Up a level |

Group by: Type | No Grouping

Number of items: **7**.

Asimit, A.V., Badescu, A., Haberman, S. and Kim, E-S. (2016).
Efficient risk allocation within a non-life insurance group under Solvency II Regime.
*Insurance: Mathematics and Economics*, 66,
pp. 69-76.
doi: 10.1016/j.insmatheco.2015.10.008

Asimit, A.V., Badescu, A., Siu, T. K. and Zinchenko, Y. (2015).
Capital Requirements and Optimal Investment with Solvency Probability Constraints.
*IMA Journal of Management Mathematics*, 26(4),
pp. 345-375.
doi: 10.1093/imaman/dpt029

Asanga, S., Asimit, A.V., Badescu, A. and Haberman, S. (2014).
Portfolio Optimization under Solvency Constraints: A Dynamical Approach.
*North American Actuarial Journal*, 18(3),
pp. 394-416.
doi: 10.1080/10920277.2014.910127

Asimit, A.V., Badescu, A. and Cheung, K. C. (2013).
Optimal reinsurance in the presence of counterparty default risk.
*Insurance: Mathematics and Economics*, 53(3),
pp. 690-697.
doi: 10.1016/j.insmatheco.2013.09.012

Asimit, A.V., Badescu, A. and Verdonck, T. (2013).
Optimal risk transfer under quantile-based risk measurers.
*Insurance: Mathematics and Economics*, 53(1),
pp. 252-265.
doi: 10.1016/j.insmatheco.2013.05.005

Asimit, A.V., Badescu, A. and Tsanakas, A. (2013).
Optimal Risk Transfers in Insurance Groups.
*European Actuarial Journal*, 3(1),
pp. 159-190.
doi: 10.1007/s13385-013-0068-6

Asimit, A.V. and Badescu, A. (2010).
Extremes on the discounted aggregate claims in a time dependent risk model.
*Scandinavian Actuarial Journal*(2),
pp. 93-104.
doi: 10.1080/03461230802700897