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Asimit, Alexandru V.
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Online (44)
Mediatypes
Articles (Online) (33)
OpenAccess-fulltext (11)
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1
Modeling Risk for CVaR-Based Decisions in Risk Aggregation:
Zinchenko, Yuriy
;
Asimit, Alexandru V.
Journal of Risk and Financial Management. 16 (2023) 5 - p. 266 , 2023
Link:
https://doi.org/10.3390/..
?
2
Robust Classification via Support Vector Machines:
Asimit, Alexandru V.
;
Kyriakou, Ioannis
;
Santoni, Simone
..
Risks. 10 (2022) 8 - p. 154 , 2022
Link:
https://doi.org/10.3390/..
?
3
Risk sharing with multiple indemnity environments:
Asimit, Alexandru V.
;
Boonen, Tim J.
;
Chi, Yichun
.
European Journal of Operational Research. 295 (2021) 2 - p. 587-603 , 2021
Link:
https://doi.org/10.1016/..
?
4
Pareto-optimal insurance contracts with premium budget and ..:
Asimit, Alexandru V.
;
Cheung, Ka Chun
;
Chong, Wing Fung
.
Insurance: Mathematics and Economics. 95 (2020) - p. 17-27 , 2020
Link:
https://doi.org/10.1016/..
?
5
Optimal robust insurance with a finite uncertainty set:
Asimit, Alexandru V.
;
Hu, Junlei
;
Xie, Yuantao
Insurance: Mathematics and Economics. 87 (2019) - p. 67-81 , 2019
Link:
https://doi.org/10.1016/..
?
6
Measuring the tail risk: An asymptotic approach:
Asimit, Alexandru V.
;
Li, Jinzhu
Journal of Mathematical Analysis and Applications. 463 (2018) 1 - p. 176-197 , 2018
Link:
https://doi.org/10.1016/..
?
7
Optimal Risk Transfer: A Numerical Optimization Approach:
Asimit, Alexandru V.
;
Gao, Tao
;
Hu, Junlei
.
North American Actuarial Journal. 22 (2018) 3 - p. 341-364 , 2018
Link:
https://doi.org/10.1080/..
?
8
Robust and Pareto optimality of insurance contracts:
Asimit, Alexandru V.
;
Bignozzi, Valeria
;
Cheung, Ka Chun
..
European Journal of Operational Research. 262 (2017) 2 - p. 720-732 , 2017
Link:
https://doi.org/10.1016/..
?
9
SYSTEMIC RISK: AN ASYMPTOTIC EVALUATION:
Asimit, Alexandru V.
;
Li, Jinzhu
ASTIN Bulletin. 48 (2017) 2 - p. 673-698 , 2017
Link:
https://doi.org/10.1017/..
?
10
Efficient risk allocation within a non-life insurance group..:
Asimit, Alexandru V.
;
Badescu, Alexandru M.
;
Haberman, Steven
.
Insurance: Mathematics and Economics. 66 (2016) - p. 69-76 , 2016
Link:
https://doi.org/10.1016/..
?
11
On the worst and least possible asymptotic dependence:
Asimit, Alexandru V.
;
Gerrard, Russell
Journal of Multivariate Analysis. 144 (2016) - p. 218-234 , 2016
Link:
https://doi.org/10.1016/..
?
12
Extremes for coherent risk measures:
Asimit, Alexandru V.
;
Li, Jinzhu
Insurance: Mathematics and Economics. 71 (2016) - p. 332-341 , 2016
Link:
https://doi.org/10.1016/..
?
13
Tail dependence measure for examining financial extreme co-..:
Asimit, Alexandru V.
;
Gerrard, Russell
;
Hou, Yanxi
.
Journal of Econometrics. 194 (2016) 2 - p. 330-348 , 2016
Link:
https://doi.org/10.1016/..
?
14
Aggregation of randomly weighted large risks:
Asimit, Alexandru V.
;
Hashorva, Enkelejd
;
Kortschak, Dominik
IMA Journal of Management Mathematics. , 2015
Link:
https://doi.org/10.1093/..
?
15
Asymptotic results for conditional measures of association ..:
Asimit, Alexandru V.
;
Chen, Yiqing
Insurance: Mathematics and Economics. 60 (2015) - p. 11-18 , 2015
Link:
https://doi.org/10.1016/..
1-15