Alexandru V. Asimit

Management Science and Operations Research · 2010–2011

A researcher in the Science corpus: 3 papers; trusts 10 researchers and is trusted by 9 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 42 citations into it; #4,178 of 11,946 by trust here, #7,638 by citations
• Finance — 29 citations into it; #4,086 of 10,518 by trust here, #7,251 by citations
• Demography — 13 citations into it
• Economics and Econometrics — 13 citations into it; #9,291 of 23,481 by trust here, #21,405 by citations
• Statistics and Probability — 10 citations into it

Whom Alexandru V. Asimit trusts overall

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

1. Qihe Tang
2. Jem N. Corcoran
3. Hansjörg Albrecher *
4. Roger B. Nelsen
5. Edward Furman
6. Jozef L. Teugels
7. Dingcheng Wang
8. Dirk Tasche
9. Andrei L. Badescu
10. Zinoviy Landsman

Who trusts Alexandru V. Asimit overall

1. Qihe Tang
2. Jinzhu Li
3. Mathieu Bargès
4. Edward Furman
5. Hélène Cossette
6. Rong Wu
7. Stéphane Loisel

Papers from Alexandru V. Asimit's perspective

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

1. Risk Measures and Comonotonicity: A Review
2. Quantitative Risk Management: Concepts, Techniques, and Tools
3. A ruin model with dependence between claim sizes and claim intervals
4. Modelling Extremal Events for Insurance and Finance
5. Asymptotic Results for the Sum of Dependent Non-identically Distributed Random Variables
6. Extremes on the discounted aggregate claims in a time dependent risk model
7. THE FINITE-TIME RUIN PROBABILITY OF THE COMPOUND POISSON MODEL WITH CONSTANT INTEREST FORCE
8. Exponential behavior in the presence of dependence in risk theory
9. Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation
10. Heavy Tails of Discounted Aggregate Claims in the Continuous-Time Renewal Model (Journal of Applied Probability)

Their papers

• Extremes on the discounted aggregate claims in a time dependent risk model (2010) — 145 citations
• Asymptotics for Risk Capital Allocations Based on Conditional Tail Expectation (2011) — 113 citations
• On a Multivariate Pareto Distribution (2010) — 94 citations