Alexandru V. Asimit

Available identifiers

zbMath Open asimit.alexandru-vMaRDI QIDQ308385

List of research outcomes

Publication	Date of Publication	Type
Risk sharing with multiple indemnity environments	2021-11-05	Paper
Pareto-optimal insurance contracts with premium budget and minimum charge constraints	2020-11-19	Paper
Capital requirements and optimal investment with solvency probability constraints	2019-06-18	Paper
Aggregation of randomly weighted large risks	2019-06-18	Paper
Optimal robust insurance with a finite uncertainty set	2019-06-17	Paper
Portfolio Optimization under Solvency Constraints: A Dynamical Approach	2019-05-28	Paper
Optimal Risk Transfer: A Numerical Optimization Approach	2018-10-22	Paper
SYSTEMIC RISK: AN ASYMPTOTIC EVALUATION	2018-06-06	Paper
Measuring the tail risk: an asymptotic approach	2018-04-25	Paper
Robust and Pareto optimality of insurance contracts	2017-12-06	Paper
Extremes for coherent risk measures	2016-12-14	Paper
Background risk models and stepwise portfolio construction	2016-11-11	Paper
Tail dependence measure for examining financial extreme co-movements	2016-09-06	Paper
Statistical Inference for a New Class of Multivariate Pareto Distributions	2016-05-30	Paper
Efficient risk allocation within a non-life insurance group under Solvency II regime	2016-01-05	Paper
On the worst and least possible asymptotic dependence	2015-12-23	Paper
Optimal non-life reinsurance under Solvency II regime	2015-12-14	Paper
Asymptotic results for conditional measures of association of a random sum	2015-03-13	Paper
Optimal reinsurance in the presence of counterparty default risk	2014-06-23	Paper
Tail asymptotics of randomly weighted large risks	2014-05-03	Paper
Optimal risk transfer under quantile-based risk measurers	2014-04-15	Paper
Optimal risk transfers in insurance groups	2013-08-20	Paper
On a multivariate Pareto distribution	2012-02-10	Paper
Asymptotics for risk capital allocations based on conditional tail expectation	2011-12-21	Paper
Extremes on the discounted aggregate claims in a time dependent risk model	2011-02-22	Paper
Pitfalls in using Weibull tailed distributions	2010-04-14	Paper
Asymptotic Tail Probabilities for Large Claims Reinsurance of a Portfolio of Dependent Risks	2009-09-13	Paper
Dependence and the asymptotic behavior of large claims reinsurance	2009-01-16	Paper
Extreme behavior of multivariate phase-type distributions	2007-09-21	Paper
Extreme behavior of bivariate elliptical distributions	2007-07-19	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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