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Number of items: 11.


Portugal, Luís, Pantelous, Athanasios A and Assa, Hirbod
(2018) Claims Reserving with a Stochastic Vector Projection. North American Actuarial Journal, 22 (1). 22 - 39.


Assa, Hirbod ORCID: 0000-0002-4429-8684 and Okhrati, Ramin
(2018) Designing sound deposit insurances. JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 327. 226 - 242.


Assa, Hirbod
(2016) Financial engineering in pricing agricultural derivatives based on demand and volatility. Agricultural Finance Review, 76 (1). 42 - 53.


Assa, Hirbod, Elliston, Sheridon and Lehrer, Ehud
(2016) Joint games and compatibility. ECONOMIC THEORY, 61 (1). 91 - 113.


Zhuang, Sheng Chao, Weng, Chengguo, Tan, Ken Seng and Assa, Hirbod
(2016) Marginal Indemnification Function formulation for optimal reinsurance. INSURANCE MATHEMATICS & ECONOMICS, 67. 65 - 76.


Assa, Hirbod and Gospodinov, Nikolay
(2018) Market consistent valuations with financial imperfection. Decisions in Economics and Finance, 41 (1). 65 - 90.


Wang, Meng
(2018) On some aspects of quantitative risk management: theoretical and empirical implications for agricultural goods. PhD thesis, University of Liverpool.


Assa, Hirbod, Morales, Manuel and Omidi Firouzi, Hassan
(2016) On the Capital Allocation Problem for a New Coherent Risk Measure in Collective Risk Theory. Risks, 4 (3). 30 - 30.


Assa, Hirbod and Zimper, Alexander
(2018) Preferences over all random variables: Incompatibility of convexity and continuity. JOURNAL OF MATHEMATICAL ECONOMICS, 75. 71 - 83.


Yang, Lin, Pantelous, Athanasios A and Assa, Hirbod
(2016) ROBUST STABILITY, STABILISATION AND H-INFINITY CONTROL FOR PREMIUM-RESERVE MODELS IN A MARKOVIAN REGIME SWITCHING DISCRETE-TIME FRAMEWORK. ASTIN BULLETIN, 46 (3). 746 - 777.


Assa, Hirbod ORCID: 0000-0002-4429-8684 and Gospodinov, Nikolay
(2017) A Robust Approach to Hedging and Pricing in Imperfect Markets. Risks, 5 (3). 36 - 36.

This list was generated on Sun Dec 2 16:23:34 2018 GMT.