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Number of items: 25.


Assa, Hirbod and Hessaraki, Mahmoud
(2006) BLOW-UP AND NONGLOBAL SOLUTION FOR A FAMILY OF NONLINEAR HIGHER-ORDER EVOLUTION PROBLEM. Iranian Journal of Mathematical Sciences and Informatics.


Portugal, Luis, Pantelous, Athanasios A ORCID: 0000-0001-5738-1471 and Assa, Hirbod
(2018) Claims Reserving with a Stochastic Vector Projection. NORTH AMERICAN ACTUARIAL JOURNAL, 22 (1). pp. 22-39.


Ni, Tianyuan
(2019) Data Analysis and Machine Learning: on Long Memory Commodity Time Series. Master of Philosophy thesis, University of Liverpool.


Assa, Hirbod and Okhrati, Ramin
(2018) Designing sound deposit insurances. JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 327. pp. 226-242.


Assa, Hirbod
(2016) Financial engineering in pricing agricultural derivatives based on demand and volatility. AGRICULTURAL FINANCE REVIEW, 76 (1). pp. 42-53.


Khodadadyan, Atousa ORCID: 0000-0002-2884-2467, Mythen, Gabe ORCID: 0000-0002-6528-9031, Bishop, Beverley and Assa, Hirbod
(2021) Grasping the nettle? Considering the contemporary challenges of risk assessment. JOURNAL OF RISK RESEARCH, 24 (12). pp. 1605-1618.


Assa, Hirbod, Eliston, S and Lehrer, E
(2016) Joint games and compatibility. Economic Theory, 61 (1). pp. 91-113.


Khodadadyan, Atousa ORCID: 0000-0002-2884-2467
(2021) Living and Future Tools for Risk Assessment-An Examination of the Possibilities for Fusion. PhD thesis, University of Liverpool.


Du, Juan
(2020) MACHINE LEARNING BASED TRADING STRATEGIES FOR THE CHINESE STOCK MARKET. PhD thesis, University of Liverpool.


Wang, Zizhu
(2023) Machine Learning in Stock and Futures Markets. PhD thesis, University of Liverpool.


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


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). p. 30.


Assa, Hirbod and Constantinescu, Corina ORCID: 0000-0002-5219-3022
(2021) On the risk consistency and monotonicity of ruin theory. European Actuarial Journal, 11 (2). pp. 709-715.


Chen, Y
(2019) Optimal Hedging and Reinsurance Strategies under Risk Measures. PhD thesis, University of Liverpool.


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


Zimper, Alexander and Assa, Hirbod
(2020) Preferences over rich sets of random variables: on the incompatibility of convexity and semicontinuity in measure. Mathematics and Financial Economics, 2020 (2). pp. 353-380.


Assa, Hirbod and Wang, Meng Simon
(2021) Price Index Insurances in the Agriculture Markets. North American Actuarial Journal, 25 (2). pp. 286-311.


Yang, Lin, Pantelous, Athanasios A ORCID: 0000-0001-5738-1471 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). pp. 746-777.


Okhrati, Ramin and Assa, Hirbod
(2017) Representation and approximation of convex dynamic risk measures with respect to strong-weak topologies. STOCHASTIC ANALYSIS AND APPLICATIONS, 35 (4). pp. 604-614.


Assa, Hirbod
(2015) Risk management under a prudential policy. Decisions in Economics and Finance: a journal of applied mathematics, 38 (2). pp. 217-230.


Assa, Hirbod and Gospodinov, Nikolay
(2017) A Robust Approach to Hedging and Pricing in Imperfect Markets. RISKS, 5 (3). p. 36.


Portugal da Costa Lobo Rodrigues dos Santos, L
(2018) STOCHASTIC CLAIMS RESERVING IN INSURANCE WITH REGRESSION MODELS. PhD thesis, University of Liverpool.


Khodadadyan, Atousa ORCID: 0000-0002-2884-2467, Mythen, Gabe ORCID: 0000-0002-6528-9031, Assa, Hirbod and Bishop, Beverley
(2018) Tools and Techniques in Risk Assessment in Public Risk Management Organisations. International Journal of Economics and Management Engineering.


Assa, Hirbod, Sharifi, Hossein ORCID: 0000-0002-8948-1036 and Lyons, Andrew ORCID: 0000-0003-3105-1567
(2021) An examination of the role of price insurance products in stimulating investment in agriculture supply chains for sustained productivity. European Journal of Operational Research, 288 (3). pp. 918-934.

This list was generated on Sun Mar 3 17:53:13 2024 GMT.