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Asimit, Alexandru V.
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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/..
 
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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/..
 
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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/..
 
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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/..
 
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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/..
 
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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/..
 
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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/..
 
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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/..
 
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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/..
 
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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/..
 
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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/..
 
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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/..
 
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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/..
 
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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/..
 
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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/..
 
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