Hirbod Assa

Management Science and Operations Research · 2014–2016

A researcher in the Science corpus: 2 papers; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 21 citations into it
• Economics and Econometrics — 19 citations into it
• Demography — 8 citations into it
• Finance — 6 citations into it

Whom Hirbod Assa trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. S. Kusuoka
2. Marek Kaluszka
3. Jun Cai
4. Ka Chun Cheung
5. Ken Seng Tan
6. Yichun Chi

Papers from Hirbod Assa's perspective

Ordered by how strongly the researchers Hirbod Assa trusts endorse each paper. Same corpus, a different order for every researcher.

1. On law invariant coherent risk measures
2. Coherent Risk Measures on General Probability Spaces
3. Risk Measures and Comonotonicity: A Review
4. Mixing: Properties and Examples
5. Time Series: Theory and Methods
6. Approximation of Expectation of Diffusion Process and Mathematical Finance
7. Optimal reinsurance under VaR and CTE risk measures
8. Optimal reinsurance under mean-variance premium principles
9. Convex measures of risk and trading constraints (Finance and Stochastics)
10. Insurer's optimal reinsurance strategies

Their papers

• Marginal Indemnification Function formulation for optimal reinsurance (2016) — 108 citations
• On Optimal Reinsurance Policy with Distortion Risk Measures and Premiums (2014) — 108 citations