Associate Professor of Actuarial Finance,
Imperial College Business School
Enrico Biffis is an Associate Professor of Actuarial Finance at Imperial College Business School, a fellow of the Pensions Institute in London, a member of the Munich Risk and Insurance Center at LMU Munich, and an editor of ASTIN Bulletin – The Journal of the International Actuarial Association.
His 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 catastrophe and long term risks. His research has attracted funding from leading insurers and governmental organizations, and has been published in the Journal of Risk and Insurance, Insurance: Mathematics and Economics, North American Actuarial Journal, Scandinavian Actuarial Journal, among others.
Enrico has also worked with industry bodies on the benchmarking of stochastic asset models, the impact of Dodd-Frank/EMIR regulation on OTC derivative markets, and the modelling of large commercial risks. Enrico holds a BSc and MSc in Statistics, a MSc in Actuarial Management, and a PhD in Mathematics for Economic Decisions. Prior to joining Imperial College London in 2007, Enrico held positions at Bocconi Milan, Association of British Insurers, and Cass Business School.
Details on Enrico’s current projects, published work, and research grants can be found on his webpage, on SSRN, and on Google Scholar.