Hirbod Assa

University College Dublin — Ireland

Decision Sciences · Social Sciences

9h-index318citations80works0.32yr avg
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Research Topics

Risk and Portfolio Optimization(40), Stochastic processes and financial applications(28), Insurance and Financial Risk Management(28), Economic theories and models(15), Insurance, Mortality, Demography, Risk Management(14)

Publications80 total

SYSTEMATIC RISK IN POOLS
International Journal of Theoretical and Applied Finance·2025
Introduction to Quantitative Risk Management and Risk in Agricultural Business: Cutting Edge Quantitative Concepts and Methodologies
Springer Actuarial·2025Open Access
Crude Oil Volatility Forecasting Via Integration of Sentiment Analysis Methods with Heterogeneous Autoregressive Models
SSRN Electronic Journal·2025Open Access
Avocado Production Index Insurance: An Application of Credibility Theory on Heterogeneous Data
Springer Actuarial·2025Open Access
Factor risk measures
SSRN Electronic Journal·2025Open Access
Static Risk Measures in a Frequency-Severity Framework with Systematic Risk: Application in Reinsurance
North American Actuarial Journal·2024
Factor risk measures
arXiv (Cornell University)·2024Open Access
Factor Risk Measures
SSRN Electronic Journal·2024· 2 citedOpen Access
A stochastic optimal stopping model for storable commodity prices
Statistics & Probability Letters·2023Open Access
Calibrating Distribution Models from PELVE
North American Actuarial Journal·2023· 1 cited
Sensitivity Analysis of Optimal Commodity Decision Making with Neural Networks: A Case for COVID-19
Mathematics·2023· 1 citedOpen Access
Quantifying the Differences between the Efficient and Fair Valuation and its Implications
SSRN Electronic Journal·2023Open Access
Anatomy of Systematic Risk in Pools
SSRN Electronic Journal·2023Open Access
Optimal Reinsurance Maximising Dividends: An Infinite-Dimensional Optimisation Approach and Numerical Results
SSRN Electronic Journal·2023Open Access
A Fresh Perspective on Systematic Risk and its Principles in Risk Management
SSRN Electronic Journal·2023Open Access
Calibration of Storage Model by Multi-Stage Statistical and Machine Learning Methods
Computational Economics·2022· 2 citedOpen Access
Calibrating distribution models from PELVE
arXiv (Cornell University)·2022Open Access
Pooling and Systematic Risk
SSRN Electronic Journal·2022Open Access
A New Method for Sensitivity Analysis of Optimal Stopping Problem Using Deep Learning
SSRN Electronic Journal·2022Open Access
Risk-Sharing and Contingent Premia in the Presence of Systematic Risk: The Case Study of the UK COVID-19 Economic Losses
Springer Actuarial·2021· 7 citedOpen Access
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Frequent Co-authors

Nikolay Gospodinov(4), Athanasios A. Pantelous(3), Manuel Morales(3), Keivan Mallahi Karai(3), Ramin Okhrati(3), Alexander Zimper(3), Nader Karimi(3), Erfan Salavati(3), Hojatollah Adibi(3), Calum G. Turvey(2), Alejandro Balbás(2), Tim J. Boonen(2), Atousa Khodadadyan(2), Gabe Mythen(2), Beverley Bishop(2), Sheridon Elliston(2), Ehud Lehrer(2), Amal Dabbous(2), Sheng Chao Zhuang(1), Chengguo Weng(1)