Areas of Interest
- Economics of Risk and Insurance
- Risk Analytics
- Applied Statistics and Econometrics
- Empirical Finance
- WINnERS Project, May 2016 to present. PI: Dr. Erik Chavez (Imperial), CI: Dr Enrico Biffis (Imperial). Climate KIC, European Institute of Innovation and Technology. EUR 1.6m.
- Space Weather Economic Costs, April 2016 to November 2016. PI: Dr. Jonathan Eastwood (Imperial), CI: Dr. Enrico Biffis (Imperial). Met Office, Airbus, UCL-MSSL and RAL. GBP 600k.
- Urban Climate Change Resilience, November 2015 to April 2016. PI: Dr. Enrico Biffis (Imperial). Grantham Institute and Commonwealth Scientific and Industrial Research Organisation. GBP 40k.
- Risk Appetite Project, September 2015 to June 2016. PI: Dr. Enrico Biffis (Imperial), CI: Davide Benedetti. FINMAR, Willis Group. GBP 17k.
- Large Commercial Risks (LCR) Project, Summer 2015. PI: Dr. Andreas Milidonis (University of Cyprus), CI: Dr. Enrico Biffis (Imperial). Insurance Risk and Finance Research Centre, Insurance Intellectual Capital Initiative Consortium, SCOR, Hiscox, Liberty. SGD 80k.
- OASIS Loss Modelling Framework, July 2012 to June 2015. PI: Prof. Ralf Toumi (Imperial). Climate-KIC, European Institute of Innovation and Technology. GBP 300k.
Benedetti D, Biffis E, Chatzimichalakis F, Lilloy FLR, and Simm I (2018). Climate Change Investment Risk: Optimal Portfolio Construction Ahead of the Transition to a Lower-carbon Economy. Available at SSRN (Revise and Resubmit to Annals of Operations Research)
Security Posture Assessment in Conflict Areas: Evidence from Iraq (with Enrico Biffis and Mehmet Shoukru)
Insurance contract design and endogenous frailty (with Enrico Biffis)
Financial Constraints and Risk Management: Evidence from the US P&C Insurance Market (with Enrico Biffis)
Benedetti D, Biffis E, and Milidonis A (2015). Large Commercial Exposures and Tail Risk: Evidence from the Asia-Pacific P&C Insurance Market. Available at www.irfrc.com
Benedetti D, Biffis E, and Milidonis A (2015). Large Commercial Risks (LCR) in Insurance: Focus on Asia-Pacific. Technical report, Insurance Risk and Finance Research Centre, Nanyang Business School. Available at www.irfrc.com