Furman, Edward; Kye, Yisub; Su, Jianxi Discussion on “Size-biased risk measures of compound sums”. (English) Zbl 1483.91193 N. Am. Actuar. J. 25, No. 4, 631-636 (2021). MSC: 91G05 91G70 PDF BibTeX XML Cite \textit{E. Furman} et al., N. Am. Actuar. J. 25, No. 4, 631--636 (2021; Zbl 1483.91193) Full Text: DOI OpenURL
Mohammed, Nawaf; Furman, Edward; Su, Jianxi Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation. (English) Zbl 1475.91313 Insur. Math. Econ. 101, 425-436 (2021). MSC: 91G05 91B32 91G70 PDF BibTeX XML Cite \textit{N. Mohammed} et al., Insur. Math. Econ. 101, 425--436 (2021; Zbl 1475.91313) Full Text: DOI arXiv OpenURL
Furman, Edward; Kye, Yisub; Su, Jianxi Multiplicative background risk models: setting a course for the idiosyncratic risk factors distributed phase-type. (English) Zbl 1460.91221 Insur. Math. Econ. 96, 153-167 (2021). MSC: 91G05 91G45 PDF BibTeX XML Cite \textit{E. Furman} et al., Insur. Math. Econ. 96, 153--167 (2021; Zbl 1460.91221) Full Text: DOI OpenURL
Furman, Edward; Hackmann, Daniel; Kuznetsov, Alexey On log-normal convolutions: an analytical-numerical method with applications to economic capital determination. (English) Zbl 1431.91327 Insur. Math. Econ. 90, 120-134 (2020). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{E. Furman} et al., Insur. Math. Econ. 90, 120--134 (2020; Zbl 1431.91327) Full Text: DOI OpenURL
Furman, Edward; Kuznetsov, Alexey; Zitikis, Ričardas Weighted risk capital allocations in the presence of systematic risk. (English) Zbl 1401.91139 Insur. Math. Econ. 79, 75-81 (2018). MSC: 91B30 PDF BibTeX XML Cite \textit{E. Furman} et al., Insur. Math. Econ. 79, 75--81 (2018; Zbl 1401.91139) Full Text: DOI OpenURL
Su, Jianxi; Furman, Edward A form of multivariate Pareto distribution with applications to financial risk measurement. (English) Zbl 1390.62095 ASTIN Bull. 47, No. 1, 331-357 (2017). MSC: 62H10 62P05 91B30 PDF BibTeX XML Cite \textit{J. Su} and \textit{E. Furman}, ASTIN Bull. 47, No. 1, 331--357 (2017; Zbl 1390.62095) Full Text: DOI arXiv OpenURL
Su, Jianxi; Furman, Edward Multiple risk factor dependence structures: distributional properties. (English) Zbl 1395.91261 Insur. Math. Econ. 76, 56-68 (2017). MSC: 91B30 62P05 62G32 PDF BibTeX XML Cite \textit{J. Su} and \textit{E. Furman}, Insur. Math. Econ. 76, 56--68 (2017; Zbl 1395.91261) Full Text: DOI arXiv OpenURL
Su, Jianxi; Furman, Edward Multiple risk factor dependence structures: copulas and related properties. (English) Zbl 1394.62149 Insur. Math. Econ. 74, 109-121 (2017). MSC: 62P05 62H05 62H10 91B30 PDF BibTeX XML Cite \textit{J. Su} and \textit{E. Furman}, Insur. Math. Econ. 74, 109--121 (2017; Zbl 1394.62149) Full Text: DOI arXiv OpenURL
Furman, Edward; Su, Jianxi; Zitikis, Ričardas Paths and indices of maximal tail dependence. (English) Zbl 1390.62089 ASTIN Bull. 45, No. 3, 661-678 (2015). MSC: 62H05 62G32 62P05 PDF BibTeX XML Cite \textit{E. Furman} et al., ASTIN Bull. 45, No. 3, 661--678 (2015; Zbl 1390.62089) Full Text: DOI arXiv OpenURL
Asimit, Alexandru V.; Furman, Edward; Tang, Qihe; Vernic, Raluca Asymptotics for risk capital allocations based on conditional tail expectation. (English) Zbl 1228.91029 Insur. Math. Econ. 49, No. 3, 310-324 (2011). MSC: 91B30 60G70 60E05 PDF BibTeX XML Cite \textit{A. V. Asimit} et al., Insur. Math. Econ. 49, No. 3, 310--324 (2011; Zbl 1228.91029) Full Text: DOI Link OpenURL
Furman, Edward; Landsman, Zinoviy Multivariate Tweedie distributions and some related capital-at-risk analyses. (English) Zbl 1231.91185 Insur. Math. Econ. 46, No. 2, 351-361 (2010). MSC: 91B30 62H10 62E15 62E20 PDF BibTeX XML Cite \textit{E. Furman} and \textit{Z. Landsman}, Insur. Math. Econ. 46, No. 2, 351--361 (2010; Zbl 1231.91185) Full Text: DOI OpenURL
Asimit, Alexandru V.; Furman, Edward; Vernic, Raluca On a multivariate Pareto distribution. (English) Zbl 1231.60013 Insur. Math. Econ. 46, No. 2, 308-316 (2010). MSC: 60E05 62H10 62E15 PDF BibTeX XML Cite \textit{A. V. Asimit} et al., Insur. Math. Econ. 46, No. 2, 308--316 (2010; Zbl 1231.60013) Full Text: DOI Link OpenURL
Furman, Olga; Furman, Edward On some layer-based risk measures with applications to exponential dispersion models. (English) Zbl 1200.91136 J. Probab. Stat. 2010, Article ID 357321, 19 p. (2010). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{O. Furman} and \textit{E. Furman}, J. Probab. Stat. 2010, Article ID 357321, 19 p. (2010; Zbl 1200.91136) Full Text: DOI EuDML OpenURL
Furman, Edward; Zitikis, Ričardas Weighted pricing functionals with applications to insurance. (English) Zbl 1483.91194 N. Am. Actuar. J. 13, No. 4, 483-496 (2009). MSC: 91G05 PDF BibTeX XML Cite \textit{E. Furman} and \textit{R. Zitikis}, N. Am. Actuar. J. 13, No. 4, 483--496 (2009; Zbl 1483.91194) Full Text: DOI OpenURL
Furman, Edward; Zitikis, Ričardas Weighted risk capital allocations. (English) Zbl 1189.62163 Insur. Math. Econ. 43, No. 2, 263-269 (2008). MSC: 62P05 65C60 91B30 PDF BibTeX XML Cite \textit{E. Furman} and \textit{R. Zitikis}, Insur. Math. Econ. 43, No. 2, 263--269 (2008; Zbl 1189.62163) Full Text: DOI OpenURL
Furman, Edward; Zitikis, Ričardas Weighted premium calculation principles. (English) Zbl 1141.91509 Insur. Math. Econ. 42, No. 1, 459-465 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{E. Furman} and \textit{R. Zitikis}, Insur. Math. Econ. 42, No. 1, 459--465 (2008; Zbl 1141.91509) Full Text: DOI OpenURL
Furman, Edward; Landsman, Zinoviy Tail variance premium with applications for elliptical portfolio of risks. (English) Zbl 1162.91373 Astin Bull. 36, No. 2, 433-462 (2006). MSC: 91B28 91B30 PDF BibTeX XML Cite \textit{E. Furman} and \textit{Z. Landsman}, ASTIN Bull. 36, No. 2, 433--462 (2006; Zbl 1162.91373) Full Text: DOI OpenURL
Furman, Edward; Landsman, Zinoviy Risk capital decomposition for a multivariate dependent gamma portfolio. (English) Zbl 1129.91025 Insur. Math. Econ. 37, No. 3, 635-649 (2005). MSC: 91B30 62E10 62P05 PDF BibTeX XML Cite \textit{E. Furman} and \textit{Z. Landsman}, Insur. Math. Econ. 37, No. 3, 635--649 (2005; Zbl 1129.91025) Full Text: DOI OpenURL