Vali Asimit
City University
H-index: 19
Asia-Lebanon
Top articles of Vali Asimit
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Efficient and proper Generalised Linear Models with power link functions | Vali Asimit Alexandru Badescu Feng Zhou | 2024/1/8 | |
Portfolio selection and risk sharing via risk budgeting | Vali Asimit Wing Fung Chong Radu Tunaru Feng Zhou | 2023 | |
A Revisit of the Optimal Excess-of-Loss Contract | arXiv preprint arXiv:2405.00188 | Ernest Aboagye Vali Asimit Tsz Chai Fung Liang Peng Qiuqi Wang | 2024/4/30 |
Tail Similarity | Available at SSRN 4719093 | Vali Alexandru Asimit Zhongyi Yuan Feng Zhou | 2024/1/29 |
Modeling Risk for CVaR-Based Decisions in Risk Aggregation | Journal of Risk and Financial Management | Yuriy Zinchenko Alexandru V Asimit | 2023/5/9 |
Constructing Optimal Portfolios under Risk Budgeting | City Research Online https://tinyurl. com/ys76cpvu. Working paper | Vali Asimit Liang Peng Radu Tunaru Feng Zhou | 2023/5/8 |
Robust classification via support vector machines | Risks | Alexandru V Asimit Ioannis Kyriakou Simone Santoni Salvatore Scognamiglio Rui Zhu | 2022/8/1 |
Risk sharing with multiple indemnity environments | Alexandru V Asimit Tim J Boonen Yichun Chi Wing Fung Chong | 2020/6/1 | |
Pareto-optimal insurance contracts with premium budget and minimum charge constraints | Insurance: Mathematics and Economics | Alexandru V Asimit Ka Chun Cheung Wing Fung Chong Junlei Hu | 2020/11/1 |
Special Issue “Machine Learning in Insurance” | Vali Asimit Ioannis Kyriakou Jens Perch Nielsen | 2020/5/25 | |
ORCID: 0000-0002-7706-0066, Kyriakou, I | ORCID: 0000-0001-9592-596X and Nielsen, JP ORCID: 0000-0002-2798-0817 | V Asimit | 2020 |
Co-Authors
