Dr Hirbod Assa
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Email
h.assa@essex.ac.uk -
Telephone
+44 (0) 1206 872932
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Location
3A.527, Colchester Campus
Teaching and supervision
Current teaching responsibilities
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Mathematics Careers and Employability (MA199)
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Mathematics of Portfolios (MA311)
Publications
Journal articles (9)
Karimi, N., Salavati, E., Assa, H. and Adibi, H., Sensitivity Analysis of Optimal Commodity Decision Making with Neural Networks: A Case for COVID-19. Mathematics. 11 (5), 1202-1202
Assa, H., Lin, L. and Wang, R., Calibrating Distribution Models from PELVE. North American Actuarial Journal, 1-34
Karimi, N., Assa, H., Salavati, E. and Adibi, H., (2023). Calibration of Storage Model by Multi-Stage Statistical and Machine Learning Methods. Computational Economics. 62 (4), 1437-1455
Khodadadyan, A., Researcher, P., Mythen, G., Bishop, B. and Assa, H., (2021). Grasping the nettle? Considering the contemporary challenges of risk assessment. Journal of Risk Research. 24 (12), 1605-1618
Assa, H. and Constantinescu, C., (2021). On the risk consistency and monotonicity of ruin theory. European Actuarial Journal. 11 (2), 709-715
Assa, H. and Zimper, A., (2021). When a combination of convexity and continuity forces monotonicity of preferences. International Journal of Approximate Reasoning. 136, 86-109
Assa, H. and Wang, MS., (2021). Price Index Insurances in the Agriculture Markets. North American Actuarial Journal. 25 (2), 286-311
Zimper, A. and Assa, H., (2021). Preferences over rich sets of random variables: on the incompatibility of convexity and semicontinuity in measure. Mathematics and Financial Economics. 15 (2), 353-380
Assa, H., Sharifi, H. and Lyons, A., (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), 918-934
Book chapters (1)
ASSA, H. and Boonen, TJ., (2021). Risk-Sharing and Contingent Premia in the Presence of Systematic Risk: The Case Study of the UK COVID-19 Economic Losses. In: Pandemics: Insurance and Social Protection. Editors: Boado-Penas, MDC., Eisenberg, J. and Şahin, Ş., . Springer. 95- 126. 978-3-030-78333-4
