Concepedia

Alexandru V. Asimit

AV

Statistics

Publications

22

Citations

539

H-Index

14

Active since

2008

Affiliations

City, University of London(Current)

University of Calgary

Ovidius University

University of Hong Kong

Western University

Alexandru V. Asimit is an author at City, University of London specializing in risk management, management, and insurance.

Top concepts

Risk ManagementFinanceBusinessInsuranceManagementEconomicsStatisticsEngineeringFinancial Risk ManagementAsset Pricing

Publications per year

2008–2021

22

Publications

22

Robust and Pareto optimality of insurance contracts

Alexandru V. Asimit, Valeria Bignozzi, Ka Chun Cheung et al. · European Journal of Operational Research · 2017 · 75 citations · Full text

Mathematical Programming, Economics, Portfolio Optimization +14

Optimal risk transfer under quantile-based risk measurers

Alexandru V. Asimit, Alexandru Badescu, Tim Verdonck · Insurance Mathematics and Economics · 2013 · 63 citations

Engineering, Risk Management, Risk Metric +4

Optimal risk transfers in insurance groups

Alexandru V. Asimit, Alexandru Badescu, Andreas Tsanakas · European Actuarial Journal · 2013 · 50 citations

Optimal Risk Transfers, Economics, Insurance Markets +8

Optimal reinsurance in the presence of counterparty default risk

Alexandru V. Asimit, Alexandru Badescu, Ka Chun Cheung · Insurance Mathematics and Economics · 2013 · 44 citations

Counterparty Risk, Risk Management, Optimal Reinsurance +3

Evaluating Risk Measures and Capital Allocations Based on Multi-Losses Driven by a Heavy-Tailed Background Risk: The Multivariate Pareto-II Model

Alexandru V. Asimit, Raluca Vernic, Ričardas Zitikis · Risks · 2013 · 35 citations · Full text

Capital Allocation, Financial Risk Management, Risk Metric +19

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