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Author ID: furman.edward Recent zbMATH articles by "Furman, Edward"
Published as: Furman, Edward
Documents Indexed: 33 Publications since 2005
Co-Authors: 12 Co-Authors with 31 Joint Publications
208 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

29 Publications have been cited 436 times in 248 Documents Cited by Year
Weighted premium calculation principles. Zbl 1141.91509
Furman, Edward; Zitikis, Ričardas
64
2008
Weighted risk capital allocations. Zbl 1189.62163
Furman, Edward; Zitikis, Ričardas
53
2008
Tail variance premium with applications for elliptical portfolio of risks. Zbl 1162.91373
Furman, Edward; Landsman, Zinoviy
52
2006
Asymptotics for risk capital allocations based on conditional tail expectation. Zbl 1228.91029
Asimit, Alexandru V.; Furman, Edward; Tang, Qihe; Vernic, Raluca
46
2011
Risk capital decomposition for a multivariate dependent gamma portfolio. Zbl 1129.91025
Furman, Edward; Landsman, Zinoviy
41
2005
Multivariate Tweedie distributions and some related capital-at-risk analyses. Zbl 1231.91185
Furman, Edward; Landsman, Zinoviy
27
2010
On a multivariate Pareto distribution. Zbl 1231.60013
Asimit, Alexandru V.; Furman, Edward; Vernic, Raluca
25
2010
On a multivariate gamma distribution. Zbl 1146.62329
Furman, Edward
24
2008
Economic capital allocations for non-negative portfolios of dependent risks. Zbl 1274.91379
Furman, Edward; Landsman, Zinoviy
18
2008
A form of multivariate Pareto distribution with applications to financial risk measurement. Zbl 1390.62095
Su, Jianxi; Furman, Edward
10
2017
General Stein-type covariance decompositions with applications to insurance and finance. Zbl 1191.62097
Furman, Edward; Zitikis, Ričardas
8
2010
Weighted risk capital allocations in the presence of systematic risk. Zbl 1401.91139
Furman, Edward; Kuznetsov, Alexey; Zitikis, Ričardas
8
2018
A monotonicity property of the composition of regularized and inverted-regularized gamma functions with applications. Zbl 1155.33002
Furman, Edward; Zitikis, Ričardas
7
2008
Beyond the Pearson correlation: heavy-tailed risks, weighted Gini correlations, and a Gini-type weighted insurance pricing model. Zbl 1390.91183
Furman, Edward; Zitikis, Ričardas
7
2017
On the convolution of the negative binomial random variables. Zbl 1108.60010
Furman, Edward
6
2007
Paths and indices of maximal tail dependence. Zbl 1390.62089
Furman, Edward; Su, Jianxi; Zitikis, Ričardas
6
2015
Statistical inference for a new class of multivariate Pareto distributions. Zbl 1341.62113
Asimit, Alexandru V.; Furman, Edward; Vernic, Raluca
5
2016
On some risk-adjusted tail-based premium calculation principles. Zbl 1192.91116
Furman, Edward; Landsman, Zinoviy
4
2006
On log-normal convolutions: an analytical-numerical method with applications to economic capital determination. Zbl 1431.91327
Furman, Edward; Hackmann, Daniel; Kuznetsov, Alexey
4
2020
Multiple risk factor dependence structures: distributional properties. Zbl 1395.91261
Su, Jianxi; Furman, Edward
4
2017
On some layer-based risk measures with applications to exponential dispersion models. Zbl 1200.91136
Furman, Olga; Furman, Edward
3
2010
Monotonicity of ratios involving incomplete gamma functions with actuarial applications. Zbl 1165.60012
Furman, Edward; Zitikis, Ricardas
3
2008
Multiplicative background risk models: setting a course for the idiosyncratic risk factors distributed phase-type. Zbl 1460.91221
Furman, Edward; Kye, Yisub; Su, Jianxi
2
2021
Tail dependence of the Gaussian copula revisited. Zbl 1373.62223
Furman, Edward; Kuznetsov, Alexey; Su, Jianxi; Zitikis, Ričardas
2
2016
Multiple risk factor dependence structures: copulas and related properties. Zbl 1394.62149
Su, Jianxi; Furman, Edward
2
2017
Pricing compound Poisson processes with the Farlie-Gumbel-Morgenstern dependence structure. Zbl 1284.91257
Marri, Fouad; Furman, Edward
2
2012
Computing the Gini index: a note. Zbl 1425.91356
Furman, Edward; Kye, Yisub; Su, Jianxi
1
2019
Erratum to “On a multivariate gamma distribution” by E. Furman. Zbl 1241.62089
Su, Jianxi; Furman, Edward
1
2012
“An actuarial premium pricing model for nonnormal insurance and financial risks in incomplete markets”, Zinoviy Landsman and Michael Sherris, January 2007. Zbl 1480.91202
Furman, Edward; Zitikis, Ričardas
1
2007
Multiplicative background risk models: setting a course for the idiosyncratic risk factors distributed phase-type. Zbl 1460.91221
Furman, Edward; Kye, Yisub; Su, Jianxi
2
2021
On log-normal convolutions: an analytical-numerical method with applications to economic capital determination. Zbl 1431.91327
Furman, Edward; Hackmann, Daniel; Kuznetsov, Alexey
4
2020
Computing the Gini index: a note. Zbl 1425.91356
Furman, Edward; Kye, Yisub; Su, Jianxi
1
2019
Weighted risk capital allocations in the presence of systematic risk. Zbl 1401.91139
Furman, Edward; Kuznetsov, Alexey; Zitikis, Ričardas
8
2018
A form of multivariate Pareto distribution with applications to financial risk measurement. Zbl 1390.62095
Su, Jianxi; Furman, Edward
10
2017
Beyond the Pearson correlation: heavy-tailed risks, weighted Gini correlations, and a Gini-type weighted insurance pricing model. Zbl 1390.91183
Furman, Edward; Zitikis, Ričardas
7
2017
Multiple risk factor dependence structures: distributional properties. Zbl 1395.91261
Su, Jianxi; Furman, Edward
4
2017
Multiple risk factor dependence structures: copulas and related properties. Zbl 1394.62149
Su, Jianxi; Furman, Edward
2
2017
Statistical inference for a new class of multivariate Pareto distributions. Zbl 1341.62113
Asimit, Alexandru V.; Furman, Edward; Vernic, Raluca
5
2016
Tail dependence of the Gaussian copula revisited. Zbl 1373.62223
Furman, Edward; Kuznetsov, Alexey; Su, Jianxi; Zitikis, Ričardas
2
2016
Paths and indices of maximal tail dependence. Zbl 1390.62089
Furman, Edward; Su, Jianxi; Zitikis, Ričardas
6
2015
Pricing compound Poisson processes with the Farlie-Gumbel-Morgenstern dependence structure. Zbl 1284.91257
Marri, Fouad; Furman, Edward
2
2012
Erratum to “On a multivariate gamma distribution” by E. Furman. Zbl 1241.62089
Su, Jianxi; Furman, Edward
1
2012
Asymptotics for risk capital allocations based on conditional tail expectation. Zbl 1228.91029
Asimit, Alexandru V.; Furman, Edward; Tang, Qihe; Vernic, Raluca
46
2011
Multivariate Tweedie distributions and some related capital-at-risk analyses. Zbl 1231.91185
Furman, Edward; Landsman, Zinoviy
27
2010
On a multivariate Pareto distribution. Zbl 1231.60013
Asimit, Alexandru V.; Furman, Edward; Vernic, Raluca
25
2010
General Stein-type covariance decompositions with applications to insurance and finance. Zbl 1191.62097
Furman, Edward; Zitikis, Ričardas
8
2010
On some layer-based risk measures with applications to exponential dispersion models. Zbl 1200.91136
Furman, Olga; Furman, Edward
3
2010
Weighted premium calculation principles. Zbl 1141.91509
Furman, Edward; Zitikis, Ričardas
64
2008
Weighted risk capital allocations. Zbl 1189.62163
Furman, Edward; Zitikis, Ričardas
53
2008
On a multivariate gamma distribution. Zbl 1146.62329
Furman, Edward
24
2008
Economic capital allocations for non-negative portfolios of dependent risks. Zbl 1274.91379
Furman, Edward; Landsman, Zinoviy
18
2008
A monotonicity property of the composition of regularized and inverted-regularized gamma functions with applications. Zbl 1155.33002
Furman, Edward; Zitikis, Ričardas
7
2008
Monotonicity of ratios involving incomplete gamma functions with actuarial applications. Zbl 1165.60012
Furman, Edward; Zitikis, Ricardas
3
2008
On the convolution of the negative binomial random variables. Zbl 1108.60010
Furman, Edward
6
2007
“An actuarial premium pricing model for nonnormal insurance and financial risks in incomplete markets”, Zinoviy Landsman and Michael Sherris, January 2007. Zbl 1480.91202
Furman, Edward; Zitikis, Ričardas
1
2007
Tail variance premium with applications for elliptical portfolio of risks. Zbl 1162.91373
Furman, Edward; Landsman, Zinoviy
52
2006
On some risk-adjusted tail-based premium calculation principles. Zbl 1192.91116
Furman, Edward; Landsman, Zinoviy
4
2006
Risk capital decomposition for a multivariate dependent gamma portfolio. Zbl 1129.91025
Furman, Edward; Landsman, Zinoviy
41
2005
all top 5

Cited by 319 Authors

27 Furman, Edward
26 Zitikis, Ričardas
17 Landsman, Zinoviy M.
11 Su, Jianxi
10 Li, Jinzhu
9 Vernic, Raluca
8 Asimit, Alexandru V.
7 Sordo, Miguel Ángel
5 Gómez-Déniz, Emilio
5 Guillen, Montserrat
5 Kim, Joseph Hyun Tae
5 Li, Xiaohu
5 Makov, Udi E.
5 Šiaulys, Jonas
5 Tang, Qihe
4 Cossette, Hélène
4 Denuit, Michel M.
4 Dhaene, Jan
4 Egozcue, Martin
4 Gribkova, Nadezhda Viktorovna
4 Marceau, Étienne
4 Shushi, Tomer
4 Suarez-Llorens, Alfonso
4 Yuan, Zhongyi
3 Alai, Daniel H.
3 Cai, Jun
3 Calderín Ojeda, Enrique
3 Choo, Weihao
3 de Jong, Piet
3 Eini, Esmat Jamshidi
3 Fuentes García, Luis
3 Hashorva, Enkelejd
3 Hua, Lei
3 Khaloozadeh, Hamid
3 Kuznetsov, Alexey
3 Kye, Yisub
3 Sarabia, José María
3 Tan, Ken Seng
3 Tse, SzeMan
3 Wen, Limin
3 Xu, Maochao
3 Yang, Yang
3 You, Yinping
2 Chan, Stephen Chi-fai
2 Davydov, Youri
2 Hu, Taizhong
2 Ignatieva, Katja
2 Jaunė, Eglė
2 Jørgensen, Bent Søren
2 Kokonendji, Célestin Clotaire
2 Leipus, Remigijus
2 Linders, Daniël
2 Mao, Tiantian
2 Marri, Fouad
2 Maume-Deschamps, Véronique
2 Mulinacci, Sabrina
2 Mussard, Stéphane
2 Nadarajah, Saralees
2 Necir, Abdelhakim
2 Nkurunziza, Sévérien
2 Ouraga, Téa
2 Pitselis, Georgios
2 Prieto, Faustino
2 Psarrakos, Georgios
2 Rassoul, Abdelaziz
2 Righi, Marcelo Brutti
2 Robert, Christian Yann
2 Rullière, Didier
2 Sánchez-Sánchez, Marta
2 Santolino, Miguel
2 Taylor, Greg
2 Vanduffel, Steven
2 Wong, Wing-Keung
2 Woo, Jae-Kyung
2 Wu, Xianyi
2 Yang, Haizhong
2 Yao, Jing
1 Abbasi, Babak
1 Afuecheta, Emmanuel
1 Anguluri, Rajasekhar
1 Arendarczyk, Marek
1 Asadi, Majid
1 Avanzi, Benjamin
1 Baena-Mirabete, S.
1 Balakrishnan, Narayanaswamy
1 Bargès, Mathieu
1 Belles-Sampera, Jaume
1 Berkhouch, Mohammed
1 Bhanot, Gyan V.
1 Bolancé, Catalina
1 Boonen, Tim J.
1 Brahimi, Brahim
1 Buch-Kromann, Tine
1 Buzacott, John Alan
1 Cai, Xiaoqiang
1 Castaño-Martínez, Antonia
1 Cha, Ji Hwan
1 Charpentier, Arthur
1 Chen, Fuqi
1 Chen, Hung-Yin
...and 219 more Authors
all top 5

Cited in 66 Serials

81 Insurance Mathematics & Economics
16 ASTIN Bulletin
15 North American Actuarial Journal
14 Statistics & Probability Letters
10 Scandinavian Actuarial Journal
7 Journal of Multivariate Analysis
6 Methodology and Computing in Applied Probability
5 Communications in Statistics. Theory and Methods
4 Journal of Mathematical Analysis and Applications
4 Lithuanian Mathematical Journal
4 Mathematical Methods of Statistics
4 Dependence Modeling
3 Metrika
3 Applied Mathematics and Computation
3 Metron
3 Statistics
3 Journal of Applied Statistics
3 Journal of Probability and Statistics
2 Journal of Computational and Applied Mathematics
2 Journal of Statistical Planning and Inference
2 Acta Mathematicae Applicatae Sinica. English Series
2 Annals of Operations Research
2 Computational Statistics
2 Journal of Inequalities and Applications
2 Brazilian Journal of Probability and Statistics
2 Quantitative Finance
2 Journal of Statistical Theory and Practice
2 Electronic Journal of Statistics
2 European Actuarial Journal
1 Advances in Applied Probability
1 Journal of Statistical Physics
1 Annals of the Institute of Statistical Mathematics
1 Automatica
1 Fuzzy Sets and Systems
1 Journal of Applied Probability
1 Journal of Optimization Theory and Applications
1 Mathematics of Operations Research
1 Journal of Theoretical Probability
1 Applications of Mathematics
1 Applied Mathematical Modelling
1 Communications in Statistics. Simulation and Computation
1 European Journal of Operational Research
1 Test
1 Journal of Mathematical Sciences (New York)
1 Computational and Applied Mathematics
1 Statistica Sinica
1 Integral Transforms and Special Functions
1 Applied Mathematical Finance
1 Journal of Nonparametric Statistics
1 International Journal of Theoretical and Applied Finance
1 Extremes
1 Decisions in Economics and Finance
1 Stochastic Models
1 Entropy
1 Central European Journal of Mathematics
1 Journal of Industrial and Management Optimization
1 Journal of the Korean Statistical Society
1 The B. E. Journal of Theoretical Economics
1 Science China. Mathematics
1 Chilean Journal of Statistics
1 Afrika Matematika
1 Statistics & Risk Modeling
1 Axioms
1 Bayesian Analysis
1 Journal of Statistical Distributions and Applications
1 Modern Stochastics. Theory and Applications

Citations by Year