Foto del docente

Alexandru-Valentin Asimit

Professore a contratto

Dipartimento di Scienze Statistiche "Paolo Fortunati"

Pubblicazioni

  1. Asimit, V., Peng, L., Wang, R. and Yu, A. (2019). [http://openaccess.city.ac.uk/id/eprint/21107/] Mathematical Finance, 29(4), pp. 1131–1156. doi: 10.1111/mafi.12211 [https://dx.doi.org/10.1111/mafi.12211] .
  2. Asimit, A.V., Hu, J. and Xie, Y. (2019). [http://openaccess.city.ac.uk/id/eprint/22001/] Insurance: Mathematics and Economics, 87, pp. 67–81. doi: 10.1016/j.insmatheco.2019.03.009 [https://dx.doi.org/10.1016/j.insmatheco.2019.03.009] .
  3. Asimit, V. and Boonen, T.J. (2018). [http://openaccess.city.ac.uk/id/eprint/19008/] European Journal of Operational Research, 267(2), pp. 778–790. doi: 10.1016/j.ejor.2017.12.026 [https://dx.doi.org/10.1016/j.ejor.2017.12.026] .
  4. Asimit, A.V. and Li, J. (2018). [http://openaccess.city.ac.uk/id/eprint/17080/] ASTIN Bulletin, 48(2), pp. 673–698. doi: 10.1017/asb.2017.38 [https://dx.doi.org/10.1017/asb.2017.38] .
  5. Asimit, A.V. and Li, J. (2018). [http://openaccess.city.ac.uk/id/eprint/19009/] Journal of Mathematical Analysis and Applications, 463(1), pp. 176–197. doi: 10.1016/j.jmaa.2018.03.019 [https://dx.doi.org/10.1016/j.jmaa.2018.03.019] .
  6. Asimit, A.V., Gao, T., Hu, J. and Kim, E. (2018). [http://openaccess.city.ac.uk/id/eprint/21931/] North American Actuarial Journal, 22(3), pp. 341–364. doi: 10.1080/10920277.2017.1421472 [https://dx.doi.org/10.1080/10920277.2017.1421472] .

    [ publisher’s website [https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2797562] ]

  7. Asimit, A.V., Bignozzi, V., Cheung, K.C., Hu, J. and Kim, E.S. (2017). [http://openaccess.city.ac.uk/id/eprint/16267/] European Journal of Operational Research, 262(2), pp. 720–732. doi: 10.1016/j.ejor.2017.04.029 [https://dx.doi.org/10.1016/j.ejor.2017.04.029] .
  8. Asimit, A.V., Hashorva, E. and Kortschak, D. (2017). [http://openaccess.city.ac.uk/id/eprint/16264/] IMA Journal of Management Mathematics, 28(3), pp. 403–419. doi: 10.1093/imaman/dpv020 [https://dx.doi.org/10.1093/imaman/dpv020] .
  9. Asimit, A.V. and Li, J. (2016). [http://openaccess.city.ac.uk/id/eprint/16268/] Insurance: Mathematics and Economics, 71, pp. 332–341. doi: 10.1016/j.insmatheco.2016.10.003 [https://dx.doi.org/10.1016/j.insmatheco.2016.10.003] .
  10. Asimit, A.V., Gerrard, R., Hou, Y. and Peng, L. (2016). [http://openaccess.city.ac.uk/id/eprint/13142/] Journal of Econometrics, 194(2), pp. 330–348. doi: 10.1016/j.jeconom.2016.05.011 [https://dx.doi.org/10.1016/j.jeconom.2016.05.011] .
  11. Asimit, A.V., Vernic, R. and Zitikis, R. (2016). [http://openaccess.city.ac.uk/id/eprint/12407/] Methodology and Computing in Applied Probability, 18(3), pp. 805–827. doi: 10.1007/s11009-015-9458-3 [https://dx.doi.org/10.1007/s11009-015-9458-3] .
  12. Asimit, A.V., Furman, E. and Vernic, R. (2016). [http://openaccess.city.ac.uk/id/eprint/13123/] Communications in Statistics: Simulation and Computation, 45(2), pp. 456–471. doi: 10.1080/03610918.2013.861627 [https://dx.doi.org/10.1080/03610918.2013.861627] .
  13. Asimit, A.V. and Gerrard, R. (2016). [http://openaccess.city.ac.uk/id/eprint/13121/] Journal of Multivariate Analysis, 144, pp. 218–234. doi: 10.1016/j.jmva.2015.11.004 [https://dx.doi.org/10.1016/j.jmva.2015.11.004] .
  14. Asimit, A.V., Badescu, A.M., Haberman, S. and Kim, E.S. (2016). [http://openaccess.city.ac.uk/id/eprint/13122/] Insurance: Mathematics and Economics, 66, pp. 69–76. doi: 10.1016/j.insmatheco.2015.10.008 [https://dx.doi.org/10.1016/j.insmatheco.2015.10.008] .
  15. Asimit, A.V., Badescu, A.M., Siu, T.K. and Zinchenko, Y. (2015). [http://openaccess.city.ac.uk/id/eprint/13146/] IMA Journal of Management Mathematics, 26(4), pp. 345–375. doi: 10.1093/imaman/dpt029 [https://dx.doi.org/10.1093/imaman/dpt029] .
  16. Asimit, A.V. and Chen, Y. (2015). [http://openaccess.city.ac.uk/id/eprint/12171/] Insurance: Mathematics and Economics, 60, pp. 11–18. doi: 10.1016/j.insmatheco.2014.10.012 [https://dx.doi.org/10.1016/j.insmatheco.2014.10.012] .
  17. Asimit, A.V., Chi, Y. and Hu, J. (2015). [http://openaccess.city.ac.uk/id/eprint/13145/] Insurance: Mathematics and Economics, 65, pp. 227–237. doi: 10.1016/j.insmatheco.2015.09.006 [https://dx.doi.org/10.1016/j.insmatheco.2015.09.006] .
  18. Asanga, S., Asimit, A., Badescu, A. and Haberman, S. (2014). [http://openaccess.city.ac.uk/id/eprint/12173/] North American Actuarial Journal, 18(3), pp. 394–416. doi: 10.1080/10920277.2014.910127 [https://dx.doi.org/10.1080/10920277.2014.910127] .
  19. Asimit, A.V., Badescu, A.M. and Cheung, K.C. (2013). [http://openaccess.city.ac.uk/id/eprint/13124/] Insurance: Mathematics and Economics, 53(3), pp. 690–697. doi: 10.1016/j.insmatheco.2013.09.012 [https://dx.doi.org/10.1016/j.insmatheco.2013.09.012] .
  20. Asimit, A.V., Badescu, A.M. and Verdonck, T. (2013). [http://openaccess.city.ac.uk/id/eprint/12172/] Insurance: Mathematics and Economics, 53(1), pp. 252–265. doi: 10.1016/j.insmatheco.2013.05.005 [https://dx.doi.org/10.1016/j.insmatheco.2013.05.005] .
  21. Asimit, A., Vernic, R. and Zitikis, R. (2013). [http://openaccess.city.ac.uk/id/eprint/13147/] Risks, 1(1), pp. 14–33. doi: 10.3390/risks1010014 [https://dx.doi.org/10.3390/risks1010014] .
  22. Asimit, V., Badescu, A. and Tsanakas, A. (2013). [http://openaccess.city.ac.uk/id/eprint/5983/] European Actuarial Journal, 3(1), pp. 159–190.
  23. Asimit, A.V., Furman, E., Tang, Q. and Vernic, R. (2011). [http://openaccess.city.ac.uk/id/eprint/13126/] Insurance: Mathematics and Economics, 49(3), pp. 310–324. doi: 10.1016/j.insmatheco.2011.05.002 [https://dx.doi.org/10.1016/j.insmatheco.2011.05.002] .
  24. Asimit, A.V., Li, D. and Peng, L. (2010). [http://openaccess.city.ac.uk/id/eprint/13131/] Journal of Statistical Planning and Inference, 140(7), pp. 2018–2024. doi: 10.1016/j.jspi.2010.01.039 [https://dx.doi.org/10.1016/j.jspi.2010.01.039] .
  25. Asimit, A.V. and Badescu, A.L. (2010). [http://openaccess.city.ac.uk/id/eprint/13127/] Scandinavian Actuarial Journal, (2), pp. 93–104. doi: 10.1080/03461230802700897 [https://dx.doi.org/10.1080/03461230802700897] .
  26. Asimit, A.V., Furman, E. and Vernic, R. (2010). [http://openaccess.city.ac.uk/id/eprint/13129/] Insurance: Mathematics and Economics, 46(2), pp. 308–316. doi: 10.1016/j.insmatheco.2009.11.004 [https://dx.doi.org/10.1016/j.insmatheco.2009.11.004] .
  27. Asimit, A.V. and Jones, B.L. (2008). [http://openaccess.city.ac.uk/id/eprint/13135/] Insurance: Mathematics and Economics, 43(3), pp. 407–411. doi: 10.1016/j.insmatheco.2008.08.007 [https://dx.doi.org/10.1016/j.insmatheco.2008.08.007] .
  28. Asimit, A.V. and Jones, B.L. (2008). [http://openaccess.city.ac.uk/id/eprint/13133/] ASTIN Bulletin, 38(1), pp. 147–159. doi: 10.2143/AST.38.1.2030407 [https://dx.doi.org/10.2143/AST.38.1.2030407] .
  29. Asimit, A.V. and Jones, B.L. (2007). [http://openaccess.city.ac.uk/id/eprint/13144/] Insurance: Mathematics and Economics, 41(2), pp. 223–233. doi: 10.1016/j.insmatheco.2006.10.016 [https://dx.doi.org/10.1016/j.insmatheco.2006.10.016] .
  30. Asimit, A.V. and Jones, B.L. (2007). [http://openaccess.city.ac.uk/id/eprint/13143/] Insurance: Mathematics and Economics, 41(1), pp. 53–61. doi: 10.1016/j.insmatheco.2006.09.002 [https://dx.doi.org/10.1016/j.insmatheco.2006.09.002] .

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