Enrico Biffis is Associate Professor of Actuarial Finance at Imperial College Business School. His areas of expertise are risk analysis and asset-liability management, with a focus on applications in the insurance and pensions sector, as well as the design of predictive analytics and risk management tools for a variety of asset classes. Dr Biffis has collaborated extensively with leading financial institutions, regulators, governmental and non-governmental organizations, including the World Bank and the International Monetary Fund, and has been the recipient of grants and awards for his research on the modelling and transferring of large risks. Prior academic experience includes work as tenured faculty at the Robinson College of Business at Georgia State University, as visiting at Nanyang Business School's IRFRC and Bocconi Milan, and as an editor of ASTIN Bulletin – The Journal of the International Actuarial Association. Dr Biffis is a fellow of the Pensions Institute in London and the Munich Risk and Insurance Centre at LMU Munich. He was recently awarded the Institute and Faculty of Actuaries' Brian Hey Prize and the Casualty and Actuarial Society's Charles A. Hachemeister Prize for his work on reinsurance data standards as part of the joint IFoA-CAS International Pricing Research Working Party. Details on his current projects and writings can be found in the Research and Publications sections, SSRN, and Google Scholar.
et al., Climate change investment risk: Optimal portfolio construction ahead of the transition to a lower-carbon economy, Annals of Operations Research, ISSN:0254-5330
et al., 2019, Quantifying the economic value of space weather forecasting for power grids: An exploratory study, Space Weather-the International Journal of Research and Applications, Vol:16, ISSN:1539-4956, Pages:2052-2067
Biffis E, Chavez E, 2017, Satellite data and machine learning for weather risk management and food security, Risk Analysis, Vol:37, ISSN:1539-6924, Pages:1508-1521
et al., 2017, The economic impact of space weather – where do we stand?, Risk Analysis, Vol:37, ISSN:0272-4332, Pages:206-218
Biffis E, Lin Y, Milidonis A, 2017, The cross-section of Asia-Pacific mortality dynamics: Implications for longevity risk sharing, Journal of Risk and Insurance, Vol:84, ISSN:1539-6975, Pages:515-532
et al., 2014, The Cost of Counterparty Risk and Collateralization in Longevity Swaps, Journal of Risk and Insurance, Vol:83, ISSN:1539-6975, Pages:387-419
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, Vol:18, Pages:14-21