H. Assa

发表

Set-Theoretic Reconstructability of Elementary Cellular Automata

H. Assa, 1995 .

Claims Reserving with a Stochastic Vector Projection

A. Pantelous, H. Assa, Luís Portugal, 2018 .

Claims Reserving with a Stochastic Vector Projection

A. Pantelous, H. Assa, Luís Portugal, 2017 .

Preferences over all random variables : incompatibility of convexity and continuity

H. Assa, Alexander Zimper, A. Zimper, 2018 .

On the Capital Allocation Problem for a New Coherent Risk Measure in Collective Risk Theory

H. Firouzi, H. Assa, Manuel Morales, 2016 .

Lebesgue property of convex risk measures for bounded Càdlàg processes

Hirbod Assa, H. Assa, 2011 .

Convex Risk Measures: Lebesgue Property on one Period and Multi Period Risk Measures and Application in Capital Allocation Problem

H. Assa, 2008, 0804.3209.

HEDGING AND PRICING IN INCOMPLETE MARKETS: THEORY AND APPLICATIONS

H. Assa, 2014 .

Modeling Frost Losses: Application to Pricing Frost Insurances

A. Pantelous, H. Assa, Meng Wang, 2017 .

Optimal Risk Allocation in a Market with Non-Convex Preferences

H. Assa, 2014, 1503.04460.

Preferences Over Rich Sets of Random Variables : Semicontinuity in Measure versus Convexity

H. Assa, Alexander Zimper, 2022 .

On Some Aspects of Coherent Risk Measures and their Applications

H. Assa, 2011 .

Good Deals and compatible modification of risk and pricing rule: a regulatory treatment

A. Balbás, H. Assa, 2009 .

Marginal Indemnification Formulation for Optimal Reinsurance

K. S. Tan, Chengguo Weng, H. Assa, 2015 .

A Robust Approach to Hedging and Pricing in Imperfect Markets

Nikolay Gospodinov, H. Assa, 2017 .

Market Consistent and Sub-Consistent Valuations in Incomplete Markets

Nikolay Gospodinov, H. Assa, 2015 .

Hedging and Pricing in Imperfect Markets Under Non-Convexity

Nikolay Gospodinov, H. Assa, 2014 .

Tools and Techniques in Risk Assessment in Public Risk Management Organisations

G. Mythen, H. Assa, Beverley Bishop, 2018 .

Cap & Trap and Alternatives in Price Discrimination

H. Assa, I. Hirsh, 2020, SSRN Electronic Journal.

Trade-Off Between Robust Risk Measurement and Market Principals

H. Assa, 2011 .

BLOW-UP AND NONGLOBAL SOLUTION FOR A FAMILY OF NONLINEAR HIGHER-ORDER EVOLUTION PROBLEM

H. Assa, M. Hesaraki, A. Moumeni, 2006 .

Risk management under a prudential policy

H. Assa, 2015, Decisions in Economics and Finance.

Joint games and compatibility

E. Lehrer, H. Assa, Sheridon Elliston, 2015, Economic Theory.

Risk Sharing for Individual Risks

H. Assa, 2014 .

Characterization of Compact Subsets of $\mathcal{A}^p$ with Respect to Weak Topology

H. Assa, 2008, 0804.2873.

Grasping the nettle? Considering the contemporary challenges of risk assessment

G. Mythen, H. Assa, Beverley Bishop, 2021, Journal of Risk Research.

A Staggered Pricing Approach to Modeling Speculative Storage: Implications for Commodity Price Dynamics

Nikolay Gospodinov, Amal Dabbous, H. Assa, 2013 .

Calibration of Storage Model by Multi-Stage Statistical and Machine Learning Methods

N. Karimi, H. Adibi, H. Assa, 2021, Computational Economics.

An examination of the role of price insurance products in stimulating investment in agriculture supply chains for sustained productivity

Andrew C. Lyons, Hossein Sharifi, Hirbod Assa, 2021, Eur. J. Oper. Res..

Risk management under a prudential policy

H. Assa, 2014 .

Price Index Insurances in the Agriculture Markets

H. Assa, Meng Wang, 2020, North American Actuarial Journal.

Marginal Indemnification Function Formulation for Optimal Reinsurance

K. S. Tan, Chengguo Weng, H. Assa, 2016 .

On Optimal Reinsurance Policy with Distortion Risk Measures and Premiums

H. Assa, 2014, 1406.2950.

Modeling Frost Losses: Application to Pricing Frost Insurance

A. Pantelous, H. Assa, Meng Wang, 2018 .

How do economic variables affect the pricing of commodity derivatives and insurance?

H. Assa, P. Grégoire, Meng Wang, 2017 .

Modelling and pricing of catastrophe risk bonds with a temperature-based agricultural application

C. Turvey, A. Pantelous, H. Assa, 2016 .

Financial engineering in pricing agricultural derivatives based on demand and volatility

H. Assa, 2016 .

Calibrating Distribution Models from PELVE

Ruodu Wang, H. Assa, Liyuan Lin, 2022, North American Actuarial Journal.

Preferences over rich sets of random variables: on the incompatibility of convexity and semicontinuity in measure

H. Assa, A. Zimper, 2020, Mathematics and Financial Economics.

Macro Risk Management: An Insurance Perspective

H. Assa, 2020 .

Natural risk measures

Hirbod Assa, H. Assa, 2016 .

Natural risk measures

H. Assa, 2016, Mathematics and Financial Economics.

Robust stability, stabilisation and H-infinity control for premium-reserve models in a Markovian regime switching discrete-time framework

Lin Yang, Athanasios A. Pantelous, Hirbod Assa, 2016 .

Nonexistence of Solution for Higher Order Evolution Equations and Inequalities

M. Hesaaraki, H. Assa, 2005 .

Joint games and compatibility

Ehud Lehrer, Hirbod Assa, Sheridon Elliston, 2014 .

Risk-Sharing and Contingent Premia in the Presence of Systematic Risk: The Case Study of the UK COVID-19 Economic Losses

H. Assa, T. Boonen, 2021, SSRN Electronic Journal.

Trade-off Between Robust Risk Measurement and Market Principles

Hirbod Assa, H. Assa, 2011, J. Optim. Theory Appl..

Risk measures on the space of infinite sequences

H. Assa, Manuel Morales, 2010 .

Compatibility in Transferable Utility Cooperative Games

H. Assa, Sheridon Elliston, 2012 .

When a combination of convexity and continuity forces monotonicity of preferences

Alexander Zimper, Hirbod Assa, H. Assa, 2021, Int. J. Approx. Reason..

Commodity Price Modeling by Optimal Storage Time

N. Karimi, H. Adibi, H. Assa, 2021 .

Factor Risk Measures

H. Assa, Peng Liu, 2024, SSRN Electronic Journal.

A Fresh Perspective on Systematic Risk and its Principles in Risk Management

H. Assa, 2023, SSRN Electronic Journal.

Trade-off Between Robust Risk Measurement and Market Principles

H. Assa, 2014, Journal of Optimization Theory and Applications.

Hedging, Pareto Optimality, and Good Deals

Keivan Mallahi Karai, H. Assa, 2012, Journal of Optimization Theory and Applications.

Hedging, Pareto Optimality, and Good Deals

Hirbod Assa, Keivan Mallahi Karai, H. Assa, 2011, J. Optim. Theory Appl..