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

 

RESEARCH UPDATES

Parametric Insurance and Technology Adoption in Developing Countries (with E. Chavez, A. Louaas, P. Picard). Under revision. SSRN working paper here.

Where We Stand with Climate Disclosures and Why We Need Them - A textual analysis approach to company sustainability reporting (with C. Yu, W. Cui, Z. Li, E. Chavez). Follow-up paper in progress.

Impact of COVID on supply chains: Evidence from a network analysis of China's medical devices industry (with E. Chavez, C. Metzig, C. Yu, W. Yijie, C. Wenwen, T. Ye). Available soon.

Optimal Portfolio Choice with Path Dependent Labor Income: The Finite Horizon Case (with G. Gobbo, F. Gozzi, M. Zanella). Available soon.

Optimal Portfolio Choice with Path Dependent Labor Income: The Infinite Horizon Case (with F. Gozzi, C. Prosdocimi).  To appear in SIAM Journal of Control and Optimization. SSRN working paper here.

Climate Change Investment Risk: Optimal Portfolio construction ahead of the transition to a lower-carbon economy (with I. Simm, D. Benedetti, F. Chatzimichalakis, L. Fedele),  Annals of Operations Research. SSRN working paper here.

A Pricing Formula for Delayed Contingent Claims: Appreciating the Past to Value the Future (with B. Goldys, C. Prosdocimi, M. Zanella). Under revision. SSRN working paper here.

Health Insurance, Portfolio Choice, and Retirement Incentives (with E. Barucci, D. Marazzina). Avaliable soon.

Security Posture Assessment in Conflict Areas: The Value of  Spatio-Temporal Information (with D. Benedetti, M. Shoukru). Email me for paper.

Large Commercial Exposures and Tail Risk: Evidence from the Asia-Pacific P&C Insurance Market (with D. Benedetti  and A. Milidonis). In progress.