Edit Profile (opens in new tab) Asimit, Alexandru V. Co-Author Distance Author ID: asimit.alexandru-v Published as: Asimit, Alexandru V.; Asimit, Alexandru Documents Indexed: 30 Publications since 2007, including 1 Additional arXiv Preprint Co-Authors: 30 Co-Authors with 30 Joint Publications 730 Co-Co-Authors all top 5 Co-Authors 0 single-authored 6 Badescu, Alexandru M. 5 Hu, Junlei 4 Jones, Bruce L. 4 Vernic, Raluca 3 Cheung, Ka Chun 3 Furman, Edward 3 Kim, Eunseok 3 Li, Jinzhu 2 Chi, Yichun 2 Chong, Wing Fung 2 Gerrard, Russell 2 Haberman, Steven 2 Hashorva, Enkelejd 2 Kortschak, Dominik 2 Peng, Liang 1 Asanga, Sujith 1 Badescu, Andrei L. 1 Bignozzi, Valeria 1 Boonen, Tim J. 1 Chen, Yiqing 1 Gao, Tao 1 Hou, Yanxi 1 Li, Deyuan 1 Siu, Tak Kuen 1 Tang, Qihe 1 Tsanakas, Andreas 1 Verdonck, Tim 1 Xie, Yuantao 1 Zinchenko, Yuriy 1 Zitikis, Ričardas all top 5 Serials 13 Insurance Mathematics & Economics 2 European Journal of Operational Research 2 IMA Journal of Management Mathematics 2 ASTIN Bulletin 2 North American Actuarial Journal 1 Journal of Mathematical Analysis and Applications 1 Journal of Econometrics 1 Journal of Multivariate Analysis 1 Journal of Statistical Planning and Inference 1 Communications in Statistics. Simulation and Computation 1 Methodology and Computing in Applied Probability 1 Scandinavian Actuarial Journal 1 European Actuarial Journal all top 5 Fields 22 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 14 Statistics (62-XX) 11 Probability theory and stochastic processes (60-XX) 4 Operations research, mathematical programming (90-XX) 1 Integral transforms, operational calculus (44-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Numerical analysis (65-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 29 Publications have been cited 398 times in 288 Documents Cited by ▼ Year ▼ Extremes on the discounted aggregate claims in a time dependent risk model. Zbl 1224.91041 Asimit, Alexandru V.; Badescu, Andrei L. 80 2010 Asymptotics for risk capital allocations based on conditional tail expectation. Zbl 1228.91029 Asimit, Alexandru V.; Furman, Edward; Tang, Qihe; Vernic, Raluca 55 2011 Optimal risk transfer under quantile-based risk measurers. Zbl 1284.91199 Asimit, Alexandru V.; Badescu, Alexandru M.; Verdonck, Tim 29 2013 On a multivariate Pareto distribution. Zbl 1231.60013 Asimit, Alexandru V.; Furman, Edward; Vernic, Raluca 29 2010 Robust and Pareto optimality of insurance contracts. Zbl 1376.91097 Asimit, Alexandru V.; Bignozzi, Valeria; Cheung, Ka Chun; Hu, Junlei; Kim, Eun-Seok 29 2017 Optimal risk transfers in insurance groups. Zbl 1270.91028 Asimit, Alexandru V.; Badescu, Alexandru M.; Tsanakas, Andreas 24 2013 Optimal reinsurance in the presence of counterparty default risk. Zbl 1290.91074 Asimit, Alexandru V.; Badescu, Alexandru M.; Cheung, Ka Chun 17 2013 Dependence and the asymptotic behavior of large claims reinsurance. Zbl 1152.91563 Asimit, Alexandru V.; Jones, Bruce L. 17 2008 Background risk models and stepwise portfolio construction. Zbl 1349.62517 Asimit, Alexandru V.; Vernic, Raluca; Zitikis, Ričardas 14 2016 Asymptotic tail probabilities for large claims reinsurance of a portfolio of dependent risks. Zbl 1169.91361 Asimit, Alexandru V.; Jones, Bruce L. 11 2008 Systemic risk: an asymptotic evaluation. Zbl 1390.91157 Asimit, Alexandru V.; Li, Jinzhu 9 2018 Statistical inference for a new class of multivariate Pareto distributions. Zbl 1341.62113 Asimit, Alexandru V.; Furman, Edward; Vernic, Raluca 9 2016 Extreme behavior of bivariate elliptical distributions. Zbl 1117.60014 Asimit, Alexandru V.; Jones, Bruce L. 8 2007 Efficient risk allocation within a non-life insurance group under Solvency II regime. Zbl 1348.91126 Asimit, Alexandru V.; Badescu, Alexandru M.; Haberman, Steven; Kim, Eun-Seok 6 2016 Optimal robust insurance with a finite uncertainty set. Zbl 1410.91254 Asimit, Alexandru V.; Hu, Junlei; Xie, Yuantao 6 2019 Extremes for coherent risk measures. Zbl 1371.91075 Asimit, Alexandru V.; Li, Jinzhu 6 2016 Risk sharing with multiple indemnity environments. Zbl 1487.91103 Asimit, Alexandru V.; Boonen, Tim J.; Chi, Yichun; Chong, Wing Fung 6 2021 Tail dependence measure for examining financial extreme co-movements. Zbl 1443.62329 Asimit, Alexandru V.; Gerrard, Russell; Hou, Yanxi; Peng, Liang 5 2016 Optimal non-life reinsurance under Solvency II regime. Zbl 1348.91127 Asimit, Alexandru V.; Chi, Yichun; Hu, Junlei 5 2015 Optimal risk transfer: a numerical optimization approach. Zbl 1416.91149 Asimit, Alexandru V.; Gao, Tao; Hu, Junlei; Kim, Eun-Seok 5 2018 Pareto-optimal insurance contracts with premium budget and minimum charge constraints. Zbl 1452.91257 Asimit, Alexandru V.; Cheung, Ka Chun; Chong, Wing Fung; Hu, Junlei 5 2020 Capital requirements and optimal investment with solvency probability constraints. Zbl 1433.91125 Asimit, Alexandru V.; Badescu, Alexandru M.; Siu, Tak Kuen; Zinchenko, Yuriy 4 2015 Pitfalls in using Weibull tailed distributions. Zbl 1184.62073 Asimit, Alexandru V.; Li, Deyuan; Peng, Liang 4 2010 Measuring the tail risk: an asymptotic approach. Zbl 1388.62140 Asimit, Alexandru V.; Li, Jinzhu 3 2018 On the worst and least possible asymptotic dependence. Zbl 1329.60144 Asimit, Alexandru V.; Gerrard, Russell 3 2016 Portfolio optimization under solvency constraints: a dynamical approach. Zbl 1414.91328 Asanga, Sujith; Asimit, Alexandru; Badescu, Alexandru; Haberman, Steven 3 2014 Aggregation of randomly weighted large risks. Zbl 1473.62347 Asimit, Alexandru V.; Hashorva, Enkelejd; Kortschak, Dominik 3 2017 Asymptotic results for conditional measures of association of a random sum. Zbl 1309.62103 Asimit, Alexandru V.; Chen, Yiqing 2 2015 Extreme behavior of multivariate phase-type distributions. Zbl 1125.60047 Asimit, Alexandru V.; Jones, Bruce L. 1 2007 Risk sharing with multiple indemnity environments. Zbl 1487.91103 Asimit, Alexandru V.; Boonen, Tim J.; Chi, Yichun; Chong, Wing Fung 6 2021 Pareto-optimal insurance contracts with premium budget and minimum charge constraints. Zbl 1452.91257 Asimit, Alexandru V.; Cheung, Ka Chun; Chong, Wing Fung; Hu, Junlei 5 2020 Optimal robust insurance with a finite uncertainty set. Zbl 1410.91254 Asimit, Alexandru V.; Hu, Junlei; Xie, Yuantao 6 2019 Systemic risk: an asymptotic evaluation. Zbl 1390.91157 Asimit, Alexandru V.; Li, Jinzhu 9 2018 Optimal risk transfer: a numerical optimization approach. Zbl 1416.91149 Asimit, Alexandru V.; Gao, Tao; Hu, Junlei; Kim, Eun-Seok 5 2018 Measuring the tail risk: an asymptotic approach. Zbl 1388.62140 Asimit, Alexandru V.; Li, Jinzhu 3 2018 Robust and Pareto optimality of insurance contracts. Zbl 1376.91097 Asimit, Alexandru V.; Bignozzi, Valeria; Cheung, Ka Chun; Hu, Junlei; Kim, Eun-Seok 29 2017 Aggregation of randomly weighted large risks. Zbl 1473.62347 Asimit, Alexandru V.; Hashorva, Enkelejd; Kortschak, Dominik 3 2017 Background risk models and stepwise portfolio construction. Zbl 1349.62517 Asimit, Alexandru V.; Vernic, Raluca; Zitikis, Ričardas 14 2016 Statistical inference for a new class of multivariate Pareto distributions. Zbl 1341.62113 Asimit, Alexandru V.; Furman, Edward; Vernic, Raluca 9 2016 Efficient risk allocation within a non-life insurance group under Solvency II regime. Zbl 1348.91126 Asimit, Alexandru V.; Badescu, Alexandru M.; Haberman, Steven; Kim, Eun-Seok 6 2016 Extremes for coherent risk measures. Zbl 1371.91075 Asimit, Alexandru V.; Li, Jinzhu 6 2016 Tail dependence measure for examining financial extreme co-movements. Zbl 1443.62329 Asimit, Alexandru V.; Gerrard, Russell; Hou, Yanxi; Peng, Liang 5 2016 On the worst and least possible asymptotic dependence. Zbl 1329.60144 Asimit, Alexandru V.; Gerrard, Russell 3 2016 Optimal non-life reinsurance under Solvency II regime. Zbl 1348.91127 Asimit, Alexandru V.; Chi, Yichun; Hu, Junlei 5 2015 Capital requirements and optimal investment with solvency probability constraints. Zbl 1433.91125 Asimit, Alexandru V.; Badescu, Alexandru M.; Siu, Tak Kuen; Zinchenko, Yuriy 4 2015 Asymptotic results for conditional measures of association of a random sum. Zbl 1309.62103 Asimit, Alexandru V.; Chen, Yiqing 2 2015 Portfolio optimization under solvency constraints: a dynamical approach. Zbl 1414.91328 Asanga, Sujith; Asimit, Alexandru; Badescu, Alexandru; Haberman, Steven 3 2014 Optimal risk transfer under quantile-based risk measurers. Zbl 1284.91199 Asimit, Alexandru V.; Badescu, Alexandru M.; Verdonck, Tim 29 2013 Optimal risk transfers in insurance groups. Zbl 1270.91028 Asimit, Alexandru V.; Badescu, Alexandru M.; Tsanakas, Andreas 24 2013 Optimal reinsurance in the presence of counterparty default risk. Zbl 1290.91074 Asimit, Alexandru V.; Badescu, Alexandru M.; Cheung, Ka Chun 17 2013 Asymptotics for risk capital allocations based on conditional tail expectation. Zbl 1228.91029 Asimit, Alexandru V.; Furman, Edward; Tang, Qihe; Vernic, Raluca 55 2011 Extremes on the discounted aggregate claims in a time dependent risk model. Zbl 1224.91041 Asimit, Alexandru V.; Badescu, Andrei L. 80 2010 On a multivariate Pareto distribution. Zbl 1231.60013 Asimit, Alexandru V.; Furman, Edward; Vernic, Raluca 29 2010 Pitfalls in using Weibull tailed distributions. Zbl 1184.62073 Asimit, Alexandru V.; Li, Deyuan; Peng, Liang 4 2010 Dependence and the asymptotic behavior of large claims reinsurance. Zbl 1152.91563 Asimit, Alexandru V.; Jones, Bruce L. 17 2008 Asymptotic tail probabilities for large claims reinsurance of a portfolio of dependent risks. Zbl 1169.91361 Asimit, Alexandru V.; Jones, Bruce L. 11 2008 Extreme behavior of bivariate elliptical distributions. Zbl 1117.60014 Asimit, Alexandru V.; Jones, Bruce L. 8 2007 Extreme behavior of multivariate phase-type distributions. Zbl 1125.60047 Asimit, Alexandru V.; Jones, Bruce L. 1 2007 all cited Publications top 5 cited Publications all top 5 Cited by 387 Authors 17 Asimit, Alexandru V. 16 Boonen, Tim J. 16 Li, Jinzhu 15 Furman, Edward 14 Yang, Yang 13 Fu, Ke’ang 11 Su, Jianxi 11 Zitikis, Ričardas 10 Chi, Yichun 10 Tan, Ken Seng 9 Hashorva, Enkelejd 9 Šiaulys, Jonas 8 Tang, Qihe 7 Cheung, Ka Chun 7 Jiang, Wenjun 7 Yuen, Kam Chuen 7 Zhuang, Shengchao 6 Cai, Jun 6 Chen, Yiqing 6 Gao, Qingwu 5 Hu, Junlei 5 Leipus, Remigijus 5 Liu, Jiajun 5 Peng, Jiangyan 5 Ren, Jiandong 5 Vernic, Raluca 5 Wang, Kaiyong 4 Chong, Wing Fung 4 Ghossoub, Mario 4 Landsman, Zinoviy M. 4 Mao, Tiantian 4 Peng, Liang 4 Shen, Xinmei 4 Wang, Shijie 4 Weng, Chengguo 4 Woo, Jae-Kyung 4 Yuan, Zhongyi 3 Albrecher, Hansjörg 3 Balbás, Alejandro 3 Balbás, Beatriz 3 Balbás, Raquel 3 Geng, Bingzhen 3 Gribkova, Nadezhda Viktorovna 3 Guillen, Montserrat 3 Hong, Hanping 3 Hou, Yanxi 3 Kim, Eunseok 3 Kye, Yisub 3 Liu, Fangda 3 Liu, Haiyan 3 Liu, Xijun 3 Liu, Yang 3 Loisel, Stéphane 3 Meng, Hui 3 Mulinacci, Sabrina 3 Prieto, Faustino 3 Sarabia, José María 3 Siu, Tak Kuen 3 Tamraz, Maissa 3 Wang, Dingcheng 3 Yang, Haizhong 2 Asmussen, Søren 2 Badescu, Alexandru M. 2 Bi, Xiuchun 2 Birghila, Corina 2 Chen, Zhenlong 2 Cheng, Dongya 2 Cheung, Eric C. K. 2 de Moura, A. Bugalho 2 Gardes, Laurent 2 Gerrard, Russell 2 Girard, Stéphane 2 Heras, Antonio J. 2 Hua, Lei 2 Huang, Yuxia 2 Jaunė, Eglė 2 Jiang, Tao 2 Jin, Zhuo 2 Konstantinides, Dimitrios G. 2 Lee, Gee Y. 2 Lefèvre, Claude 2 Lemieux, Christiane 2 Li, Jie 2 Li, Xiaohu 2 Ling, Chengxiu 2 Lo, Ambrose 2 Lu, Dawei 2 Montesinos, Pierre 2 Nadarajah, Saralees 2 Ratovomirija, Gildas 2 Santolino, Miguel 2 Soulier, Philippe 2 Wang, Bingjie 2 Wang, Jiangfeng 2 Wang, Ning 2 Wang, Ruodu 2 Wang, Wensheng 2 Wang, Xing 2 Xiao, Qingxian 2 Xu, Hui ...and 287 more Authors all top 5 Cited in 65 Serials 81 Insurance Mathematics & Economics 18 Scandinavian Actuarial Journal 18 ASTIN Bulletin 16 Statistics & Probability Letters 13 Communications in Statistics. Theory and Methods 12 European Journal of Operational Research 11 North American Actuarial Journal 9 European Actuarial Journal 7 Journal of Multivariate Analysis 7 Methodology and Computing in Applied Probability 7 Journal of Industrial and Management Optimization 6 Journal of Computational and Applied Mathematics 4 Journal of Mathematical Analysis and Applications 4 Lithuanian Mathematical Journal 3 Applied Mathematics and Computation 3 Annals of Operations Research 3 Japan Journal of Industrial and Applied Mathematics 3 Journal of Inequalities and Applications 3 Probability in the Engineering and Informational Sciences 3 Stochastics 2 Advances in Applied Probability 2 Metrika 2 Annals of the Institute of Statistical Mathematics 2 Journal of Applied Probability 2 Journal of Statistical Planning and Inference 2 Acta Mathematicae Applicatae Sinica. English Series 2 Communications in Statistics. Simulation and Computation 2 Applied Mathematics. Series B (English Edition) 2 Extremes 2 Stochastic Models 2 Science China. Mathematics 1 Journal of the American Statistical Association 1 Journal of Econometrics 1 Journal of the Korean Mathematical Society 1 Journal of Mathematical Economics 1 Siberian Mathematical Journal 1 Statistics 1 Chinese Journal of Applied Probability and Statistics 1 Journal of Theoretical Probability 1 Mathematical Methods of Statistics 1 Journal of Mathematical Sciences (New York) 1 Filomat 1 Statistica Sinica 1 Journal of Nonparametric Statistics 1 Mathematical Problems in Engineering 1 Finance and Stochastics 1 Abstract and Applied Analysis 1 Studies in Nonlinear Dynamics and Econometrics 1 Communications in Nonlinear Science and Numerical Simulation 1 Optimization and Engineering 1 Quantitative Finance 1 Acta Mathematica Scientia. Series A. (Chinese Edition) 1 REVSTAT 1 Computational Management Science 1 Journal of the Korean Statistical Society 1 Journal of Statistical Theory and Practice 1 Journal of Probability and Statistics 1 Annals of Finance 1 Statistics & Risk Modeling 1 Journal of Mathematical Research with Applications 1 Communications in Mathematics and Statistics 1 ISRN Probability and Statistics 1 Dependence Modeling 1 Journal of Statistical Distributions and Applications 1 Statistical Theory and Related Fields all top 5 Cited in 10 Fields 228 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 164 Statistics (62-XX) 107 Probability theory and stochastic processes (60-XX) 15 Operations research, mathematical programming (90-XX) 6 Systems theory; control (93-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 2 Integral transforms, operational calculus (44-XX) 2 Numerical analysis (65-XX) 1 Approximations and expansions (41-XX) 1 Functional analysis (46-XX) Citations by Year