Vali Asimit

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Diversification effect in multivariate optimal risk transfer
Insurance Mathematics & Economics
2025-11-25Paper
Portfolio selection and risk sharing via risk budgeting
Insurance Mathematics & Economics
2025-11-25Paper
A revisit of the optimal excess-of-loss contract
European Journal of Operational Research
2025-05-19Paper
Efficient and proper generalised linear models with power link functions
Insurance Mathematics & Economics
2025-04-15Paper
Tail similarity
Insurance Mathematics & Economics
2025-03-20Paper
An efficient approach to quantile capital allocation and sensitivity analysis
Mathematical Finance
2019-12-05Paper
Insurance with multiple insurers: a game-theoretic approach
European Journal of Operational Research
2018-07-25Paper


Research outcomes over time


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