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Items where Author is "Asimit, V."

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Number of items: 7.

Article

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, 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, Chong, W. F., Tunaru, R. & Zhou, F. Portfolio Selection and Risk Sharing via Risk Budgeting.

This list was generated on Sun Feb 25 06:13:58 2024 UTC.