Imperial College London

DrEnricoBiffis

Business School

Associate Professor of Actuarial Finance
 
 
 
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Contact

 

+44 (0)20 7594 9767e.biffis

 
 
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Location

 

4.0453 Prince's GateSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{Biffis:2010:10.1016/j.insmatheco.2009.04.005,
author = {Biffis, E and Kyprianou, AE},
doi = {10.1016/j.insmatheco.2009.04.005},
journal = {Insurance: Mathematics and Economics},
pages = {85--91},
title = {A note on scale functions and the time value of ruin for Levy risk processes},
url = {http://dx.doi.org/10.1016/j.insmatheco.2009.04.005},
volume = {46},
year = {2010}
}

RIS format (EndNote, RefMan)

TY  - JOUR
AU - Biffis,E
AU - Kyprianou,AE
DO - 10.1016/j.insmatheco.2009.04.005
EP - 91
PY - 2010///
SN - 0167-6687
SP - 85
TI - A note on scale functions and the time value of ruin for Levy risk processes
T2 - Insurance: Mathematics and Economics
UR - http://dx.doi.org/10.1016/j.insmatheco.2009.04.005
VL - 46
ER -