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Enrico Biffis

Associate Professor    
Education
  • Ph.D., applied mathematics, University of Trieste
  • M.Sc., actuarial management, Cass Business School
  • B.Sc. and M.Sc., statistics, Unviversity of Trieste
Specializations
  • actuarial science
  • insurance and financial mathematics
  • asset-liability management
Biography

Enrico Biffis is associate professor of risk management and insurance at the J. Mack Robinson College of Business at Georgia State University. He is also a fellow of the Pensions Institute in London, a member of the Munich Risk and Insurance Center at LMU Munich, a fellow of the Insurance Risk and Finance Research Center at Nanyang Business School, a visiting associate professor at Imperial College Business School, and an editor of ASTIN Bulletin – The Journal of the International Actuarial Association. Enrico’s main area of expertise is asset-liability management, with emphasis on risk analysis and market consistent valuation for the insurance and pensions industry, as well as optimal risk transfers for large risks. His research has attracted funding from global insurers and international organizations, and has been published in leading journals in actuarial science, insurance mathematics, and quantitative finance. Enrico also has worked with industry bodies on the benchmarking of stochastic asset models, the impact of Dodd-Frank/EMIR regulation on OTC derivative markets, and the improvement of rating methodologies for reinsurance pricing.

Publications
  • “The cost of counterparty risk and collateralization in longevity swaps” (with D. Blake, L. Pitotti, A. Sun), 2015, to appear in The Journal of Risk and Insurance.
  • “Keeping some skin in the game: How to start a capital market in longevity risk transfers” (with D. Blake), North American Actuarial Journal, 2014, vol. 18(1), pp. 14-21.
  • “Informed intermediation of longevity exposures” (with D. Blake), Journal of Risk and Insurance, 2013, vol. 80(3), pp. 559-584.