Author's profile

Vali Asimit
Cass Business School


Lecturer in Actuarial Science, Faculty of Actuarial Science and Insurance.

Vali Asimit joined Cass in January 2011 as a Lecturer in Actuarial Science. Previously, he had been a Lecturer in Actuarial Science at the University of Manchester for two years. Vali had studied Economics at the Academy of Economic Studies, Bucharest, Romania. He has an MSc in Statistics from the University of Western Ontario, Canada. He pursued his doctoral research on "Dependence Modelling with Applications in Finance and Insurance" at the University of Western Ontario. As part of his academic work he has published and acted as referee for international statistical and actuarial journals. Vali received the 2010 Fortis Award for the best Insurance: Mathematics and Economics (IME) journal paper presented at the 14th International Congress of IME.

Author articles

  • Insurance groups often comprise a number of distinct legal entities, operating in different territories. Diversification across an insurance group is no trivial matter and the way it operates depends on the group's legal structure.

    In comparison to previous literature on this topic, the focus here is on deriving optimal functional forms of risk transfers. Read the full article and let us know what you think.

    14/01/2013 | 5,891