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Assa, Hirbod

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Author ID: assa.hirbod Recent zbMATH articles by "Assa, Hirbod"
Published as: Assa, H.; Assa, Hirbod
Documents Indexed: 20 Publications since 2005

Publications by Year

Citations contained in zbMATH Open

14 Publications have been cited 75 times in 54 Documents Cited by Year
Marginal indemnification function formulation for optimal reinsurance. Zbl 1348.91196
Zhuang, Sheng Chao; Weng, Chengguo; Tan, Ken Seng; Assa, Hirbod
29
2016
On optimal reinsurance policy with distortion risk measures and premiums. Zbl 1314.91132
Assa, Hirbod
23
2015
Hedging, Pareto optimality, and good deals. Zbl 1273.91415
Assa, Hirbod; Karai, Keivan Mallahi
4
2013
Natural risk measures. Zbl 1404.91133
Assa, Hirbod
3
2016
Joint games and compatibility. Zbl 1367.91022
Assa, Hirbod; Elliston, Sheridon; Lehrer, Ehud
3
2016
Good deals and compatible modification of risk and pricing rule: a regulatory treatment. Zbl 1255.91117
Assa, Hirbod; Balbás, Alejandro
3
2011
Claims reserving with a stochastic vector projection. Zbl 1393.62046
Portugal, Luís; Pantelous, Athanasios A.; Assa, Hirbod
2
2018
Risk management under a prudential policy. Zbl 1398.91677
Assa, Hirbod
2
2015
Market consistent valuations with financial imperfection. Zbl 1391.91167
Assa, Hirbod; Gospodinov, Nikolay
1
2018
Modelling and pricing of catastrophe risk bonds with a temperature-based agricultural application. Zbl 1400.91597
Karagiannis, N.; Assa, H.; Pantelous, A. A.; Turvey, C. G.
1
2016
Robust stability, stabilisation and H-infinity control for premium-reserve models in a Markovian regime switching discrete-time framework. Zbl 1390.91217
Yang, Lin; Pantelous, Athanasios A.; Assa, Hirbod
1
2016
Trade-off between robust risk measurement and market principles. Zbl 1403.91145
Assa, Hirbod
1
2015
Lebesgue property of convex risk measures for bounded càdlàg processes. Zbl 1284.91508
Assa, Hirbod
1
2011
Risk measures on the space of infinite sequences. Zbl 1255.91174
Assa, Hirbod; Morales, Manuel
1
2010
Claims reserving with a stochastic vector projection. Zbl 1393.62046
Portugal, Luís; Pantelous, Athanasios A.; Assa, Hirbod
2
2018
Market consistent valuations with financial imperfection. Zbl 1391.91167
Assa, Hirbod; Gospodinov, Nikolay
1
2018
Marginal indemnification function formulation for optimal reinsurance. Zbl 1348.91196
Zhuang, Sheng Chao; Weng, Chengguo; Tan, Ken Seng; Assa, Hirbod
29
2016
Natural risk measures. Zbl 1404.91133
Assa, Hirbod
3
2016
Joint games and compatibility. Zbl 1367.91022
Assa, Hirbod; Elliston, Sheridon; Lehrer, Ehud
3
2016
Modelling and pricing of catastrophe risk bonds with a temperature-based agricultural application. Zbl 1400.91597
Karagiannis, N.; Assa, H.; Pantelous, A. A.; Turvey, C. G.
1
2016
Robust stability, stabilisation and H-infinity control for premium-reserve models in a Markovian regime switching discrete-time framework. Zbl 1390.91217
Yang, Lin; Pantelous, Athanasios A.; Assa, Hirbod
1
2016
On optimal reinsurance policy with distortion risk measures and premiums. Zbl 1314.91132
Assa, Hirbod
23
2015
Risk management under a prudential policy. Zbl 1398.91677
Assa, Hirbod
2
2015
Trade-off between robust risk measurement and market principles. Zbl 1403.91145
Assa, Hirbod
1
2015
Hedging, Pareto optimality, and good deals. Zbl 1273.91415
Assa, Hirbod; Karai, Keivan Mallahi
4
2013
Good deals and compatible modification of risk and pricing rule: a regulatory treatment. Zbl 1255.91117
Assa, Hirbod; Balbás, Alejandro
3
2011
Lebesgue property of convex risk measures for bounded càdlàg processes. Zbl 1284.91508
Assa, Hirbod
1
2011
Risk measures on the space of infinite sequences. Zbl 1255.91174
Assa, Hirbod; Morales, Manuel
1
2010

Citations by Year