91024
Biffis, Enrico
102
2005
On a generalization of the Gerber-Shiu function to path-dependent penalties. Zbl 1231.91146
Biffis, Enrico; Morales, Manuel
37
2010
A note on scale functions and the time value of ruin for Lévy insurance risk processes. Zbl 1231.91145
Biffis, Enrico; Kyprianou, Andreas E.
36
2010
Stochastic mortality under measure changes. Zbl 1226.91022
Biffis, Enrico; Denuit, Michel; Devolder, Pierre
30
2010
The fair value of guaranteed annuity options. Zbl 1142.91036
Biffis, Enrico; Millossovich, Pietro
29
2006
Pricing life insurance contracts with early exercise features. Zbl 1179.91098
Bacinello, Anna Rita; Biffis, Enrico; Millossovich, Pietro
18
2009
Regression-based algorithms for life insurance contracts with surrender guarantees. Zbl 1210.91056
Bacinello, Anna Rita; Biffis, Enrico; Millossovich, Pietro
16
2010
A bidimensional approach to mortality risk. Zbl 1160.91366
Biffis, Enrico; Millossovich, Pietro
12
2006
Securitizing and tranching longevity exposures. Zbl 1231.91144
Biffis, Enrico; Blake, David
7
2010
Keeping some skin in the game: how to start a capital market in longevity risk transfers. Zbl 1412.91031
Biffis, Enrico; Blake, David
4
2014
Keeping some skin in the game: how to start a capital market in longevity risk transfers. Zbl 1412.91031
Biffis, Enrico; Blake, David
4
2014
On a generalization of the Gerber-Shiu function to path-dependent penalties. Zbl 1231.91146
Biffis, Enrico; Morales, Manuel
37
2010
A note on scale functions and the time value of ruin for Lévy insurance risk processes. Zbl 1231.91145
Biffis, Enrico; Kyprianou, Andreas E.
36
2010
Stochastic mortality under measure changes. Zbl 1226.91022
Biffis, Enrico; Denuit, Michel; Devolder, Pierre
30
2010
Regression-based algorithms for life insurance contracts with surrender guarantees. Zbl 1210.91056
Bacinello, Anna Rita; Biffis, Enrico; Millossovich, Pietro
16
2010
Securitizing and tranching longevity exposures. Zbl 1231.91144
Biffis, Enrico; Blake, David
7
2010
Pricing life insurance contracts with early exercise features. Zbl 1179.91098
Bacinello, Anna Rita; Biffis, Enrico; Millossovich, Pietro
18
2009
The fair value of guaranteed annuity options. Zbl 1142.91036
Biffis, Enrico; Millossovich, Pietro
29
2006
A bidimensional approach to mortality risk. Zbl 1160.91366
Biffis, Enrico; Millossovich, Pietro
12
2006
Affine processes for dynamic mortality and actuarial valuations. Zbl 1129.91024
Biffis, Enrico
102
2005
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Cited by 332 Authors

10 Sherris, Michael
7 Biffis, Enrico
7 Ziveyi, Jonathan
6 Blake, David
6 Cheung, Eric C. K.
6 Liu, Xiaoming
6 Mamon, Rogemar S.
5 Bacinello, Anna Rita
5 Jevtić, Petar
5 Landriault, David
5 Millossovich, Pietro
5 Vigna, Elena
4 Ben Salah, Zied
4 Biagini, Francesca
4 Chen, An
4 Gao, Huan
4 Ignatieva, Katja
4 Luciano, Elisa
4 Morales, Manuel
4 Olivieri, Annamaria
4 Regis, Luca
4 Shimizu, Yasutaka
4 Young, Virginia R.
4 Zhang, Zhimin
3 Blackburn, Craig
3 Chiu, Mei Choi
3 Devolder, Pierre
3 Gatto, Riccardo
3 Giacometti, Rosella
3 Kyprianou, Andreas E.
3 Li, Bin
3 Li, Jing
3 Li, Johnny Siu-Hang
3 MacMinn, Richard D.
3 Pelsser, Antoon A. J.
3 Pitacco, Ermanno
3 Wang, Chou-Wen
3 Widenmann, Jan Maximilian
3 Wong, Hoi Ying
3 Woo, Jae-Kyung
3 Yang, Hailiang
3 Yang, Sharon S.
3 Yuen, Kam Chuen
2 Bayraktar, Erhan
2 Börger, Matthias
2 Boyle, Phelim P.
2 Bravo, Jorge Miguel
2 Cairns, Andrew J. G.
2 Chen, Hua
2 Cox, Samuel H. jun.
2 Dahl, Mikkel
2 Deelstra, Griselda
2 Djehiche, Boualem
2 Dong, Yinghui
2 Dowd, Kevin
2 El Karoui, Nicole
2 Fabozzi, Frank J.
2 Feng, Runhuan
2 Gaillardetz, Patrice
2 Griffin, Philip S.
2 Hainaut, Donatien
2 Huang, Hong-Chih
2 Levantesi, Susanna
2 Li, Hong
2 Li, Shu
2 Loisel, Stéphane
2 Ludkovski, Michael
2 Maller, Ross Arthur
2 Melnikov, Aleksander Viktorovich
2 Milevsky, Moshe Arye
2 Møller, Thomas H.
2 Ortobelli, Sergio
2 Palmowski, Zbigniew
2 Pardo, Juan Carlos
2 Qian, Linyi
2 Rachev, Svetlozar T.
2 Renaud, Jean-François
2 Rheinländer, Thorsten
2 Ruß, Jochen
2 Russo, Vincenzo
2 Song, Andrew
2 Szimayer, Alexander
2 Tian, Weidong
2 Tsai, Jeffrey Tzuhao
2 Tzeng, Larry Yu-Ren
2 Vatamidou, Eleni
2 Wang, Rongming
2 Wang, Wenyuan
2 Willmot, Gordon E.
2 Xu, Yajing
2 Yamazaki, Kazutoshi
1 Adan, Ivo J. B. F.
1 Ahmadi, Seyed Saeed
1 Andreoli, Alessandro
1 Arık, Ayşe
1 Avanzi, Benjamin
1 Avram, Florin
1 Badescu, Andrei L.
1 Baione, Fabio
1 Ballestra, Luca Vincenzo
...and 232 more Authors
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Cited in 43 Serials

94 Insurance Mathematics & Economics
23 Scandinavian Actuarial Journal
10 European Actuarial Journal
9 ASTIN Bulletin
7 Quantitative Finance
7 North American Actuarial Journal
6 Journal of Computational and Applied Mathematics
6 Methodology and Computing in Applied Probability
4 Applied Mathematics and Computation
4 The Annals of Applied Probability
4 International Journal of Theoretical and Applied Finance
3 Decisions in Economics and Finance
2 Journal of Economic Dynamics & Control
2 Communications in Statistics. Theory and Methods
1 Advances in Applied Probability
1 Lithuanian Mathematical Journal
1 Theory of Probability and its Applications
1 Journal of Applied Probability
1 Journal of Optimization Theory and Applications
1 Statistics & Probability Letters
1 Stochastic Analysis and Applications
1 Statistics
1 Mathematical and Computer Modelling
1 Japan Journal of Industrial and Applied Mathematics
1 European Journal of Operational Research
1 Stochastic Processes and their Applications
1 Mathematical Methods of Statistics
1 Finance and Stochastics
1 Abstract and Applied Analysis
1 Discrete Dynamics in Nature and Society
1 Miscelánea Matemática
1 Stochastic Models
1 Review of Derivatives Research
1 Journal of Industrial and Management Optimization
1 Stochastics
1 Journal of the Korean Statistical Society
1 Frontiers of Mathematics in China
1 Mathematics and Financial Economics
1 AStA. Advances in Statistical Analysis
1 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik)
1 Science China. Mathematics
1 Dependence Modeling
1 Cogent Mathematics

Citations by Year