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Number of items: **5**.

Asimit, A.V., Vernic, R. and Zitikis, R. (2016).
Background Risk Models and Stepwise Portfolio Construction.
*Methodology and Computing in Applied Probability*, 18(3),
pp. 805-827.
doi: 10.1007/s11009-015-9458-3

Asimit, A.V., Furman, E. and Vernic, R. (2016).
Statistical Inference for a New Class of Multivariate Pareto Distributions.
*Communications in Statistics: Simulation and Computation*, 45(2),
pp. 456-471.
doi: 10.1080/03610918.2013.861627

Asimit, A.V., Vernic, R. and Zitikis, R. (2013).
Evaluating Risk Measures and Capital Allocations Based on Multi-Losses Driven by a Heavy-Tailed Background Risk: The Multivariate Pareto-II Model.
*Risks*, 1(1),
pp. 14-33.
doi: 10.3390/risks1010014

Asimit, A.V., Furman, E., Tang, Q. and Vernic, R. (2011).
Asymptotics for risk capital allocations based on Conditional Tail Expectation.
*Insurance: Mathematics and Economics*, 49(3),
pp. 310-324.
doi: 10.1016/j.insmatheco.2011.05.002

Asimit, A.V., Furman, E. and Vernic, R. (2010).
On a multivariate Pareto distribution.
*Insurance: Mathematics and Economics*, 46(2),
pp. 308-316.
doi: 10.1016/j.insmatheco.2009.11.004