Edit Profile (opens in new tab) Furman, Edward Compute Distance To: Compute Author ID: furman.edward Published as: Furman, Edward Documents Indexed: 33 Publications since 2005 Co-Authors: 12 Co-Authors with 31 Joint Publications 217 Co-Co-Authors all top 5 Co-Authors 2 single-authored 11 Su, Jianxi 11 Zitikis, Ričardas 5 Landsman, Zinoviy M. 4 Kye, Yisub 3 Asimit, Alexandru V. 3 Kuznetsov, Alexey 3 Vernic, Raluca 1 Furman, Olga 1 Hackmann, Daniel 1 Marri, Fouad 1 Mohammed, Nawaf Jaber 1 Tang, Qihe all top 5 Serials 14 Insurance Mathematics & Economics 6 ASTIN Bulletin 4 North American Actuarial Journal 3 Statistics & Probability Letters 1 Journal of Mathematical Analysis and Applications 1 Economics Letters 1 Communications in Statistics. Simulation and Computation 1 JIPAM. Journal of Inequalities in Pure & Applied Mathematics 1 Journal of Actuarial Practice 1 Journal of Probability and Statistics all top 5 Fields 25 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 19 Statistics (62-XX) 6 Probability theory and stochastic processes (60-XX) 1 Real functions (26-XX) 1 Special functions (33-XX) 1 Numerical analysis (65-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 33 Publications have been cited 493 times in 271 Documents Cited by ▼ Year ▼ Weighted premium calculation principles. Zbl 1141.91509Furman, Edward; Zitikis, Ričardas 71 2008 Weighted risk capital allocations. Zbl 1189.62163Furman, Edward; Zitikis, Ričardas 56 2008 Tail variance premium with applications for elliptical portfolio of risks. Zbl 1162.91373Furman, Edward; Landsman, Zinoviy 54 2006 Asymptotics for risk capital allocations based on conditional tail expectation. Zbl 1228.91029Asimit, Alexandru V.; Furman, Edward; Tang, Qihe; Vernic, Raluca 50 2011 Risk capital decomposition for a multivariate dependent gamma portfolio. Zbl 1129.91025Furman, Edward; Landsman, Zinoviy 46 2005 On a multivariate Pareto distribution. Zbl 1231.60013Asimit, Alexandru V.; Furman, Edward; Vernic, Raluca 29 2010 Multivariate Tweedie distributions and some related capital-at-risk analyses. Zbl 1231.91185Furman, Edward; Landsman, Zinoviy 29 2010 On a multivariate gamma distribution. Zbl 1146.62329Furman, Edward 26 2008 Economic capital allocations for non-negative portfolios of dependent risks. Zbl 1274.91379Furman, Edward; Landsman, Zinoviy 22 2008 A form of multivariate Pareto distribution with applications to financial risk measurement. Zbl 1390.62095Su, Jianxi; Furman, Edward 11 2017 Weighted risk capital allocations in the presence of systematic risk. Zbl 1401.91139Furman, Edward; Kuznetsov, Alexey; Zitikis, Ričardas 9 2018 General Stein-type covariance decompositions with applications to insurance and finance. Zbl 1191.62097Furman, Edward; Zitikis, Ričardas 9 2010 Multiplicative background risk models: setting a course for the idiosyncratic risk factors distributed phase-type. Zbl 1460.91221Furman, Edward; Kye, Yisub; Su, Jianxi 8 2021 Beyond the Pearson correlation: heavy-tailed risks, weighted Gini correlations, and a Gini-type weighted insurance pricing model. Zbl 1390.91183Furman, Edward; Zitikis, Ričardas 8 2017 A monotonicity property of the composition of regularized and inverted-regularized gamma functions with applications. Zbl 1155.33002Furman, Edward; Zitikis, Ričardas 7 2008 Paths and indices of maximal tail dependence. Zbl 1390.62089Furman, Edward; Su, Jianxi; Zitikis, Ričardas 7 2015 Statistical inference for a new class of multivariate Pareto distributions. Zbl 1341.62113Asimit, Alexandru V.; Furman, Edward; Vernic, Raluca 7 2016 On the convolution of the negative binomial random variables. Zbl 1108.60010Furman, Edward 6 2007 Multiple risk factor dependence structures: distributional properties. Zbl 1395.91261Su, Jianxi; Furman, Edward 4 2017 On some risk-adjusted tail-based premium calculation principles. Zbl 1192.91116Furman, Edward; Landsman, Zinoviy 4 2006 On log-normal convolutions: an analytical-numerical method with applications to economic capital determination. Zbl 1431.91327Furman, Edward; Hackmann, Daniel; Kuznetsov, Alexey 4 2020 Tail dependence of the Gaussian copula revisited. Zbl 1373.62223Furman, Edward; Kuznetsov, Alexey; Su, Jianxi; Zitikis, Ričardas 4 2016 Pricing compound Poisson processes with the Farlie-Gumbel-Morgenstern dependence structure. Zbl 1284.91257Marri, Fouad; Furman, Edward 3 2012 On some layer-based risk measures with applications to exponential dispersion models. Zbl 1200.91136Furman, Olga; Furman, Edward 3 2010 Monotonicity of ratios involving incomplete gamma functions with actuarial applications. Zbl 1165.60012Furman, Edward; Zitikis, Ricardas 3 2008 A reconciliation of the top-down and bottom-up approaches to risk capital allocations: proportional allocations revisited. Zbl 1479.91321Furman, Edward; Kye, Yisub; Su, Jianxi 2 2021 “An actuarial premium pricing model for nonnormal insurance and financial risks in incomplete markets”, Zinoviy Landsman and Michael Sherris, January 2007. Zbl 1480.91202Furman, Edward; Zitikis, Ričardas 2 2007 Multiple risk factor dependence structures: copulas and related properties. Zbl 1394.62149Su, Jianxi; Furman, Edward 2 2017 Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation. Zbl 1475.91313Mohammed, Nawaf; Furman, Edward; Su, Jianxi 2 2021 Weighted pricing functionals with applications to insurance. Zbl 1483.91194Furman, Edward; Zitikis, Ričardas 2 2009 Erratum to “On a multivariate gamma distribution” by E. Furman. Zbl 1241.62089Su, Jianxi; Furman, Edward 1 2012 Computing the Gini index: a note. Zbl 1425.91356Furman, Edward; Kye, Yisub; Su, Jianxi 1 2019 Discussion on “Size-biased risk measures of compound sums”. Zbl 1483.91193Furman, Edward; Kye, Yisub; Su, Jianxi 1 2021 Multiplicative background risk models: setting a course for the idiosyncratic risk factors distributed phase-type. Zbl 1460.91221Furman, Edward; Kye, Yisub; Su, Jianxi 8 2021 A reconciliation of the top-down and bottom-up approaches to risk capital allocations: proportional allocations revisited. Zbl 1479.91321Furman, Edward; Kye, Yisub; Su, Jianxi 2 2021 Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation. Zbl 1475.91313Mohammed, Nawaf; Furman, Edward; Su, Jianxi 2 2021 Discussion on “Size-biased risk measures of compound sums”. Zbl 1483.91193Furman, Edward; Kye, Yisub; Su, Jianxi 1 2021 On log-normal convolutions: an analytical-numerical method with applications to economic capital determination. Zbl 1431.91327Furman, Edward; Hackmann, Daniel; Kuznetsov, Alexey 4 2020 Computing the Gini index: a note. Zbl 1425.91356Furman, Edward; Kye, Yisub; Su, Jianxi 1 2019 Weighted risk capital allocations in the presence of systematic risk. Zbl 1401.91139Furman, Edward; Kuznetsov, Alexey; Zitikis, Ričardas 9 2018 A form of multivariate Pareto distribution with applications to financial risk measurement. Zbl 1390.62095Su, Jianxi; Furman, Edward 11 2017 Beyond the Pearson correlation: heavy-tailed risks, weighted Gini correlations, and a Gini-type weighted insurance pricing model. Zbl 1390.91183Furman, Edward; Zitikis, Ričardas 8 2017 Multiple risk factor dependence structures: distributional properties. Zbl 1395.91261Su, Jianxi; Furman, Edward 4 2017 Multiple risk factor dependence structures: copulas and related properties. Zbl 1394.62149Su, Jianxi; Furman, Edward 2 2017 Statistical inference for a new class of multivariate Pareto distributions. Zbl 1341.62113Asimit, Alexandru V.; Furman, Edward; Vernic, Raluca 7 2016 Tail dependence of the Gaussian copula revisited. Zbl 1373.62223Furman, Edward; Kuznetsov, Alexey; Su, Jianxi; Zitikis, Ričardas 4 2016 Paths and indices of maximal tail dependence. Zbl 1390.62089Furman, Edward; Su, Jianxi; Zitikis, Ričardas 7 2015 Pricing compound Poisson processes with the Farlie-Gumbel-Morgenstern dependence structure. Zbl 1284.91257Marri, Fouad; Furman, Edward 3 2012 Erratum to “On a multivariate gamma distribution” by E. Furman. Zbl 1241.62089Su, Jianxi; Furman, Edward 1 2012 Asymptotics for risk capital allocations based on conditional tail expectation. Zbl 1228.91029Asimit, Alexandru V.; Furman, Edward; Tang, Qihe; Vernic, Raluca 50 2011 On a multivariate Pareto distribution. Zbl 1231.60013Asimit, Alexandru V.; Furman, Edward; Vernic, Raluca 29 2010 Multivariate Tweedie distributions and some related capital-at-risk analyses. Zbl 1231.91185Furman, Edward; Landsman, Zinoviy 29 2010 General Stein-type covariance decompositions with applications to insurance and finance. Zbl 1191.62097Furman, Edward; Zitikis, Ričardas 9 2010 On some layer-based risk measures with applications to exponential dispersion models. Zbl 1200.91136Furman, Olga; Furman, Edward 3 2010 Weighted pricing functionals with applications to insurance. Zbl 1483.91194Furman, Edward; Zitikis, Ričardas 2 2009 Weighted premium calculation principles. Zbl 1141.91509Furman, Edward; Zitikis, Ričardas 71 2008 Weighted risk capital allocations. Zbl 1189.62163Furman, Edward; Zitikis, Ričardas 56 2008 On a multivariate gamma distribution. Zbl 1146.62329Furman, Edward 26 2008 Economic capital allocations for non-negative portfolios of dependent risks. Zbl 1274.91379Furman, Edward; Landsman, Zinoviy 22 2008 A monotonicity property of the composition of regularized and inverted-regularized gamma functions with applications. Zbl 1155.33002Furman, Edward; Zitikis, Ričardas 7 2008 Monotonicity of ratios involving incomplete gamma functions with actuarial applications. Zbl 1165.60012Furman, Edward; Zitikis, Ricardas 3 2008 On the convolution of the negative binomial random variables. Zbl 1108.60010Furman, 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 1480.91202Furman, Edward; Zitikis, Ričardas 2 2007 Tail variance premium with applications for elliptical portfolio of risks. Zbl 1162.91373Furman, Edward; Landsman, Zinoviy 54 2006 On some risk-adjusted tail-based premium calculation principles. Zbl 1192.91116Furman, Edward; Landsman, Zinoviy 4 2006 Risk capital decomposition for a multivariate dependent gamma portfolio. Zbl 1129.91025Furman, Edward; Landsman, Zinoviy 46 2005 all cited Publications top 5 cited Publications all top 5 Cited by 357 Authors 28 Zitikis, Ričardas 27 Furman, Edward 17 Landsman, Zinoviy M. 13 Su, Jianxi 11 Li, Jinzhu 9 Vernic, Raluca 8 Asimit, Alexandru V. 7 Sordo, Miguel Ángel 6 Gribkova, Nadezhda Viktorovna 5 Denuit, Michel M. 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 Dhaene, Jan 4 Egozcue, Martin 4 Marceau, Étienne 4 Shushi, Tomer 4 Suarez-Llorens, Alfonso 4 Woo, Jae-Kyung 4 Yang, Yang 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 Nadarajah, Saralees 3 Psarrakos, Georgios 3 Ren, Jiandong 3 Robert, Christian Yann 3 Sarabia, José María 3 Tan, Ken Seng 3 Tse, SzeMan 3 Wang, Ying 3 Wen, Limin 3 Xu, Maochao 3 You, Yinping 2 Chan, Stephen Chi-fai 2 Davydov, Youri 2 Hu, Taizhong 2 Ignatieva, Katja 2 Jaunė, Eglė 2 Jørgensen, Bent 2 Kokonendji, Célestin Clotaire 2 Leipus, Remigijus 2 Linders, Daniël 2 Liu, Jiajun 2 Mao, Tiantian 2 Marri, Fouad 2 Maume-Deschamps, Véronique 2 Mulinacci, Sabrina 2 Mussard, Stéphane 2 Necir, Abdelhakim 2 Nkurunziza, Sévérien 2 Ouraga, Téa 2 Pitselis, Georgios 2 Prieto, Faustino 2 Rassoul, Abdelaziz 2 Righi, Marcelo Brutti 2 Rullière, Didier 2 Sánchez-Sánchez, Marta 2 Santolino, Miguel 2 Taylor, Greg 2 Vanduffel, Steven 2 Wang, Kaiyong 2 Willmot, Gordon E. 2 Wong, Wing-Keung 2 Wu, Xianyi 2 Yang, Haizhong 2 Yao, Jing 2 Zhang, Yi 1 Abbasi, Babak 1 Afuecheta, Emmanuel 1 Anguluri, Rajasekhar 1 Arendarczyk, Marek 1 Asadi, Majid 1 Avanzi, Benjamin 1 Azizi, Afsaneh 1 Baena-Mirabete, S. 1 Balakrishnan, Narayanaswamy 1 Bargès, Mathieu 1 Belles-Sampera, Jaume 1 Berkhouch, Mohammed 1 Bhanot, Gyan V. 1 Bladt, Martin 1 Bolancé, Catalina 1 Bølviken, Erik 1 Boonen, Tim J. ...and 257 more Authors all top 5 Cited in 70 Serials 86 Insurance Mathematics & Economics 18 ASTIN Bulletin 17 North American Actuarial Journal 14 Statistics & Probability Letters 10 Scandinavian Actuarial Journal 7 Journal of Multivariate Analysis 7 Methodology and Computing in Applied Probability 6 Communications in Statistics. Theory and Methods 4 Journal of Mathematical Analysis and Applications 4 Lithuanian Mathematical Journal 4 Applied Mathematics and Computation 4 Mathematical Methods of Statistics 4 Dependence Modeling 3 Metrika 3 Metron 3 Statistics 3 Communications in Statistics. Simulation and Computation 3 Journal of Applied Statistics 3 Journal of Probability and Statistics 2 Annals of the Institute of Statistical Mathematics 2 Journal of Applied Probability 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 Extremes 2 Probability in the Engineering and Informational Sciences 2 Brazilian Journal of Probability and Statistics 2 Quantitative Finance 2 Journal of Industrial and Management Optimization 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 Automatica 1 Fuzzy Sets and Systems 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 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 Decisions in Economics and Finance 1 Stochastic Models 1 Entropy 1 Central European Journal of Mathematics 1 Computational Management Science 1 Journal of the Korean Statistical Society 1 The B. E. Journal of Theoretical Economics 1 Science China. Mathematics 1 Sankhyā. Series A 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 1 Journal of the Japan Statistical Society. Japanese Issue all top 5 Cited in 16 Fields 178 Statistics (62-XX) 177 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 87 Probability theory and stochastic processes (60-XX) 9 Numerical analysis (65-XX) 8 Operations research, mathematical programming (90-XX) 3 Real functions (26-XX) 3 Special functions (33-XX) 2 Approximations and expansions (41-XX) 2 Integral transforms, operational calculus (44-XX) 2 Functional analysis (46-XX) 1 Number theory (11-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Computer science (68-XX) 1 Biology and other natural sciences (92-XX) 1 Systems theory; control (93-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year