Professor Vali Asimit (Module Leader)
Professor Vali Asimit is a lecturer in actuarial science at Bayes Business School (formerly Cass), and Founding Course Director (Programme Director) of MSc in Business Analytics Programme. He is also the Module Leader for the ‘Strategic Business Analytics’ course of our online Global MBA programme.
As part of his academic work Professor Asimit has published and acted as referee for international statistical and actuarial journals. He received the 2010 Fortis Award for Best Insurance: Mathematics and Economics (IME) Journal Paper at the 14th International Congress of IME.
Areas of expertise
- Actuarial science
- Actuarial statistics
- Econometric and statistical methods
- Mathematical and quantitative methods
- Portfolio choice
- Risk modelling
Asimit, A.V., Cheung, K.C., Chong, W.F. and Hu, J. (2020). Pareto-optimal insurance contracts with premium budget and minimum charge constraints. Insurance: Mathematics and Economics, 95, pp. 17–27. doi:10.1016/j.insmatheco.2020.08.001.
Asimit, V., Kyriakou, I. and Nielsen, J.P. (2020). Special issue “machine learning in insurance”. Risks, 8(2). doi:10.3390/risks8020054.
Asimit, V., Peng, L., Wang, R. and Yu, A. (2019). An efficient approach to quantile capital allocation and sensitivity analysis. Mathematical Finance, 29(4), pp. 1131–1156. doi:10.1111/mafi.12211.
Connect with Professor Asimit on LinkedIn.
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