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

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
4

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
5

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
11

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
13

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
14

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
20

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
21

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
26

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
27

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
28

SYSTEMIC RISK: AN ASYMPTOTIC EVALUATION

Asimit, Alexandru V., Li, Jinzhu
Journal:
Astin Bulletin
Year:
2018
Language:
english
File:
PDF, 219 KB
english, 2018
29

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
30

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
31

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
32

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
33

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
34

Systemic Risk: An Asymptotic Evaluation

Asimit, Alexandru Vali, Li, Jinzhu
Journal:
SSRN Electronic Journal
Year:
2017
Language:
english
File:
PDF, 227 KB
english, 2017
35

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