Items where Author is "Asimit, V."
Article
Asimit, V. 
ORCID: 0000-0002-7706-0066, Badescu, A., Chen, Z. ORCID: 0009-0009-6376-3850 & Zhou, F. ORCID: 0000-0002-9851-8312 (2025).
Efficient and proper Generalised Linear Models with power link functions.
Insurance: Mathematics and Economics, 122,
pp. 91-118.
doi: 10.1016/j.insmatheco.2025.02.005
Aboagye, E. ORCID: 0009-0000-6582-8536, Asimit, V. ORCID: 0000-0002-7706-0066, Fung, T. C. ORCID: 0000-0003-0238-0636 , Peng, L. & Wang, Q. ORCID: 0000-0002-9671-8425 (2025).
A revisit of the optimal excess-of-loss contract.
European Journal of Operational Research, 322(1),
pp. 341-354.
doi: 10.1016/j.ejor.2024.11.027
Asimit, V. ORCID: 0000-0002-7706-0066, Yuan, Z. & Zhou, F. (2025).
Tail similarity.
Insurance: Mathematics and Economics, 121,
pp. 26-44.
doi: 10.1016/j.insmatheco.2024.12.004
Asimit, V. ORCID: 0000-0002-7706-0066, Wang, R. ORCID: 0009-0003-5539-0149, Zhou, F. ORCID: 0000-0002-9851-8312 & Zhu, R. ORCID: 0000-0002-9944-0369 (2025).
Efficient Positive Semidefinite Matrix Approximation by Iterative Optimisations and Gradient Descent Method.
Risks, 13(2),
article number 28.
doi: 10.3390/risks13020028
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
Other
Asimit, V. ORCID: 0000-0002-7706-0066, Badescu, A., Chen, Z. ORCID: 0009-0009-6376-3850 & Zhou, F. ORCID: 0000-0002-9851-8312 (2025).
Efficient and proper Generalised Linear Models with power link functions.
Aboagye, E., Asimit, V. ORCID: 0000-0002-7706-0066, Fung, T. C. , Peng, L. & Wang, Q. (2024).
A Revisit of the Optimal Excess-of-Loss Contract.
doi: 10.1016/j.ejor.2024.11.027
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, 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, 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.
Asimit, V. ORCID: 0000-0002-7706-0066, Peng, L., Tunaru, R. & Zhou, F. ORCID: 0000-0002-9851-8312
Risk Budgeting under General Risk Measures.
Asimit, V. ORCID: 0000-0002-7706-0066, Chen, Z. ORCID: 0009-0009-6376-3850, Xie, Y. & Zhang, Y.
Shrinkage GLM Modelling.
Asimit, V. ORCID: 0000-0002-7706-0066, Cidota, M. A., Chen, Z. ORCID: 0009-0009-6376-3850 & Asimit, J.
Slab and Shrinkage Linear Regression Estimation.