Name: Alexandru Valentin Asimit
Personal Address: Bayes (formerly Cass) Business School, City, University of London, 106 Bunhill Row, EC1Y 8TZ, London UK
Telephone: + 44 (0)20 7040 5282
E-mail: asimit@city.ac.uk
Web page: www.city.ac.uk/people/academics/vali-asimit and www.ssrn.com/author=1779090
Education
2003-2007: Ph.D. in Statistics, University of Western Ontario, Department of Statistical & Actuarial
Sciences, London, Ontario, Canada.
2002: M.Sc. in Statistics (concentration on Actuarial Science), University of Western Ontario, Department of Statistical & Actuarial Sciences, London, Ontario, Canada.
1993-1998: B.Sc.(Honours) in Mathematics and Economics, Department of Mathematical Economics,
Academy of Economic Studies, Bucharest, Romania.
Employment
Aug 2019 - present: Professor in Actuarial Analytics, Bayes (formerly Cass) Business School, City, University of London, London, UK.
Aug 2016 - July 2019: Reader (Associate Professor) in Actuarial Science, Bayes (formerly Cass) Business School, City, University of London of London, UK.
Aug 2013 - July 2016: Senior Lecturer (Tenured Assistant Professor) in Actuarial Science, Bayes (formerly Cass) Business School, City, University of London, UK.
Jan 2011 - July 2013: Lecturer (Tenure Track Assistant Professor) in Actuarial Science, Bayes (formerly Cass) Business School, City, University of London, UK.
Feb 2009 - Dec 2010: Lecturer (Tenure Track Assistant Professor) in Actuarial Science, School of Mathematics, University of Manchester, Manchester, UK.
2008: Post-Doctoral Fellow, Department of Statistics, University of Toronto, Toronto, Ontario, Canada.
2001 - 2002: Actuary at Vienna Insurance Group in Bucharest, Bucharest, Romania.
1998 - 2000: Actuary at Allianz Romania, Bucharest, Romania.
Research Interests: Algorithmic Fairness, Dependence Modelling, Multidimensional Extremes, Optimal Risk Transfer, Robust Decision Making and Robust Machine Learning.
Awards and Grants
2020, Innovate UK, The Fintuity Virtual Adviser – Revolutionising Digital Consumer Access to Financial Advice, £310,845 -- Principal Investigator.
2016, Committee on Knowledge Extension Research Grant within the Society of Actuaries, USA, $17,000 -- Principal Investigator.
2014, Special Travel Grant, Bayes (formerly Cass) Business School, City, University London, London, UK, £2,000.
2012, Committee on Knowledge Extension Research Grant within the Society of Actuaries, USA, $15,000 -- Principal Investigator.
2010, Fortis Chair Award for the best Insurance: Mathematics and Economics (IME) journal paper
presented at the 14th International Congress of IME, Toronto, Ontario, Canada.
2009, Start-up Grant, University of Manchester, Manchester, UK, £5,000.
Professional Affiliations and Activities
2017 - present, Associate Editor for Insurance: Mathematics and Economics.
2015 - present, External advisor for the actuarial programme at Xi'an Jiaotong-Liverpool University, China.
2015, Reviewer for postdoctoral applications at Royal Flemish Academy of Belgium for Science and Arts.
Member of the Organising Committee for the 19th International Congress on Insurance: Mathematics and Economics, Liverpool, UK, June 2015.
Member of the Organising Committee for the 2010 Actuarial Teaching and Research Conference, Manchester, UK, July 2010.
2009 - present, Member of the Institute and Faculty of Actuaries; the exam passed are: CT1 (Exam FM), CT3 (Exam P), CT4 and CT5 (Exam MLC{Life Contingencies), CT6 (Exam C and VEE Applied Statistics), CT7 (VEE Economics), CT9 and ST0.
Referee (at least 30 papers per year) for: Advances in Applied Probability, Annals of Actuarial Science, Applications and Applied Mathematics: An International Journal, Applied Mathematics and Computation, Applied Mathematics - A Journal of Chinese Universities, Astin Bulletin, Communications in Statistics - Theory and Methods, European Actuarial Journal, European Journal of Operational Research, Frontiers of Mathematics in China, Insurance: Mathematics and Economics, Journal of Business and Economic Statistics, Journal of Computational and Applied Mathematics, Journal of Empirical Finance, Journal of Mathematical Analysis and Applications, Journal of Multivariate Analysis, Journal of Probability and Statistics, Methodology and Computing In Applied Probability, Metron - International Journal of Statistics, North American Actuarial Journal, Operations Research, Oxford Bulletin of Economics and Statistics, Risks, Scandinavian Actuarial Journal, Science China Mathematics, Statistics, Stochastic Models, Sustainability, Test.
Visiting Positions
Oct 2017 - Dec 2017, Department of Statistics and Actuarial Science, University of Iowa, USA.
Feb 2018 - Mar 2018, Faculte des Hautes Etudes Commerciales, Universite de Lausanne, Switzerland.
Administrative Duties
2017 - present, Course Director (Programme Director) of the M.Sc. Business Analytics Programme, Bayes (formerly Cass) Business School, City, University London, UK.
2015 - 2017, Course Director (Programme Director) of the M.Sc. Actuarial Management Programme (60 full-time students per year), Bayes (formerly Cass) Business School, City, University London, UK.
2010, Course Director (Programme Director) of the M.Sc. Actuarial Science Programme (20 students full-time per year), School of Mathematics, University of Manchester, Manchester, UK.
2009 - 2010, Liaison of School of Mathematics (University of Manchester) with the Institute and Faculty of Actuaries, UK.
Ph.D. supervision:
2019 - present, Runshi Wang (fully funded by Cass Business School, City, University of London, UK).
2014 -2018, Junlei Hu who is now a tenure track Assistant Professor at Department of Mathematical Sciences, University of Essex, UK.
Teaching
1. Undergraduate Modules:
(a) 2011/12 to 2015/16: AS2205 Contingencies, Cass Business School, City, University of London, UK;
(b) 2009/10: MATH20972, Actuarial Insurance, University of Manchester, Manchester, UK;
(c) 2007/08: AC230 Mathematics of Finance, University of Toronto, Toronto, Ontario, Canada.
2. Postgraduate Modules:
(a) 2011/12 to present: SMM066 Statistical Methods, Cass Business School, City, University of London, UK;
(b) 2010/11 to 2013/14: SMM070 Topics in Quantitative Risk Management, Cass Business School, City, University of London, UK.
3. Overseas Teaching:
(a) July 2016, Summer School: Life Contingencies, University of International Business and Economics, Beijing, China;
(b) July 2017, Summer School: Life Contingencies, University of International Business and Economics, Beijing, China.
(c) March 2018, Quantitative Risk Management, University of International Business and Economics,
Beijing, China.
(d) July 2018, Summer School: Life Contingencies, University of International Business and Economics, Beijing, China.
(e) July 2019, Summer School: Life Contingencies, University of International Business and Economics, Beijing, China.
