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Asimit, V. ORCID: 0000-0002-7706-0066, Badescu, A., Chen, Z. ORCID: 0009-0009-6376-3850 & Zhou, F. ORCID: 0000-0002-9851-8312view all authors (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: 0000-0002-9671-8425view all authors (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: 0000-0002-9944-0369view all authors (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: 0000-0002-9944-0369view all authors (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

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Asimit, V. ORCID: 0000-0002-7706-0066, Badescu, A., Chen, Z. ORCID: 0009-0009-6376-3850 & Zhou, F. ORCID: 0000-0002-9851-8312view all authors (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.view all authors (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.view all authors (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: 0000-0002-9851-8312view all authors (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.view all authors Portfolio Selection and Risk Sharing via Risk Budgeting.

Asimit, V. ORCID: 0000-0002-7706-0066, Peng, L., Tunaru, R. & Zhou, F. ORCID: 0000-0002-9851-8312view all authors Risk Budgeting under General Risk Measures.

Asimit, V. ORCID: 0000-0002-7706-0066, Chen, Z. ORCID: 0009-0009-6376-3850, Xie, Y. & Zhang, Y.view all authors Shrinkage GLM Modelling.

Asimit, V. ORCID: 0000-0002-7706-0066, Cidota, M. A., Chen, Z. ORCID: 0009-0009-6376-3850 & Asimit, J.view all authors Slab and Shrinkage Linear Regression Estimation.