Enrico Biffis

Available identifiers

Publication	Date of Publication	Type
A pricing formula for delayed claims: appreciating the past to value the future	2023-07-10	Paper
Health insurance, portfolio choice, and retirement incentives	2023-07-04	Paper
Climate change investment risk: optimal portfolio construction ahead of the transition to a lower-carbon economy	2021-11-08	Paper
Optimal Portfolio Choice with Path Dependent Labor Income: the Infinite Horizon Case	2020-11-03	Paper
Keeping Some Skin in the Game: How to Start a Capital Market in Longevity Risk Transfers	2019-05-15	Paper
A note on scale functions and the time value of ruin for Lévy insurance risk processes	2012-02-10	Paper
On a generalization of the Gerber-Shiu function to path-dependent penalties	2012-02-10	Paper
Securitizing and tranching longevity exposures	2012-02-10	Paper
Stochastic mortality under measure changes	2011-11-26	Paper
Regression-based algorithms for life insurance contracts with surrender guarantees	2011-04-29	Paper
Pricing life insurance contracts with early exercise features	2009-10-09	Paper
The fair value of guaranteed annuity options	2007-05-29	Paper
A bidimensional approach to mortality risk	2007-05-24	Paper
Affine processes for dynamic mortality and actuarial valuations	2006-03-08	Paper
Wage Rigidity and Retirement in Optimal Portfolio Choice	0001-01-03	Paper

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