Edward Furman

Available identifiers

zbMath Open furman.edwardMaRDI QIDQ343975

List of research outcomes

Publication	Date of Publication	Type
Weighted Pricing Functionals With Applications to Insurance	2022-02-11	Paper
Discussion on “Size-Biased Risk Measures of Compound Sums,” by Michel Denuit, January 2020	2022-02-07	Paper
“An Actuarial Premium Pricing Model for Nonnormal Insurance and Financial Risks in Incomplete Markets”, Zinoviy Landsman and Michael Sherris, January 2007	2022-01-10	Paper
A Reconciliation of the Top-Down and Bottom-Up Approaches to Risk Capital Allocations: Proportional Allocations Revisited	2021-12-18	Paper
Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation	2021-11-19	Paper
Multiplicative background risk models: setting a course for the idiosyncratic risk factors distributed phase-type	2021-03-17	Paper
On log-normal convolutions: an analytical-numerical method with applications to economic capital determination	2020-02-03	Paper
Computing the Gini index: a note	2019-11-07	Paper
PATHS AND INDICES OF MAXIMAL TAIL DEPENDENCE	2018-06-04	Paper
A FORM OF MULTIVARIATE PARETO DISTRIBUTION WITH APPLICATIONS TO FINANCIAL RISK MEASUREMENT	2018-06-04	Paper
BEYOND THE PEARSON CORRELATION: HEAVY-TAILED RISKS, WEIGHTED GINI CORRELATIONS, AND A GINI-TYPE WEIGHTED INSURANCE PRICING MODEL	2018-06-04	Paper
Weighted risk capital allocations in the presence of systematic risk	2018-04-12	Paper
Multiple risk factor dependence structures: distributional properties	2017-09-19	Paper
Multiple risk factor dependence structures: copulas and related properties	2017-05-24	Paper
Tail dependence of the Gaussian copula revisited	2016-11-21	Paper
Statistical Inference for a New Class of Multivariate Pareto Distributions	2016-05-30	Paper
Pricing compound Poisson processes with the Farlie-Gumbel-Morgenstern dependence structure	2014-04-10	Paper
Erratum to ``On a multivariate gamma distribution by E. Furman	2012-07-05	Paper
On a multivariate Pareto distribution	2012-02-10	Paper
Multivariate Tweedie distributions and some related capital-at-risk analyses	2012-02-10	Paper
Asymptotics for risk capital allocations based on conditional tail expectation	2011-12-21	Paper
On some layer-based risk measures with applications to exponential dispersion models	2010-12-01	Paper
General Stein-Type Covariance Decompositions with Applications to Insurance and Finance	2010-06-21	Paper
Weighted risk capital allocations	2010-06-08	Paper
https://portal.mardi4nfdi.de/entity/Q3566017	2010-06-07	Paper
Economic Capital Allocations for Non-negative Portfolios of Dependent Risks	2009-06-25	Paper
Tail Variance Premium with Applications for Elliptical Portfolio of Risks	2009-06-15	Paper
https://portal.mardi4nfdi.de/entity/Q3622903	2009-04-28	Paper
On a multivariate gamma distribution	2008-10-30	Paper
A monotonicity property of the composition of regularized and inverted-regularized gamma functions with applications	2008-10-22	Paper
Weighted premium calculation principles	2008-08-22	Paper
On the convolution of the negative binomial random variables	2007-03-15	Paper
On the convolution of the negative binomial random variables	2007-01-01	Paper
Risk capital decomposition for a multivariate dependent gamma portfolio	2006-03-08	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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