Portrait of Professor Vali Asimit

Professor Vali Asimit

Professor of Actuarial Analytics

Cass Business School,

Contact

Visit Vali Asimit

Room BR5057,

Postal address

Cass Business School
106 Bunhill Row
London
EC1Y 8TZ
United Kingdom

About

Overview

Vali Asimit joined Cass in January 2011 as a Lecturer in Actuarial Science. Previously, he had been a Lecturer in Actuarial Science at the University of Manchester for two years. Vali had studied Economics at the Academy of Economic Studies, Bucharest, Romania. He has an MSc in Statistics from the University of Western Ontario, Canada. He pursued his doctoral research on "Dependence Modelling with Applications in Finance and Insurance" at the University of Western Ontario. As part of his academic work he has published and acted as referee for international statistical and actuarial journals. Vali received the 2010 Fortis Award for the best Insurance: Mathematics and Economics (IME) journal paper presented at the 14th International Congress of IME.

Qualifications

  1. PhD in Actuarial Science, University of Western Ontario, London, Canada, Sep 2003 – Dec 2007
  2. MSc in Actuarial Science, University of Western Ontario, London, Canada, Sep 2002 – Aug 2003

Administrative roles

  1. Founding Course Director (Programme Director) of MSc in Business Analytics Programme, Cass Business School, Sep 2017 – present
  2. Course Director (Programme Director) of the MSc in Actuarial Management Programme, Cass Business School, Sep 2015 – Aug 2017

Award

  1. K.U.Leuven (2010) Fortis Chair Award
    The 2010 Fortis Chair Award is given to the best Insurance: Mathematics & Economics (IME) journal paper presented at the 14th International Congress of IME (Toronto, Canada)

Expertise

Primary topics

  • Actuarial Science
  • Actuarial Statistics
  • Econometric & Statistical Methods
  • Mathematical & Quantitative Methods
  • Portfolio Choice
  • Risk Modelling
  • Statistics

Additional topics

  • Non-life Insurance
  • Probability Theory
  • Reinsurance
  • Risk Management

Research

Estimation of Extreme/Rare Events, Inusrance Risk Sharing and Robust Machine Learning are the main research areas.

Research topics

Optimal Risk Sharing

Robust decision-making

Robust Machine Learning

Statistical Extremes

Research students

1st supervisor

  • Junlei Hu, Research Student

Dr Feng Zhou

Attendance: Oct 2020 – present, full-time

Thesis title: The Fintuity Virtual Adviser – Revolutionising Digital Consumer Access to Financial Advice

Role: 1st Supervisor

Further information: Postdoctoral Fellow funded by an Innovate UK grant (Application number --
68184)

Runshi Wang

Attendance: Sep 2020 – present, full-time

Thesis title: Metric Learning

Role: 1st Supervisor

Further information: PhD Student

Salvatore Scognamiglio

Attendance: Jan – Nov 2019, full-time

Thesis title: Robust Classification via Support Vector Machines

Role: External Supervisor

Further information: PhD Student

Junlei Hu

Attendance: Sep 2014 – present, full-time

Thesis title: Optimal Reinsurance Design

Role: 1st Supervisor

Further information: PhD Student; Dr Junlei Hu is now a Lecturer in the Department of Mathematical Sciences, University of Essex since September 2018.

Publications

Book

  1. Perch, J., Asimit, A. and Kyriakou, I. (2020). Machine Learning in Insurance. Switzerland: MDPI. ISBN 978-3-03936-447-3.

Conference papers and proceedings (19)

  1. Asimit, A., Gao, T., Hu, J. and Kim, E. (2016). Numerical Optimisation for Actuarial Applications. 51st Actuarial Research Conference Minneapolis, USA.
  2. Asimit, A.V., Badescu, A., Siu, T. and Zinchenko, Y. (2011). Optimal Investment for an Insurance Company. Insurance: Mathematics and Economics Annual Meeting Trieste, Italy.
  3. Asimit, A.V., Badescu, A. and Tsanakas, A. (2011). Intra-Group Risk Transfers and Regulatory Arbitrage. Financial Services Authority Seminar London, UK.
  4. Asimit, V., Furman, E., Tang, Q. and Vernic, R. (2010). Asymptotic Approximations of the CTE Capital Allocations. 14th International Congress on Insurance: Mathematics and Economics (IME: 2010) 17-19 June, University of Toronto, Canada.
  5. Asimit, V., Badescu, A. and Siu, K. (2010). Optimal Investment for an Insurance Company. Actuarial Teaching and Research Conference Manchester, UK.
  6. Asimit, V., Badescu, A. and Siu, K. (2010). Optimal Investment for an Insurance Company. Cass Business School, City University London, UK.
  7. Asimit, V., Badescu, A. and Jones, B. (2010). Solvency Capital Requirement via Extreme Value Theory. Dept. of Mathematics, University of Leicester Leicester, UK.
  8. Asimit, V., Badescu, A. and Jones, B. (2010). Solvency Capital Requirement via Extreme Value Theory. Dept. of of Mathematical Sciences, University of Liverool Liverpool, UK.
  9. Asimit, V. and Badescu, A. (2009). Extremes on the Discounted Aggregate Claims in a time Dependent Model. Dept. of Statistical & Actuarial Sciences, University of Western Ontario London, Ontario, Canada.
  10. Asimit, V. and Jones, B. (2008). Asymptotic Tail Probabilities for Large Claims Reinsurance of a Portfolio of Dependent Risks. Dept. of Statistics, University of Toronto Toronto, Ontario, Canada.
  11. Asimit, V. and Jones, B. (2008). Dependence and the Asymptotic Behaviour of Large Claims Reinsurance. Dept. of Mathematics and Statistics, University of Toronto Toronto, Ontario, Canada.
  12. Asimit, V. and Jones, B. (2008). Dependence and the Asymptotic Behaviour of Large Claims Reinsurance. Statistical Society of Canada Annual Meeting Ottawa, Ontario, Canada.
  13. Asimit, V. and Badescu, A. (2008). Extremes on the Discounted Aggregate Claims in a time Dependent Model. Copula Models : Theory and Applications Quebec City, Quebec, Canada.
  14. Asimit, V., Badescu, A. and Jones, B. (2008). Solvency Capital Requirement Via Extreme Value Theory. Dept. of Statistics and Actuarial Science, University of Waterloo Waterloo, Ontario, Canada.
  15. Asimit, V. and Jones, B. (2007). Asymptotic Tail Probabilities for Sums of Dependent Random Variables. Dept. of Statistics and Actuarial Science, University of Waterloo Waterloo, Ontario, Canada.
  16. Asimit, V. and Jones, B. (2007). Extreme Behaviour of Bivariate Elliptical Distributions. Insurance: Mathematics and Economics Annual Meeting Piraeus, Greece.
  17. Asimit, V. and Jones, B. (2006). Extreme Behaviour of Multivariate Phase-Type Distributions. Actuarial Research Conference Montreal, Quebec, Canada.
  18. Asimit, V. and Jones, B. (2006). Extreme Behaviour of Multivariate Phase-Type Distributions. Insurance: Mathematics and Economics Annual Meeting Leuven, Belgium.
  19. Asimit, V. and Jones, B. (2006). On the Extreme Behaviour of Continuous Bivariate Elliptical Distributions. Statistical Society of Canada Annual Meeting London, Ontario, Canada.

Journal articles (32)

  1. Asimit, A.V., Cheung, K.C., Chong, W.F. and Hu, J. (2020). Pareto-optimal insurance contracts with premium budget and minimum charge constraints. Insurance: Mathematics and Economics, 95, pp. 17–27. doi:10.1016/j.insmatheco.2020.08.001.
  2. Asimit, V., Kyriakou, I. and Nielsen, J.P. (2020). Special issue “machine learning in insurance”. Risks, 8(2). doi:10.3390/risks8020054.
  3. Asimit, A.V., Hu, J. and Xie, Y. (2019). Optimal robust insurance with a finite uncertainty set. Insurance: Mathematics and Economics, 87, pp. 67–81. doi:10.1016/j.insmatheco.2019.03.009.
  4. Asimit, A., Peng, L., Wang, R. and Yu, A. (2019). An efficient approach to quantile capital allocation and
    sensitivity analysis.     Mathematical Finance. doi:10.1111/mafi.12211.
  5. Asimit, V. and Boonen, T.J. (2018). Insurance with multiple insurers: A game-theoretic approach. European Journal of Operational Research, 267(2), pp. 778–790. doi:10.1016/j.ejor.2017.12.026.
  6. Asimit, A.V. and Li, J. (2018). Systemic risk: An asymptotic evaluation. ASTIN Bulletin, 48(2), pp. 673–698. doi:10.1017/asb.2017.38.
  7. Asimit, A.V. and Li, J. (2018). Measuring the Tail Risk: An Asymptotic Approach. Journal of Mathematical Analysis and Applications, 463(1), pp. 176–197. doi:10.1016/j.jmaa.2018.03.019.
  8. Asimit, A.V., Gao, T., Hu, J. and Kim, E. (2018). Optimal Risk Transfer: A Numerical Optimisation Approach. North American Actuarial Journal, 22(3), pp. 341–364. doi:10.1080/10920277.2017.1421472.

    [publisher’s website]

  9. Asimit, A.V., Bignozzi, V., Cheung, K.C., Hu, J. and Kim, E.S. (2017). Robust and Pareto optimality of insurance contracts. European Journal of Operational Research, 262(2), pp. 720–732. doi:10.1016/j.ejor.2017.04.029.
  10. Asimit, A.V., Hashorva, E. and Kortschak, D. (2017). Aggregation of randomly weighted large risks. IMA Journal of Management Mathematics, 28(3), pp. 403–419. doi:10.1093/imaman/dpv020.
  11. Asimit, A.V. and Li, J. (2016). Extremes for coherent risk measures. Insurance: Mathematics and Economics, 71, pp. 332–341. doi:10.1016/j.insmatheco.2016.10.003.
  12. Asimit, A.V., Gerrard, R., Hou, Y. and Peng, L. (2016). Tail dependence measure for examining financial extreme co-movements. Journal of Econometrics, 194(2), pp. 330–348. doi:10.1016/j.jeconom.2016.05.011.
  13. Asimit, A.V., Vernic, R. and Zitikis, R. (2016). Background Risk Models and Stepwise Portfolio Construction. Methodology and Computing in Applied Probability, 18(3), pp. 805–827. doi:10.1007/s11009-015-9458-3.
  14. Asimit, A.V., Furman, E. and Vernic, R. (2016). Statistical Inference for a New Class of Multivariate Pareto Distributions. Communications in Statistics: Simulation and Computation, 45(2), pp. 456–471. doi:10.1080/03610918.2013.861627.
  15. Asimit, A.V. and Gerrard, R. (2016). On the worst and least possible asymptotic dependence. Journal of Multivariate Analysis, 144, pp. 218–234. doi:10.1016/j.jmva.2015.11.004.
  16. Asimit, A.V., Badescu, A.M., 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.
  17. Asimit, A.V., Badescu, A.M., 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.
  18. Asimit, A.V. and Chen, Y. (2015). Asymptotic results for conditional measures of association of a random sum. Insurance: Mathematics and Economics, 60, pp. 11–18. doi:10.1016/j.insmatheco.2014.10.012.
  19. Asimit, A.V., Chi, Y. and Hu, J. (2015). Optimal non-life reinsurance under Solvency II Regime. Insurance: Mathematics and Economics, 65, pp. 227–237. doi:10.1016/j.insmatheco.2015.09.006.
  20. Asanga, S., Asimit, A., 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.
  21. Asimit, A.V., Badescu, A.M. 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.
  22. Asimit, A.V., Badescu, A.M. 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.
  23. Asimit, A., Vernic, R. and Zitikis, R. (2013). Evaluating Risk Measures and Capital Allocations Based on Multi-Losses Driven by a Heavy-Tailed Background Risk: The Multivariate Pareto-II Model. Risks, 1(1), pp. 14–33. doi:10.3390/risks1010014.
  24. Asimit, V., Badescu, A. and Tsanakas, A. (2013). Optimal Risk Transfers in Insurance Groups. European Actuarial Journal, 3(1), pp. 159–190.
  25. Asimit, A.V., Furman, E., Tang, Q. and Vernic, R. (2011). Asymptotics for risk capital allocations based on Conditional Tail Expectation. Insurance: Mathematics and Economics, 49(3), pp. 310–324. doi:10.1016/j.insmatheco.2011.05.002.
  26. Asimit, A.V., Li, D. and Peng, L. (2010). Pitfalls in using Weibull tailed distributions. Journal of Statistical Planning and Inference, 140(7), pp. 2018–2024. doi:10.1016/j.jspi.2010.01.039.
  27. Asimit, A.V. and Badescu, A.L. (2010). Extremes on the discounted aggregate claims in a time dependent risk model. Scandinavian Actuarial Journal, (2), pp. 93–104. doi:10.1080/03461230802700897.
  28. Asimit, A.V., Furman, E. and Vernic, R. (2010). On a multivariate Pareto distribution. Insurance: Mathematics and Economics, 46(2), pp. 308–316. doi:10.1016/j.insmatheco.2009.11.004.
  29. Asimit, A.V. and Jones, B.L. (2008). Dependence and the asymptotic behavior of large claims reinsurance. Insurance: Mathematics and Economics, 43(3), pp. 407–411. doi:10.1016/j.insmatheco.2008.08.007.
  30. Asimit, A.V. and Jones, B.L. (2008). Asymptotic tail probabilities for large claims reinsurance of a portfolio of dependent risks. ASTIN Bulletin, 38(1), pp. 147–159. doi:10.2143/AST.38.1.2030407.
  31. Asimit, A.V. and Jones, B.L. (2007). Extreme behavior of multivariate phase-type distributions. Insurance: Mathematics and Economics, 41(2), pp. 223–233. doi:10.1016/j.insmatheco.2006.10.016.
  32. Asimit, A.V. and Jones, B.L. (2007). Extreme behavior of bivariate elliptical distributions. Insurance: Mathematics and Economics, 41(1), pp. 53–61. doi:10.1016/j.insmatheco.2006.09.002.

Education

Course Directorship

- 2015 - present, MSc Actuarial Management

Professional activities

Editorial activity (26)

  1. Insurance: Mathematics and Economics Journal, Associate Editor, Jun 2017 – present.
  2. Applications and Applied Mathematics: An International Journal, Referee, 2015 – present.
  3. Journal of Business and Economics, Referee, 2015 – present.
  4. Journal of Computational and Applied Mathematics, Referee, 2014 – present.
  5. Journal of Multivariate Analysis, Referee, 2014 – present.
  6. Methodology And Computing In Applied Probability, Referee, 2014 – present.
  7. Risks, Referee, 2014 – present.
  8. Stochastic Models, Referee, 2014 – present.
  9. Applied Mathematics- A Journal of Chinese Universities, Referee, 2014 – present.
  10. Science China Mathematics, Referee, 2013 – present.
  11. Scandinavian Actuarial Journal, Referee, 2013 – present.
  12. Applied Mathematics and Computation, Referee, 2012 – present.
  13. Astin Bulletin, Referee, 2012 – present.
  14. European Actuarial Journal, Referee, 2012 – present.
  15. European Journal of Operational Research, Referee, 2012 – present.
  16. Insurance: Mathematics and Economics, Referee, 2012 – present.
  17. Statistics, Referee, 2012 – present.
  18. Annals of Actuarial Science, Referee, 2011 – present.
  19. Frontiers of Mathematics in China, Referee, 2011 – present.
  20. Journal of Mathematical Analysis and Applications, Referee, 2011 – present.
  21. Advances in Applied Probability, Referee, 2010 – present.
  22. Communications in Statistics – Theory and Methods, Referee, 2010 – present.
  23. Journal of Probability and Statistics, Referee, 2009 – present.
  24. Metron - International Journal of Statistics, Referee, 2009 – present.
  25. Test, Referee, 2008 – present.
  26. North American Actuarial Journal, Referee, 2007 – present.

Events/conferences (48)

  1. (Seminar) University of Connecticut (2016). Invited speaker.
    Paper: Characterizing the Bivariate Tail behavior with Applications
    Author: Asimit A.V.
    Co-authors: Gerrard, Russell, Hou, Yanxi and Peng, Liang
  2. (Workshop) University of International Business and Economics, Beijing, China (2016). Invited speaker.
    Paper: Efficient Risk Allocation within a Non-life Insurance Group under Solvency II Regime
    Author: Asimit A.V.
    Co-authors: Badescu, Alexandru, Haberman, Steven and Kim, Eun-Seok
  3. ERCIM 2016. (Conference) Seville, Spain (2016). Invited speaker.
    Paper: Robust and Pareto Optimality of Insurance Contracts
    Author: Asimit A.V.
    Co-authors: Bignozzi, Valeria, Cheung, Ka Chun , Hu, Junlei Hu and Kim, Eun-Seok
  4. 51st Actuarial Research Conference. (Conference) Minneapolis, USA (2016).
    Paper: Numerical Optimisation for Actuarial Applications
    Author: Asimit A.V
    Co-authors: Gao, Tao, Hu, Junlei and Kim, Eun-Seok
  5. 20th International Congress on Insurance: Mathematics and Economics. (Conference) Atlanta, USA (2016).
    Paper: Robust and Pareto Optimality of Insurance Contracts
    Author: Asimit A.V.
    Co-authors: Bignozzi, Valeria, Cheung, Ka Chun , Hu, Junlei Hu and Kim, Eun-Seok
  6. 19th International Congress on Insurance: Mathematics and Economics. (Conference) Liverpool, UK (2015). Organising Committee.
  7. (Seminar) University of Amsterdam (2015). Invited speaker.
    Paper: Characterising the Bivariate Tail Behavior with Applications
    Author: Asimit AV
    Co-authors: Gerrard, Russell, Hou, Yanxi and Peng, Liang
  8. (Seminar) University of Calgary (2015).
    Paper: Characterising the Bivariate Extremes and Quantile Estimation
    Author: Asimit AV
    Co-authors: Gerrard, Russell, Hou, Yanxi and Peng, Liang
  9. (Seminar) Katholieke Universiteit Leuven (2015). Invited speaker.
    Paper: CVaR Bounds with Partial Dependence Information
    Author: Asimit AV
    Co-authors: Gerrard, Russell and Zinchenko, Yuriy
  10. 2015 Seminar - Université de Lausanne. (Seminar) Université de Lausanne (2015). Invited speaker.
    Paper: Tail Dependence Measure for Modelling Financial Extreme Co-movements
    Author: Asimit AV
    Co-authors: Gerrard, Russell, Hou, Yanxi and Peng, Liang
  11. Solvency II Workshop. (Workshop) Bucharest, Romania (2015). Invited speaker.
    Paper: Risk Transfers under Solvency II Regime
    Author: Asimit AV
    Co-authors: Badescu, Alexandru, Haberman, Steven, Kim, Eun-Seok and Tsanakas, Andreas
  12. Recent Developments in Dependence Modelling with Applications in Finance and Insurance - 2nd Edition. (Workshop) Vrije Universiteit Brussel (2015). Invited speaker.
    Paper: Modelling Dependence of Extreme Events
    Author: Asimit AV
    Co-authors: Gerrard, Russell, Hou, Yanxi and Peng, Liang
  13. Dependence and Risk Measures Conference. (Conference) Milano (2015).
    Paper: CVaR Bounds with Partial Dependence Information
    Author: Asimit A.V.
    Co-authors: Zinchenko, Y.
  14. 50th Actuarial Research Conference. (Conference) Toronto, Ontario, Canada (2015).
    Paper: Efficient Risk Allocation within a Non-life Insurance Group under Solvency II Regime
    Author: Asimit AV
    Co-authors: Badescu, Alexandru, Haberman, Steven and Kim, Eun-Seok
  15. 19th International Congress on Insurance: Mathematics and Economics. (Conference) Liverpool, UK (2015).
    Paper: On the Worst and Least Possible Asymptotic Dependence
    Author: Asimit AV
    Co-authors: Gerrard, Russell
  16. 2014 Seminar. (Seminar) University of Liverpool (2014). Invited speaker.
    Paper: Tail Dependence versus measures of association
    Author: Asimit AV
    Co-authors: Hou, Yanxi, Peng, Liang and Chen, Yiqing
  17. 2014 International Workshop on Risk Analysis, Ruin and Extremes. (Workshop) Nankai, China (2014). Invited speaker.
    Paper: Strength of Dependence in Extreme Regions Measured by Kendall's Tau
    Author: Asimit AV
    Co-authors: Tang, Q. and Yuan, Z.
  18. Extreme Events in Finance Conference. (Conference) Royaumont Abbey, France (2014).
    Paper: Characterizing Asymptotic Dependence via Conditional Kendall's tau
    Author: Asimit AV
    Co-authors: Gerrard, Russell, Hou, Yanxi and Peng, Liang
  19. ERCIM 2014. (Conference) Università di Pisa (2014). Invited speaker.
    Paper: Detecting the Asymptotic Dependence and Independence via Measures of Association
    Author: Asimit AV
    Co-authors: Gerrard, Russell, Hou, Yanxi and Peng, Liang
  20. 8th Conference in Actuarial Science & Finance. (Conference) Samos, Greece (2014).
    Paper: Asymptotic Results for Conditional Measures of Association in the Classical Risk Model
    Author: Asimit AV
    Co-authors: Chen, Yiqing
  21. 18th Insurance: Mathematics and Economics Meeting. (Conference) Shanghai, China (2014).
    Paper: Efficient Risk Allocation within a Non-life Insurance Group under Solvency II Regime
    Author: Asimit AV
    Co-authors: Badescu, Alexandru, Haberman, Steven and Kim, Eun-Seok
  22. IME meeting. (Conference) Copenhagen, Denmark (2013).
    Paper: Optimal Reinsurance in the Presence of Counterparty Default Risk
    Author: Asimit AV
    Co-authors: Badescu, AM and Cheung, KC
  23. ERCIM 2013. (Conference) London, UK (2013). Invited speaker.
    Paper: Tail Dependence versus measures of association
    Author: Asimit AV
  24. Actuarial and Financial Mathematics Conference. (Conference) Brussels, Belgium (2013).
    Paper: Optimal Risk Transfer: Capital Efficiency versus Policyholder Welfare
    Author: Asimit AV
    Co-authors: Badescu, AM, Cheung, KC, Tsanakas, A, Verdonck, T
  25. (Seminar) Heriot-Watt University (2012). Invited speaker.
    Paper: Optimal Risk Transfers in Insurance Groups
    Author: Asimit AV
    Co-authors: Alexandru Badescu and Andreas Tsanakas
  26. Actuarial and Risk Measures Workshop on Risk Dependency and Ruin. (Workshop) Piraeus, Greece (2012). Invited speaker.
    Paper: Dependence and Risk Aggregation
    Author: Asimit AV
  27. 2012 IME meeting. (Conference) Hong Kong (2012).
    Paper: Optimal Risk Transfer with Multiple Reinsurers
    Author: Asimit AV
    Co-authors: Alexandru Badescu
  28. 1st European Actuarial Journal Conference. (Conference) Lausanne, Switzerland (2012).
    Paper: Optimal Risk Transfers in Insurance Groups
    Author: Asimit AV
    Co-authors: Alexandru Badescu and Andreas Tsanakas
  29. 2011 Seminar. (Seminar) Lausanne, Switzerland (2011). Invited speaker.
    Paper: OPTIMAL RISK TRANSFER WITH MULTIPLE REINSURERS
    Author: Asimit AV
    Co-authors: Alexandru Badescu
  30. Financial Services Authority Seminar. (Seminar) London, UK (2011). Invited speaker.
    Paper: Intra-Group Risk Transfers and Regulatory Arbitrage
    Author: Asimit A.V.
    Co-authors: Badescu, A. and Tsanakas, A.
  31. Insurance: Mathematics and Economics Annual Meeting. (Conference) Trieste, Italy (2011).
    Paper: Optimal Investment for an Insurance Company
    Author: Asimit A.V.
    Co-authors: Badescu, A., Siu, T. and Zinchenko, Y
  32. Actuarial Teaching and Research Conference. (Conference) (2010). Organising Committee and Session/Day Chair.
  33. Dept. of of Mathematical Sciences, University of Liverpool. (Seminar) Liverpool, UK (2010). Invited speaker.
    Paper: Solvency Capital Requirement via Extreme Value Theory
    Author: Asimit V.
    Co-authors: Badescu, A. and Jones, B.
  34. 2010 Seminar - Dept. of Mathematics, University of Leicester. (Seminar) Leicester, UK (2010). Invited speaker.
    Paper: Solvency Capital Requirement via Extreme Value Theory
    Author: Asimit V.
    Co-authors: Badescu, A. and Jones, B.
  35. 2010 Seminar - Cass Business School, City University. (Seminar) London, UK (2010). Invited speaker.
    Paper: Optimal Investment for an Insurance Company
    Author: Asimit V.
    Co-authors: Badescu, A. and Siu, K.
  36. Insurance: Mathematics and Economics Annual Meeting. (Conference) Toronto, Ontario, Canada (2010).
    Paper: Asymptotic Approximations of the CTE Capital Allocations
    Author: Asimit V.
    Co-authors: Furman, E., Tang, Q. and Vernic, R.
  37. Actuarial Teaching and Research Conference. (Conference) Manchester, UK (2010).
    Paper: Optimal Investment for an Insurance Company
    Author: Asimit V
    Co-authors: Badescu, A. and Siu, K.
  38. 2009 Seminar - Dept. of Statistical & Actuarial Sciences, University of Western Ontario. (Seminar) London, Ontario, Canada (2009). Invited speaker.
    Paper: Extremes on the Discounted Aggregate Claims in a time Dependent Model
    Author: Asimit V.
    Co-authors: Badescu, A.
  39. 2008 Seminar - Dept. of Statistics, University of Toronto. (Seminar) Toronto, Ontario, Canada (2008). Invited speaker.
    Paper: Asymptotic Tail Probabilities for Large Claims Reinsurance of a Portfolio of Dependent Risks
    Author: Asimit V.
    Co-authors: Jones, B.
  40. 2008 Seminar - Dept. of Statistics and Actuarial Science, University of Waterloo. (Seminar) Waterloo, Ontario, Canada (2008). Invited speaker.
    Paper: Solvency Capital Requirement Via Extreme Value Theory
    Author: Asimit V.
    Co-authors: Badescu, A. and Jones, B.
  41. Statistical Society of Canada Annual Meeting. (Conference) Ottawa, Ontario, Canada (2008).
    Paper: Dependence and the Asymptotic Behaviour of Large Claims Reinsurance
    Author: Asimit V.
    Co-authors: Jones, B.
  42. Copula Models : Theory and Applications. (Conference) Quebec City, Quebec, Canada (2008).
    Paper: Extremes on the Discounted Aggregate Claims in a time Dependent Model
    Author: Asimit V.
    Co-authors: Badescu, A.
  43. Dept. of Statistics and Actuarial Science, University of Waterloo. (Seminar) Waterloo, Ontario, Canada (2007). Invited speaker.
    Paper: Asymptotic Tail Probabilities for Sums of Dependent Random Variables
    Author: Asimit V.
    Co-authors: Jones, B.
  44. Dept. of Mathematics and Statistics, York University. (Seminar) Toronto, Ontario, Canada (2007). Invited speaker.
    Paper: Dependence and the Asymptotic Behaviour of Large Claims Reinsurance
    Author: Asimit V.
    Co-authors: Jones, B.
  45. Insurance: Mathematics and Economics Annual Meeting. (Conference) Piraeus, Greece (2007).
    Paper: Extreme Behaviour of Bivariate Elliptical Distributions
    Author: Asimit V.
    Co-authors: Jones, B.
  46. Statistical Society of Canada Annual Meeting. (Conference) London, Ontario, Canada (2006).
    Paper: On the Extreme Behaviour of Continuous Bivariate Elliptical Distributions
    Author: Asimit V.
    Co-authors: Jones, B.
  47. Insurance: Mathematics and Economics Annual Meeting. (Conference) Leuven, Belgium (2006).
    Paper: Extreme Behaviour of Multivariate Phase-Type Distributions
    Author: Asimit V
    Co-authors: Jones, B.
  48. Actuarial Research Conference. (Conference) Montreal, Quebec, Canada (2006).
    Paper: Extreme Behaviour of Multivariate Phase-Type Distributions
    Author: Asimit V.
    Co-authors: Jones, B.