Enrico Biffis

Finance · 2005–2010

A researcher in the Science corpus: 6 papers; trusts 20 researchers and is trusted by 38 researchers here, as inferred from the citation graph.

Subfields

Whom Enrico Biffis trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. David S. Bates
  2. Gurdip Bakshi
  3. Andreas E. Kyprianou
  4. Andrew J. G. Cairns
  5. M. Dahl
  6. Ronnie Loeffen
  7. Xiaowen Zhou
  8. Damir Filipovi'c
  9. Anna Rita Bacinello
  10. Tomasz R. Bielecki

Who trusts Enrico Biffis overall

  1. Elisa Luciano
  2. Hua Chen
  3. Samuel H. Cox
  4. Andrew J. G. Cairns
  5. Elena Vigna
  6. Andrew Ngai
  7. Luciano Elisa
  8. Chuancun Yin
  9. Petar Jevtic
  10. Rui Zhou

Papers from Enrico Biffis's perspective

Ordered by how strongly the researchers Enrico Biffis trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Spanning and Derivative-Security Valuation
  2. A Two-Factor Model for Stochastic Mortality With Parameter Uncertainty: Theory and Calibration
  3. Credit Risk: Modeling, Valuation And Hedging
  4. Valuing American Options by Simulation: A Simple Least-Squares Approach
  5. Affine Processes for Dynamic Mortality and Actuarial Valuations
  6. Ruin probabilities and overshoots for general Lévy insurance risk processes
  7. The Pricing of Options and Corporate Liabilities
  8. Introductory Lectures on Fluctuations of Lévy Processes with Applications
  9. Specification Analysis of Affine Term Structure Models
  10. A Theory for the Term Structure of Interest Rates

Their papers