The following pages link to Enrico Biffis (Q659185):
Displaying 15 items.
- A note on scale functions and the time value of ruin for Lévy insurance risk processes (Q659186) (← links)
- On a generalization of the Gerber-Shiu function to path-dependent penalties (Q659187) (← links)
- Securitizing and tranching longevity exposures (Q659204) (← links)
- Pricing life insurance contracts with early exercise features (Q732096) (← links)
- Affine processes for dynamic mortality and actuarial valuations (Q817280) (← links)
- A bidimensional approach to mortality risk (Q882489) (← links)
- Climate change investment risk: optimal portfolio construction ahead of the transition to a lower-carbon economy (Q2241097) (← links)
- Regression-based algorithms for life insurance contracts with surrender guarantees (Q2994846) (← links)
- Stochastic mortality under measure changes (Q3103210) (← links)
- The fair value of guaranteed annuity options (Q3440844) (← links)
- Optimal Portfolio Choice with Path Dependent Labor Income: the Infinite Horizon Case (Q5130029) (← links)
- Keeping Some Skin in the Game: How to Start a Capital Market in Longevity Risk Transfers (Q5742656) (← links)
- Health insurance, portfolio choice, and retirement incentives (Q6109841) (← links)
- A pricing formula for delayed claims: appreciating the past to value the future (Q6113170) (← links)
- Wage Rigidity and Retirement in Optimal Portfolio Choice (Q6505051) (← links)
