Items where Author is "Asimit, Alexandru V"

Article

Asimit, Alexandru V and Cheung, Ka Chun and Chong, Wing Fung and Hu, Junlei (2020) Pareto-optimal insurance contracts with premium budget and minimum charge constraints. Insurance: Mathematics and Economics, 95. pp. 17-27. DOI https://doi.org/10.1016/j.insmatheco.2020.08.001

Asimit, Alexandru V and Hu, Junlei and Xie, Yuantao (2019) Optimal robust insurance with a finite uncertainty set. Insurance: Mathematics and Economics, 87. pp. 67-81. DOI https://doi.org/10.1016/j.insmatheco.2019.03.009

Asimit, Alexandru V and Gao, Tao and Hu, Junlei and Kim, Eun-Seok (2018) Optimal Risk Transfer: A Numerical Optimization Approach. North American Actuarial Journal, 22 (3). pp. 341-364. DOI https://doi.org/10.1080/10920277.2017.1421472

Asimit, Alexandru V and Bignozzi, Valeria and Cheung, Ka Chun and Hu, Junlei and Kim, Eun-Seok (2017) Robust and Pareto optimality of insurance contracts. European Journal of Operational Research, 262 (2). pp. 720-732. DOI https://doi.org/10.1016/j.ejor.2017.04.029

Asimit, Alexandru V and Chi, Yichun and Hu, Junlei (2015) Optimal non-life reinsurance under Solvency II Regime. Insurance: Mathematics and Economics, 65. pp. 227-237. DOI https://doi.org/10.1016/j.insmatheco.2015.09.006