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Citations of
Enrico Biffis

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

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Articles

  1. Biffis, Enrico, 2005. "Affine processes for dynamic mortality and actuarial valuations," Insurance: Mathematics and Economics, Elsevier, vol. 37(3), pages 443-468, December. [Downloadable!] (restricted)

    Cited by:

    1. Elisa Luciano & Jaap Spreeuw & Elena Vigna, 2006. "A note on stochastic survival probabilities and their calibration," ICER Working Papers - Applied Mathematics Series 5-2006, ICER - International Centre for Economic Research. [Downloadable!]
      Other versions:
    2. Alexander Melnikov & Yuliya Romanyuk, 2006. "Efficient Hedging and Pricing of Equity-Linked Life Insurance Contracts on Several Risky Assets," Working Papers 06-43, Bank of Canada. [Downloadable!]
      Other versions:
    3. Virginia R. Young, 2007. "Pricing Life Insurance under Stochastic Mortality via the Instantaneous Sharpe Ratio: Theorems and Proofs," Quantitative Finance Papers 0705.1297, arXiv.org. [Downloadable!]
    4. Elisa Luciano & Jaap Spreeuw & Elena Vigna, 2007. "Modelling stochastic mortality for dependent lives," Carlo Alberto Notebooks 43, Collegio Carlo Alberto. [Downloadable!]
      Other versions:

Did you know? Over 80% of the top 1000 economists are registered on RePEc.

This page was last updated on 2009-12-8.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.