Items where City Author is "Biffis, Enrico"

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Number of items: 6.

Article

Biffis, E., Blake, D., Pitotti, L. & Sun, A. (2016). The Cost of Counterparty Risk and Collateralization in Longevity Swaps. Journal Of Risk And Insurance, 83(2), pp. 387-419. doi: 10.1111/jori.12055

Biffis, E. & Blake, D. (2014). Keeping Some Skin in the Game: How to Start a Capital Market in Longevity Risk Transfers. North American Actuarial Journal, 18(1), pp. 14-21. doi: 10.1080/10920277.2013.872552

Biffis, E. & Blake, D. (2013). Informed intermediation of longevity exposures. Journal of Risk and Insurance, 80(3), pp. 559-584. doi: 10.1111/j.1539-6975.2013.01524.x

Monograph

Biffis, E. & Blake, D. (2014). Keeping Some Skin in the Game: How to Start a Capital Market in Longevity Risk Transfers (Report No. PI - 1207). London, UK: Pensions Institute, ISSN 1367-580X.

Biffis, E. & Millossovich, P. (2011). Optimal Insurance with Counterparty Default Risk. SSRN.

Biffis, E. & Denuit, M. (2005). Lee-Carter goes risk-neutral: an application to the Italian annuity market (Report No. Actuarial Research Paper No. 166). London, UK: Faculty of Actuarial Science & Insurance, City University London.

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