×

Asimit, Alexandru V.

Compute Distance To:
Author ID: asimit.alexandru-v Recent zbMATH articles by "Asimit, Alexandru V."
Published as: Asimit, Alexandru V.; Asimit, Alexandru
Documents Indexed: 29 Publications since 2007
Co-Authors: 30 Co-Authors with 29 Joint Publications
655 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

29 Publications have been cited 329 times in 243 Documents Cited by Year
Extremes on the discounted aggregate claims in a time dependent risk model. Zbl 1224.91041
Asimit, Alexandru V.; Badescu, Andrei L.
72
2010
Asymptotics for risk capital allocations based on conditional tail expectation. Zbl 1228.91029
Asimit, Alexandru V.; Furman, Edward; Tang, Qihe; Vernic, Raluca
48
2011
On a multivariate Pareto distribution. Zbl 1231.60013
Asimit, Alexandru V.; Furman, Edward; Vernic, Raluca
27
2010
Optimal risk transfer under quantile-based risk measurers. Zbl 1284.91199
Asimit, Alexandru V.; Badescu, Alexandru M.; Verdonck, Tim
24
2013
Robust and Pareto optimality of insurance contracts. Zbl 1376.91097
Asimit, Alexandru V.; Bignozzi, Valeria; Cheung, Ka Chun; Hu, Junlei; Kim, Eun-Seok
21
2017
Optimal risk transfers in insurance groups. Zbl 1270.91028
Asimit, Alexandru V.; Badescu, Alexandru M.; Tsanakas, Andreas
21
2013
Dependence and the asymptotic behavior of large claims reinsurance. Zbl 1152.91563
Asimit, Alexandru V.; Jones, Bruce L.
16
2008
Optimal reinsurance in the presence of counterparty default risk. Zbl 1290.91074
Asimit, Alexandru V.; Badescu, Alexandru M.; Cheung, Ka Chun
11
2013
Background risk models and stepwise portfolio construction. Zbl 1349.62517
Asimit, Alexandru V.; Vernic, Raluca; Zitikis, Ričardas
11
2016
Asymptotic tail probabilities for large claims reinsurance of a portfolio of dependent risks. Zbl 1169.91361
Asimit, Alexandru V.; Jones, Bruce L.
10
2008
Extreme behavior of bivariate elliptical distributions. Zbl 1117.60014
Asimit, Alexandru V.; Jones, Bruce L.
8
2007
Statistical inference for a new class of multivariate Pareto distributions. Zbl 1341.62113
Asimit, Alexandru V.; Furman, Edward; Vernic, Raluca
6
2016
Efficient risk allocation within a non-life insurance group under Solvency II regime. Zbl 1348.91126
Asimit, Alexandru V.; Badescu, Alexandru M.; Haberman, Steven; Kim, Eun-Seok
6
2016
Systemic risk: an asymptotic evaluation. Zbl 1390.91157
Asimit, Alexandru V.; Li, Jinzhu
6
2018
Extremes for coherent risk measures. Zbl 1371.91075
Asimit, Alexandru V.; Li, Jinzhu
5
2016
Tail dependence measure for examining financial extreme co-movements. Zbl 1443.62329
Asimit, Alexandru V.; Gerrard, Russell; Hou, Yanxi; Peng, Liang
4
2016
Optimal non-life reinsurance under Solvency II regime. Zbl 1348.91127
Asimit, Alexandru V.; Chi, Yichun; Hu, Junlei
4
2015
Optimal risk transfer: a numerical optimization approach. Zbl 1416.91149
Asimit, Alexandru V.; Gao, Tao; Hu, Junlei; Kim, Eun-Seok
4
2018
Pitfalls in using Weibull tailed distributions. Zbl 1184.62073
Asimit, Alexandru V.; Li, Deyuan; Peng, Liang
4
2010
Optimal robust insurance with a finite uncertainty set. Zbl 1410.91254
Asimit, Alexandru V.; Hu, Junlei; Xie, Yuantao
4
2019
Risk sharing with multiple indemnity environments. Zbl 1487.91103
Asimit, Alexandru V.; Boonen, Tim J.; Chi, Yichun; Chong, Wing Fung
3
2021
On the worst and least possible asymptotic dependence. Zbl 1329.60144
Asimit, Alexandru V.; Gerrard, Russell
2
2016
Asymptotic results for conditional measures of association of a random sum. Zbl 1309.62103
Asimit, Alexandru V.; Chen, Yiqing
2
2015
Measuring the tail risk: an asymptotic approach. Zbl 1388.62140
Asimit, Alexandru V.; Li, Jinzhu
2
2018
Aggregation of randomly weighted large risks. Zbl 1473.62347
Asimit, Alexandru V.; Hashorva, Enkelejd; Kortschak, Dominik
2
2017
Capital requirements and optimal investment with solvency probability constraints. Zbl 1433.91125
Asimit, Alexandru V.; Badescu, Alexandru M.; Siu, Tak Kuen; Zinchenko, Yuriy
2
2015
Pareto-optimal insurance contracts with premium budget and minimum charge constraints. Zbl 1452.91257
Asimit, Alexandru V.; Cheung, Ka Chun; Chong, Wing Fung; Hu, Junlei
2
2020
Portfolio optimization under solvency constraints: a dynamical approach. Zbl 1414.91328
Asanga, Sujith; Asimit, Alexandru; Badescu, Alexandru; Haberman, Steven
1
2014
Extreme behavior of multivariate phase-type distributions. Zbl 1125.60047
Asimit, Alexandru V.; Jones, Bruce L.
1
2007
Risk sharing with multiple indemnity environments. Zbl 1487.91103
Asimit, Alexandru V.; Boonen, Tim J.; Chi, Yichun; Chong, Wing Fung
3
2021
Pareto-optimal insurance contracts with premium budget and minimum charge constraints. Zbl 1452.91257
Asimit, Alexandru V.; Cheung, Ka Chun; Chong, Wing Fung; Hu, Junlei
2
2020
Optimal robust insurance with a finite uncertainty set. Zbl 1410.91254
Asimit, Alexandru V.; Hu, Junlei; Xie, Yuantao
4
2019
Systemic risk: an asymptotic evaluation. Zbl 1390.91157
Asimit, Alexandru V.; Li, Jinzhu
6
2018
Optimal risk transfer: a numerical optimization approach. Zbl 1416.91149
Asimit, Alexandru V.; Gao, Tao; Hu, Junlei; Kim, Eun-Seok
4
2018
Measuring the tail risk: an asymptotic approach. Zbl 1388.62140
Asimit, Alexandru V.; Li, Jinzhu
2
2018
Robust and Pareto optimality of insurance contracts. Zbl 1376.91097
Asimit, Alexandru V.; Bignozzi, Valeria; Cheung, Ka Chun; Hu, Junlei; Kim, Eun-Seok
21
2017
Aggregation of randomly weighted large risks. Zbl 1473.62347
Asimit, Alexandru V.; Hashorva, Enkelejd; Kortschak, Dominik
2
2017
Background risk models and stepwise portfolio construction. Zbl 1349.62517
Asimit, Alexandru V.; Vernic, Raluca; Zitikis, Ričardas
11
2016
Statistical inference for a new class of multivariate Pareto distributions. Zbl 1341.62113
Asimit, Alexandru V.; Furman, Edward; Vernic, Raluca
6
2016
Efficient risk allocation within a non-life insurance group under Solvency II regime. Zbl 1348.91126
Asimit, Alexandru V.; Badescu, Alexandru M.; Haberman, Steven; Kim, Eun-Seok
6
2016
Extremes for coherent risk measures. Zbl 1371.91075
Asimit, Alexandru V.; Li, Jinzhu
5
2016
Tail dependence measure for examining financial extreme co-movements. Zbl 1443.62329
Asimit, Alexandru V.; Gerrard, Russell; Hou, Yanxi; Peng, Liang
4
2016
On the worst and least possible asymptotic dependence. Zbl 1329.60144
Asimit, Alexandru V.; Gerrard, Russell
2
2016
Optimal non-life reinsurance under Solvency II regime. Zbl 1348.91127
Asimit, Alexandru V.; Chi, Yichun; Hu, Junlei
4
2015
Asymptotic results for conditional measures of association of a random sum. Zbl 1309.62103
Asimit, Alexandru V.; Chen, Yiqing
2
2015
Capital requirements and optimal investment with solvency probability constraints. Zbl 1433.91125
Asimit, Alexandru V.; Badescu, Alexandru M.; Siu, Tak Kuen; Zinchenko, Yuriy
2
2015
Portfolio optimization under solvency constraints: a dynamical approach. Zbl 1414.91328
Asanga, Sujith; Asimit, Alexandru; Badescu, Alexandru; Haberman, Steven
1
2014
Optimal risk transfer under quantile-based risk measurers. Zbl 1284.91199
Asimit, Alexandru V.; Badescu, Alexandru M.; Verdonck, Tim
24
2013
Optimal risk transfers in insurance groups. Zbl 1270.91028
Asimit, Alexandru V.; Badescu, Alexandru M.; Tsanakas, Andreas
21
2013
Optimal reinsurance in the presence of counterparty default risk. Zbl 1290.91074
Asimit, Alexandru V.; Badescu, Alexandru M.; Cheung, Ka Chun
11
2013
Asymptotics for risk capital allocations based on conditional tail expectation. Zbl 1228.91029
Asimit, Alexandru V.; Furman, Edward; Tang, Qihe; Vernic, Raluca
48
2011
Extremes on the discounted aggregate claims in a time dependent risk model. Zbl 1224.91041
Asimit, Alexandru V.; Badescu, Andrei L.
72
2010
On a multivariate Pareto distribution. Zbl 1231.60013
Asimit, Alexandru V.; Furman, Edward; Vernic, Raluca
27
2010
Pitfalls in using Weibull tailed distributions. Zbl 1184.62073
Asimit, Alexandru V.; Li, Deyuan; Peng, Liang
4
2010
Dependence and the asymptotic behavior of large claims reinsurance. Zbl 1152.91563
Asimit, Alexandru V.; Jones, Bruce L.
16
2008
Asymptotic tail probabilities for large claims reinsurance of a portfolio of dependent risks. Zbl 1169.91361
Asimit, Alexandru V.; Jones, Bruce L.
10
2008
Extreme behavior of bivariate elliptical distributions. Zbl 1117.60014
Asimit, Alexandru V.; Jones, Bruce L.
8
2007
Extreme behavior of multivariate phase-type distributions. Zbl 1125.60047
Asimit, Alexandru V.; Jones, Bruce L.
1
2007
all top 5

Cited by 327 Authors

17 Asimit, Alexandru V.
15 Furman, Edward
13 Boonen, Tim J.
13 Li, Jinzhu
12 Yang, Yang
11 Fu, Ke’ang
9 Hashorva, Enkelejd
9 Su, Jianxi
8 Šiaulys, Jonas
8 Tan, Ken Seng
8 Zitikis, Ričardas
7 Tang, Qihe
6 Cheung, Ka Chun
6 Chi, Yichun
6 Gao, Qingwu
6 Yuen, Kam Chuen
6 Zhuang, Shengchao
5 Cai, Jun
5 Chen, Yiqing
5 Hu, Junlei
5 Jiang, Wenjun
5 Leipus, Remigijus
5 Vernic, Raluca
4 Chong, Wing Fung
4 Landsman, Zinoviy M.
4 Peng, Liang
4 Ren, Jiandong
4 Shen, Xinmei
4 Wang, Dingcheng
4 Wang, Kaiyong
4 Wang, Shijie
4 Weng, Chengguo
4 Woo, Jae-Kyung
4 Yuan, Zhongyi
3 Albrecher, Hansjörg
3 Guillen, Montserrat
3 Hong, Hanping
3 Kim, Eunseok
3 Kye, Yisub
3 Liu, Fangda
3 Liu, Jiajun
3 Liu, Xijun
3 Meng, Hui
3 Peng, Jiangyan
3 Prieto, Faustino
3 Sarabia, José María
3 Siu, Tak Kuen
3 Tamraz, Maissa
3 Yang, Haizhong
2 Asmussen, Søren
2 Badescu, Alexandru M.
2 Balbás, Alejandro
2 Balbás, Beatriz
2 Balbás, Raquel
2 Bi, Xiuchun
2 Cheng, Dongya
2 Cheung, Eric C. K.
2 de Moura, A. Bugalho
2 Gardes, Laurent
2 Geng, Bingzhen
2 Gerrard, Russell
2 Ghossoub, Mario
2 Girard, Stéphane
2 Hou, Yanxi
2 Hua, Lei
2 Jaunė, Eglė
2 Jiang, Tao
2 Jin, Zhuo
2 Konstantinides, Dimitrios G.
2 Lemieux, Christiane
2 Li, Jie
2 Li, Xiaohu
2 Lo, Ambrose
2 Loisel, Stéphane
2 Mao, Tiantian
2 Mulinacci, Sabrina
2 Nadarajah, Saralees
2 Ratovomirija, Gildas
2 Santolino, Miguel
2 Soulier, Philippe
2 Wang, Ning
2 Wang, Ruodu
2 Wang, Wensheng
2 Xiao, Qingxian
2 Xu, Hui
2 Xun, Baoyin
2 Yam, Sheung Chi Phillip
2 Yang, Hailiang
2 Zhang, Shuguang
2 Zhang, Yiying
1 Afuecheta, Emmanuel
1 Ahn, Jae Youn
1 Alai, Daniel H.
1 Arendarczyk, Marek
1 Asimit, Vali
1 Azizi, Afsaneh
1 Bai, Xiaodong
1 Bai, Yizhou
1 Balakrishnan, Narayanaswamy
1 Bäuerle, Nicole
...and 227 more Authors
all top 5

Cited in 55 Serials

72 Insurance Mathematics & Economics
16 Statistics & Probability Letters
16 Scandinavian Actuarial Journal
16 ASTIN Bulletin
11 Communications in Statistics. Theory and Methods
9 North American Actuarial Journal
8 European Journal of Operational Research
7 Journal of Multivariate Analysis
6 Journal of Computational and Applied Mathematics
6 Journal of Industrial and Management Optimization
6 European Actuarial Journal
5 Methodology and Computing in Applied Probability
4 Journal of Mathematical Analysis and Applications
3 Lithuanian Mathematical Journal
3 Applied Mathematics and Computation
3 Annals of Operations Research
3 Journal of Inequalities and Applications
2 Metrika
2 Journal of Applied Probability
2 Journal of Statistical Planning and Inference
2 Acta Mathematicae Applicatae Sinica. English Series
2 Japan Journal of Industrial and Applied Mathematics
2 Communications in Statistics. Simulation and Computation
2 Applied Mathematics. Series B (English Edition)
2 Extremes
2 Stochastic Models
2 Science China. Mathematics
1 Advances in Applied Probability
1 Annals of the Institute of Statistical Mathematics
1 Journal of Econometrics
1 Journal of the Korean Mathematical Society
1 Journal of Mathematical Economics
1 Siberian Mathematical Journal
1 Statistics
1 Journal of Theoretical Probability
1 Filomat
1 Statistica Sinica
1 Journal of Nonparametric Statistics
1 Mathematical Problems in Engineering
1 Abstract and Applied Analysis
1 Communications in Nonlinear Science and Numerical Simulation
1 Probability in the Engineering and Informational Sciences
1 Quantitative Finance
1 REVSTAT
1 Iranian Journal of Fuzzy Systems
1 Stochastics
1 Journal of the Korean Statistical Society
1 Journal of Statistical Theory and Practice
1 Journal of Probability and Statistics
1 Annals of Finance
1 Statistics & Risk Modeling
1 Communications in Mathematics and Statistics
1 ISRN Probability and Statistics
1 Dependence Modeling
1 Journal of Statistical Distributions and Applications

Citations by Year