Hirbod Assa

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
A stochastic optimal stopping model for storable commodity prices	2023-12-14	Paper
Risk-Sharing and Contingent Premia in the Presence of Systematic Risk: The Case Study of the UK COVID-19 Economic Losses	2022-11-18	Paper
On the risk consistency and monotonicity of ruin theory	2022-01-14	Paper
Price Index Insurances in the Agriculture Markets	2021-11-15	Paper
When a combination of convexity and continuity forces monotonicity of preferences	2021-10-27	Paper
An examination of the role of price insurance products in stimulating investment in agriculture supply chains for sustained productivity	2021-06-03	Paper
Preferences over rich sets of random variables: on the incompatibility of convexity and semicontinuity in measure	2021-05-05	Paper
Modelling and pricing of catastrophe risk bonds with a temperature-based agricultural application	2018-11-13	Paper
Claims Reserving with a Stochastic Vector Projection	2018-06-20	Paper
Modeling Frost Losses: Application to Pricing Frost Insurance	2018-06-20	Paper
Market consistent valuations with financial imperfection	2018-06-13	Paper
ROBUST STABILITY, STABILISATION AND H-INFINITY CONTROL FOR PREMIUM-RESERVE MODELS IN A MARKOVIAN REGIME SWITCHING DISCRETE-TIME FRAMEWORK	2018-06-04	Paper
Preferences over all random variables: incompatibility of convexity and continuity	2018-04-18	Paper
Designing sound deposit insurances	2017-09-07	Paper
Representation and approximation of convex dynamic risk measures with respect to strong–weak topologies	2017-09-06	Paper
Natural risk measures	2016-09-30	Paper
Marginal indemnification function formulation for optimal reinsurance	2016-05-12	Paper
Joint games and compatibility	2016-02-08	Paper
Risk management under a prudential policy	2015-11-27	Paper
Trade-off between robust risk measurement and market principles	2015-09-03	Paper
On optimal reinsurance policy with distortion risk measures and premiums	2015-05-26	Paper
https://portal.mardi4nfdi.de/entity/Q2933589	2014-12-04	Paper
Lebesgue property of convex risk measures for bounded càdlàg processes	2014-01-22	Paper
Hedging, Pareto optimality, and good deals	2013-09-09	Paper
Risk measures on the space of infinite sequences	2013-01-20	Paper
Good deals and compatible modification of risk and pricing rule: a regulatory treatment	2013-01-20	Paper
Characterization of Compact Subsets of $\mathcal{A}^p$ with Respect to Weak Topology	2008-04-17	Paper
Nonexistence of solution for higher order evolution equations and inequalities	2007-11-05	Paper

Research outcomes over time

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