Items where Author is "Asimit, V."
Wang, R., Asimit, V. 
ORCID: 0000-0002-7706-0066, Zhu, R. ORCID: 0000-0002-9944-0369 & Zhou, F. (2024).
Efficient PSD Matrix Approximation by Iterative Optimisations and Gradient Descent Method.
Asimit, V. ORCID: 0000-0002-7706-0066, Yuan, Z. & Zhou, F. (2024).
Tail Similarity.
Asimit, V. ORCID: 0000-0002-7706-0066, Badescu, A. & Zhou, F. ORCID: 0000-0002-9851-8312 (2024).
Efficient and proper Generalised Linear Models with power link functions.
Asimit, V. ORCID: 0000-0002-7706-0066, Peng, L., Tunaru, R. & Zhou, F. ORCID: 0000-0002-9851-8312 (2023).
Constructing Optimal Portfolios under Risk Budgeting.
Asimit, V. ORCID: 0000-0002-7706-0066 (2023).
Modeling Risk for CVaR-Based Decisions in Risk Aggregation.
Journal of Risk and Financial Management, 16(5),
article number 266.
doi: 10.3390/jrfm16050266
Asimit, V. ORCID: 0000-0002-7706-0066, Kyriakou, I. ORCID: 0000-0001-9592-596X, Santoni, S. ORCID: 0000-0002-5928-3901 , Scognamiglio, S. & Zhu, R. ORCID: 0000-0002-9944-0369 (2022).
Robust Classification via Support Vector Machines.
Risks, 10(8),
article number 154.
doi: 10.3390/risks10080154
Asimit, V. ORCID: 0000-0002-7706-0066, Kyriakou, I. ORCID: 0000-0001-9592-596X & Nielsen, J. P. ORCID: 0000-0002-2798-0817 (2020).
Special Issue “Machine Learning in Insurance”.
Risks, 8(2),
article number 54.
doi: 10.3390/risks8020054
Asimit, V. ORCID: 0000-0002-7706-0066, Chen, Z. & Millossovich, P. ORCID: 0000-0001-8269-7507
Excess Verdicts Insurance.
Asimit, V. ORCID: 0000-0002-7706-0066, Chong, W. F., Tunaru, R. & Zhou, F.
Portfolio Selection and Risk Sharing via Risk Budgeting.
Aboagye, E., Asimit, V. ORCID: 0000-0002-7706-0066, Fung, T. C. , Peng, L. & Wang, Q.
A Revisit of the Optimal Excess-of-Loss Contract.