The following pages link to Alexandru V. Asimit (Q308385):
Displayed 30 items.
- Tail dependence measure for examining financial extreme co-movements (Q308388) (← links)
- Background risk models and stepwise portfolio construction (Q340127) (← links)
- Optimal risk transfers in insurance groups (Q362045) (← links)
- Asymptotics for risk capital allocations based on conditional tail expectation (Q654806) (← links)
- On a multivariate Pareto distribution (Q659227) (← links)
- Optimal non-life reinsurance under Solvency II regime (Q896767) (← links)
- On the worst and least possible asymptotic dependence (Q901291) (← links)
- Efficient risk allocation within a non-life insurance group under Solvency II regime (Q903332) (← links)
- Pitfalls in using Weibull tailed distributions (Q963894) (← links)
- Extreme behavior of bivariate elliptical distributions (Q997082) (← links)
- Robust and Pareto optimality of insurance contracts (Q1683105) (← links)
- Measuring the tail risk: an asymptotic approach (Q1746754) (← links)
- Optimal reinsurance in the presence of counterparty default risk (Q2015635) (← links)
- Pareto-optimal insurance contracts with premium budget and minimum charge constraints (Q2212154) (← links)
- Risk sharing with multiple indemnity environments (Q2239902) (← links)
- Asymptotic results for conditional measures of association of a random sum (Q2260940) (← links)
- Extremes for coherent risk measures (Q2374125) (← links)
- Extreme behavior of multivariate phase-type distributions (Q2384448) (← links)
- Optimal robust insurance with a finite uncertainty set (Q2421397) (← links)
- Optimal risk transfer under quantile-based risk measurers (Q2446006) (← links)
- Dependence and the asymptotic behavior of large claims reinsurance (Q2518544) (← links)
- Statistical Inference for a New Class of Multivariate Pareto Distributions (Q2809618) (← links)
- Extremes on the discounted aggregate claims in a time dependent risk model (Q3077753) (← links)
- Asymptotic Tail Probabilities for Large Claims Reinsurance of a Portfolio of Dependent Risks (Q3395767) (← links)
- SYSTEMIC RISK: AN ASYMPTOTIC EVALUATION (Q4562948) (← links)
- Optimal Risk Transfer: A Numerical Optimization Approach (Q4689967) (← links)
- Portfolio Optimization under Solvency Constraints: A Dynamical Approach (Q5379126) (← links)
- Capital requirements and optimal investment with solvency probability constraints (Q5382669) (← links)
- Aggregation of randomly weighted large risks (Q5382731) (← links)
- Tail asymptotics of randomly weighted large risks (Q6251234) (← links)