Enrico Biffis

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A pricing formula for delayed claims: appreciating the past to value the future Mathematics and Financial Economics	2023-07-10	Paper
Health insurance, portfolio choice, and retirement incentives European Journal of Operational Research	2023-07-04	Paper
Climate change investment risk: optimal portfolio construction ahead of the transition to a lower-carbon economy Annals of Operations Research	2021-11-08	Paper
Optimal portfolio choice with path dependent labor income: the infinite horizon case SIAM Journal on Control and Optimization	2020-11-03	Paper
Keeping some skin in the game: how to start a capital market in longevity risk transfers North American Actuarial Journal	2019-05-15	Paper
On a generalization of the Gerber-Shiu function to path-dependent penalties Insurance Mathematics & Economics	2012-02-10	Paper
A note on scale functions and the time value of ruin for Lévy insurance risk processes Insurance Mathematics & Economics	2012-02-10	Paper
Securitizing and tranching longevity exposures Insurance Mathematics & Economics	2012-02-10	Paper
Stochastic mortality under measure changes Scandinavian Actuarial Journal	2011-11-26	Paper
Regression-based algorithms for life insurance contracts with surrender guarantees Quantitative Finance	2011-04-29	Paper
Pricing life insurance contracts with early exercise features Journal of Computational and Applied Mathematics	2009-10-09	Paper
The fair value of guaranteed annuity options Scandinavian Actuarial Journal	2007-05-29	Paper
A bidimensional approach to mortality risk Decisions in Economics and Finance	2007-05-24	Paper
Affine processes for dynamic mortality and actuarial valuations Insurance Mathematics & Economics	2006-03-08	Paper
Wage Rigidity and Retirement in Optimal Portfolio Choice (available as arXiv preprint)	N/A	Paper

Research outcomes over time

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