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DrEnrico Biffis

Professor of Actuarial Finance

Department of Finance - Business School

Orcid identifier0000-0001-5984-0942 (opens in a new tab)⁠
  • Professor of Actuarial Finance
    Department of Finance - Business School
  • 020 7594 9767 (Work)
  • 4.04, 53 Prince's Gate, South Kensington Campus, United Kingdom

RESEARCH

Risk management and insurance, asset-liability management, climate risk analytics and management, stochastic modelling.

 

RECENT WORK

 

Identifying the predictable drift of a semimartingale from marginal laws (with J. Marecek, A. Langbridge, R.N. Shorten).

https://arxiv.org/abs/2609.33372

 

Growth opportunities at risk under increasingly ambitious mitigation pathways (with S. Cenci).

https://ssrn.com/abstract=7461579

 

Drift admissibility via optimal transport (with A. Langbridge, R.N. Shorten, J. Marecek).

 

Manipulation-resistant oracles via continuous peer prediction (with J. Song, T. Rolandi, A. Novocky,  and W. Knottenbelt), to appear in Proceedings of the 7th International Conference on Mathematical Research for Blockchain Economy (MARBLE 2026). -> With applications to carbon projects.

 

Reversing biodiversity loss requires a World Biodiversity Organisation that can bridge finance and nature (with Will Pearse, Franklin Allen, Simone Cenci, Hao Liang, Olivia Morris, Nell Pates, Eleanor Slade, Lucy Somekh).

https://doi.org/10.32942/X2D672

 

Pricing Biodiversity-related Impacts for Business and Investment Decisions (with Hao Liang, Patrick Bolton, Eleanor Slade).

 

Corporate emission targets and abatement mechanisms in high-emitting sectors (with S. Cenci).

https://ssrn.com/abstract=5574870

 

High risk aversion Merton's problem without transversality conditions (with C. Di Girolami, S.Federico, F. Gozzi)
https://ssrn.com/abstract=5378787

 

Short-lived Gases, Carbon Markets and Climate Risk Mitigation (with S. Biagini and K. Nobari)
https://ssrn.com/abstract=4997380


EVENTS

 

2026 Climate and Finance Conference, ICMA Centre, University of Reading, Nov 3 2026.

https://research.reading.ac.uk/climate-and-finance/event/climate-and-finance-conference-2026-3-november/

 

ICCF 2026 Oxford, Sep 3 2026: Drift admissibility via optimal transport 

https://iccf26.web.ox.ac.uk

 

Risk Sciences Annual Conference, Imperial South Kensington Campus, Sep 1-2 2026

https://www.imperial.ac.uk/business-school/events/risk-science-conference-2026/

 

GRANTS

  • GRANT
    The Leverhulme Centre for Wildfires, Environment and Society
    The Leverhulme Trust1 Oct 2019 - 30 Sep 2029
    The Leverhulme Trust: The Leverhulme Centre for Wildfires, Environment and Society (2019-2029)