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subject:"Decision"
subject:"Risiko"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Asimit, Alexandru V."
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Asimit, Alexandru V.
Cheung, Eric C. K.
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Insurance / Mathematics & economics
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1
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1
Optimal robust insurance with a finite uncertainty set
Asimit, Alexandru V.
;
Hu, Junlei
;
Xie, Yuantao
- In:
Insurance / Mathematics & economics
87
(
2019
),
pp. 67-81
Persistent link: https://www.econbiz.de/10012058915
Saved in:
2
Optimal reinsurance in the presence of counterparty default risk
Asimit, Alexandru V.
;
Badescu, Alexandru M.
;
Cheung, Ka Chun
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 690-697
Persistent link: https://www.econbiz.de/10010227904
Saved in:
3
Optimal risk transfer under quantile-based risk measurers
Asimit, Alexandru V.
;
Badescu, Alexandru M.
;
Verdonck, Tim
- In:
Insurance / Mathematics & economics
53
(
2013
)
1
,
pp. 252-265
Persistent link: https://www.econbiz.de/10009785397
Saved in:
4
Asymptotics for risk capital allocations based on conditional tail expectation
Asimit, Alexandru V.
;
Furman, Edward
;
Tang, Qihe
; …
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 310-324
Persistent link: https://www.econbiz.de/10009404721
Saved in:
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