Asimit, Alexandru V.; Furman, Edward; Tang, Qihe; Vernic, Raluca Asymptotics for risk capital allocations based on conditional tail expectation. (English) Zbl 1228.91029 Insur. Math. Econ. 49, No. 3, 310-324 (2011). MSC: 91B30 60G70 60E05 PDFBibTeX XMLCite \textit{A. V. Asimit} et al., Insur. Math. Econ. 49, No. 3, 310--324 (2011; Zbl 1228.91029) Full Text: DOI Link
Asimit, Alexandru V.; Li, Deyuan; Peng, Liang Pitfalls in using Weibull tailed distributions. (English) Zbl 1184.62073 J. Stat. Plann. Inference 140, No. 7, 2018-2024 (2010). MSC: 62G32 62G20 PDFBibTeX XMLCite \textit{A. V. Asimit} et al., J. Stat. Plann. Inference 140, No. 7, 2018--2024 (2010; Zbl 1184.62073) Full Text: DOI Link
Asimit, Alexandru V.; Jones, Bruce L. Asymptotic tail probabilities for large claims reinsurance of a portfolio of dependent risks. (English) Zbl 1169.91361 Astin Bull. 38, No. 1, 147-159 (2008). MSC: 91B28 91B30 PDFBibTeX XMLCite \textit{A. V. Asimit} and \textit{B. L. Jones}, ASTIN Bull. 38, No. 1, 147--159 (2008; Zbl 1169.91361) Full Text: DOI
Asimit, Alexandru V.; Jones, Bruce L. Dependence and the asymptotic behavior of large claims reinsurance. (English) Zbl 1152.91563 Insur. Math. Econ. 43, No. 3, 407-411 (2008). MSC: 91B30 PDFBibTeX XMLCite \textit{A. V. Asimit} and \textit{B. L. Jones}, Insur. Math. Econ. 43, No. 3, 407--411 (2008; Zbl 1152.91563) Full Text: DOI Link