Alexandru V. Asimit: search on Z-Library

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1

Optimal non-life reinsurance under Solvency II Regime

Asimit, Alexandru V., Chi, Yichun, Hu, Junlei

Journal:

Insurance: Mathematics and Economics

Year:

2015

Language:

english

File:

PDF, 515 KB

english, 2015

2

Extremes for coherent risk measures

Asimit, Alexandru V., Li, Jinzhu

Journal:

Insurance: Mathematics and Economics

Year:

2016

Language:

english

File:

PDF, 365 KB

english, 2016

3

Extremes on the discounted aggregate claims in a time dependent risk model

Asimit, Alexandru V., Badescu, Andrei L.

Journal:

Scandinavian Actuarial Journal

Year:

2010

Language:

english

File:

PDF, 160 KB

english, 2010

4

Evaluating Risk Measures and Capital Allocations Based on Multi-Losses Driven by a Heavy-Tailed Background Risk: The Multivariate Pareto-II Model

Asimit, Alexandru, Vernic, Raluca, Zitikis, Riċardas

Journal:

Year:

2013

Language:

english

File:

PDF, 278 KB

english, 2013

5

Extreme behavior of bivariate elliptical distributions

Alexandru V. Asimit, Bruce L. Jones

Journal:

Insurance: Mathematics and Economics

Year:

2007

Language:

english

File:

PDF, 264 KB

english, 2007

6

Portfolio Optimization under Solvency Constraints: A Dynamical Approach

Asanga, Sujith, Asimit, Alexandru, Badescu, Alexandru, Haberman, Steven

Journal:

North American Actuarial Journal

Year:

2014

Language:

english

File:

PDF, 475 KB

english, 2014

7

Optimal risk transfers in insurance groups

Alexandru V. Asimit, Alexandru M. Badescu, Andreas Tsanakas

Journal:

European Actuarial Journal

Year:

2013

Language:

english

File:

PDF, 622 KB

english, 2013

8

Efficient Risk Allocation within a Non-Life Insurance Group Under Solvency II Regime

Asimit, Alexandru V., Badescu, Alex, Haberman, Steven, Kim, Eun-Seok

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 287 KB

english, 2015

9

Pareto-optimal insurance contracts with premium budget and minimum charge constraints

Asimit, Alexandru V., Cheung, Ka Chun, Chong, Wing Fung, Hu, Junlei

Journal:

Insurance: Mathematics and Economics

Year:

2020

File:

PDF, 741 KB

2020

10

Efficient risk allocation within a non-life insurance group under Solvency II Regime

Asimit, Alexandru V., Badescu, Alexandru M., Haberman, Steven, Kim, Eun-Seok

Journal:

Insurance: Mathematics and Economics

Year:

2015

Language:

english

File:

PDF, 277 KB

english, 2015

11

Extreme behavior of multivariate phase-type distributions

Alexandru V. Asimit, Bruce L. Jones

Journal:

Insurance: Mathematics and Economics

Year:

2007

Language:

english

File:

PDF, 398 KB

english, 2007

12

Capital requirements and optimal investment with solvency probability constraints

Asimit, Alexandru V., Badescu, Alexandru M., Siu, Tak Kuen, Zinchenko, Yuriy

Journal:

IMA Journal of Management Mathematics

Year:

2015

Language:

english

File:

PDF, 1.21 MB

english, 2015

13

On the worst and least possible asymptotic dependence

Asimit, Alexandru V., Gerrard, Russell

Journal:

Journal of Multivariate Analysis

Year:

2016

Language:

english

File:

PDF, 765 KB

english, 2016

14

Systemic Risk: An Asymptotic Evaluation

Asimit, Alexandru Vali, Li, Jinzhu

Journal:

SSRN Electronic Journal

Year:

2017

Language:

english

File:

PDF, 227 KB

english, 2017

15

Dependence and the asymptotic behavior of large claims reinsurance

Alexandru V. Asimit, Bruce L. Jones

Journal:

Insurance: Mathematics and Economics

Year:

2008

Language:

english

File:

PDF, 909 KB

english, 2008

16

Asymptotic results for conditional measures of association of a random sum

Asimit, Alexandru V., Chen, Yiqing

Journal:

Insurance: Mathematics and Economics

Year:

2015

Language:

english

File:

PDF, 421 KB

english, 2015

17

Optimal Robust Insurance with a Finite Uncertainty Set

Asimit, Alexandru Vali, Hu, Junlei, Xie, Yuantao

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 512 KB

english, 2018

18

On a multivariate Pareto distribution

Alexandru V. Asimit, Edward Furman, Raluca Vernic

Journal:

Insurance: Mathematics and Economics

Year:

2010

Language:

english

File:

PDF, 497 KB

english, 2010

19

Tail dependence measure for examining financial extreme co-movements

Asimit, Alexandru V., Gerrard, Russell, Hou, Yanxi, Peng, Liang

Journal:

Journal of Econometrics

Year:

2016

Language:

english

File:

PDF, 1.13 MB

english, 2016

20

Optimal Risk Transfer: A Numerical Optimization Approach

Asimit, Alexandru V., Gao, Tao, Hu, Junlei, Kim, Eun-Seok

Journal:

North American Actuarial Journal

Year:

2018

Language:

english

File:

PDF, 1.70 MB

english, 2018

21

Optimal Risk Transfer with Multiple Reinsurers

Asimit, Vali Alexandru, Badescu, Alex

Journal:

SSRN Electronic Journal

Year:

2011

Language:

english

File:

PDF, 328 KB

english, 2011

22

Robust and Pareto optimality of insurance contracts

Asimit, Alexandru V., Bignozzi, Valeria, Cheung, Ka Chun, Hu, Junlei, Kim, Eun-Seok

Journal:

European Journal of Operational Research

Year:

2017

Language:

english

File:

PDF, 635 KB

english, 2017

23

Measuring the tail risk: An asymptotic approach

Asimit, Alexandru V., Li, Jinzhu

Journal:

Journal of Mathematical Analysis and Applications

Year:

2018

Language:

english

File:

PDF, 572 KB

english, 2018

24

Asymptotics for risk capital allocations based on Conditional Tail Expectation

Alexandru V. Asimit, Edward Furman, Qihe Tang, Raluca Vernic

Journal:

Insurance: Mathematics and Economics

Year:

2011

Language:

english

File:

PDF, 348 KB

english, 2011

25

On a Multivariate Pareto Distribution: Estimation Methods

Asimit, Vali Alexandru, Furman, Edward, Vernic, Raluca

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 150 KB

english, 2012

26

Pitfalls in using Weibull tailed distributions

Alexandru V. Asimit, Deyuan Li, Liang Peng

Journal:

Journal of Statistical Planning and Inference

Year:

2010

Language:

english

File:

PDF, 218 KB

english, 2010

27

Background Risk Models and Stepwise Portfolio Construction

Asimit, Alexandru V., Vernic, Raluca, Zitikis, Ricardas

Journal:

Methodology and Computing in Applied Probability

Year:

2016

Language:

english

File:

PDF, 608 KB

english, 2016

28

Asymptotic Tail Probabilities for Large Claims Reinsurance of a Portfolio of Dependent Risks

Asimit, Alexandru V., Jones, Bruce L.

Journal:

Year:

2008

Language:

english

File:

PDF, 383 KB

english, 2008

29

Optimal Risk Transfers in Insurance Groups

Asimit, Vali Alexandru, Badescu, Alex, Tsanakas, Andreas

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 288 KB

english, 2012

30

Optimal risk transfer under quantile-based risk measurers

Asimit, Alexandru V., Badescu, Alexandru M., Verdonck, Tim

Journal:

Insurance: Mathematics and Economics

Year:

2013

Language:

english

File:

PDF, 457 KB

english, 2013

31

Background Risk Models and Stepwise Portfolio Construction

Asimit, Alexandru V., Vernic, Raluca, Zitikis, Ricardas

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 268 KB

english, 2013

32

Statistical Inference for a New Class of Multivariate Pareto Distributions

Asimit, Alexandru V., Furman, Edward, Vernic, Raluca

Journal:

Communications in Statistics - Simulation and Computation

Year:

2015

Language:

english

File:

PDF, 141 KB

english, 2015

33

SYSTEMIC RISK: AN ASYMPTOTIC EVALUATION

Asimit, Alexandru V., Li, Jinzhu

Journal:

Year:

2018

Language:

english

File:

PDF, 219 KB

english, 2018

34

Optimal robust insurance with a finite uncertainty set

Asimit, Alexandru V., Hu, Junlei, Xie, Yuantao

Journal:

Insurance: Mathematics and Economics

Year:

2019

Language:

english

File:

PDF, 771 KB

english, 2019

35

Optimal robust insurance with a finite uncertainty set

Asimit, Alexandru V., Hu, Junlei, Xie, Yuantao

Journal:

Insurance: Mathematics and Economics

Year:

2019

File:

PDF, 771 KB

2019

36

Robust and Pareto Optimality of Insurance Contracts

Asimit, Alexandru Vali, Bignozzi, Valeria, Cheung, Ka Chun, Hu, Junlei, Kim, Eun-Seok

Journal:

SSRN Electronic Journal

Year:

2017

File:

PDF, 361 KB

2017

37

Optimal reinsurance in the presence of counterparty default risk

Asimit, Alexandru V., Badescu, Alexandru M., Cheung, Ka Chun

Journal:

Insurance: Mathematics and Economics

Year:

2013

Language:

english

File:

PDF, 424 KB

english, 2013

38

Aggregation of randomly weighted large risks

Asimit, Alexandru V., Hashorva, Enkelejd, Kortschak, Dominik

Journal:

IMA Journal of Management Mathematics

Year:

2015

Language:

english

File:

PDF, 189 KB

english, 2015

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