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Hirbod Assa
Hirbod Assa
Essex school of mathematics, statistics and actuarial sciences
Verified email at essex.ac.uk - Homepage
Title
Cited by
Cited by
Year
Marginal indemnification function formulation for optimal reinsurance
SC Zhuang, C Weng, KS Tan, H Assa
Insurance: Mathematics and Economics 67, 65-76, 2016
1082016
On optimal reinsurance policy with distortion risk measures and premiums
H Assa
Insurance: Mathematics and Economics 61, 70-75, 2015
1042015
An examination of the role of price insurance products in stimulating investment in agriculture supply chains for sustained productivity
H Assa, H Sharifi, A Lyons
European Journal of Operational Research 288 (3), 918-934, 2021
282021
Financial engineering in pricing agricultural derivatives based on demand and volatility
H Assa
Agricultural Finance Review 76 (1), 42-53, 2016
182016
Modelling and pricing of catastrophe risk bonds with a temperature-based agricultural application
N Karagiannis, H Assa, AA Pantelous, CG Turvey
Quantitative Finance 16 (12), 1949-1959, 2016
172016
A financial engineering approach to pricing agricultural insurances
H Assa
Agricultural Finance Review 75 (1), 63-76, 2015
162015
Risk measures on the space of infinite sequences
H Assa, M Morales
Mathematics and Financial Economics 2 (4), 253-275, 2010
162010
Market consistent valuations with financial imperfection
H Assa, N Gospodinov
Decisions in Economics and Finance 41, 65-90, 2018
122018
Designing sound deposit insurances
H Assa, R Okhrati
Journal of Computational and Applied Mathematics 327, 226-242, 2018
122018
Risk management under a prudential policy
H Assa
Decisions in Economics and Finance 38, 217-230, 2015
122015
Price index insurances in the agriculture markets
H Assa, M Wang
North American Actuarial Journal 25 (2), 286-311, 2021
102021
On the capital allocation problem for a new coherent risk measure in collective risk theory
H Assa, M Morales, H Omidi Firouzi
Risks 4 (3), 30, 2016
102016
Good deals and compatible modification of risk and pricing rule: a regulatory treatment
H Assa, A Balbás
Mathematics and Financial Economics 4, 253-268, 2011
102011
Preferences over all random variables: Incompatibility of convexity and continuity
H Assa, A Zimper
Journal of Mathematical Economics 75, 71-83, 2018
92018
Sound deposit insurance pricing using a machine learning approach
H Assa, M Pouralizadeh, A Badamchizadeh
Risks 7 (2), 45, 2019
82019
Hedging, Pareto optimality, and good deals
H Assa, KM Karai
Journal of Optimization Theory and Applications 157, 900-917, 2013
82013
Lebesgue property of convex risk measures for bounded cadlag processes
H Assa
Methods and applications of analysis 18 (3), 335-350, 2011
82011
Claims reserving with a stochastic vector projection
L Portugal, AA Pantelous, H Assa
North American Actuarial Journal 22 (1), 22-39, 2018
72018
Risk-sharing and contingent premia in the presence of systematic risk: The case study of the UK COVID-19 economic losses
H Assa, TJ Boonen
Pandemics: Insurance and social protection, 95-126, 2022
62022
Modeling frost losses: Application to pricing frost insurance
H Assa, M Wang, AA Pantelous
North American Actuarial Journal 22 (1), 137-159, 2018
62018
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