Petar Jevtić

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
State Space Modeling of Mortgage Default Rates Under Natural Hazard Shocks North American Actuarial Journal	2026-01-01	Paper
Minimizing bankruptcy probability of a life insurer - Some analytical considerations Scientific Bulletin. Series A. Applied Mathematics and Physics. Politehnica University of Bucharest	2025-04-02	Paper
Spatial natural hedging: a general framework with application to the mortality of U.S. states Scandinavian Actuarial Journal	2025-01-03	Paper
The Basic Reproduction Number for Petri Net Models: A Next-Generation Matrix Approach (available as arXiv preprint)	2025-01-01	Paper
Probabilistic framework for loss distribution of smart contract risk Advances in Complex Systems	2024-05-06	Paper
Multi-population mortality modeling with Lévy processes Decisions in Economics and Finance	2023-11-17	Paper
Stochastic Mortality Models and Pandemic Shocks Springer Actuarial	2022-11-18	Paper
Practical partial equilibrium framework for pricing of mortality-linked instruments in continuous time European Actuarial Journal	2022-07-27	Paper
Modeling frequency and severity of claims with the zero-inflated generalized cluster-weighted models Insurance Mathematics & Economics	2020-11-19	Paper
Spatial patterns of mortality in the United States: a spatial filtering approach Insurance Mathematics & Economics	2020-11-19	Paper
First and second moments of the size distribution of bond percolation clusters on rings, paths and stars Statistics & Probability Letters	2020-03-27	Paper
Dynamic structural percolation model of loss distribution for cyber risk of small and medium-sized enterprises for tree-based LAN topology Insurance Mathematics & Economics	2020-03-20	Paper
A continuous-time stochastic model for the mortality surface of multiple populations Insurance Mathematics & Economics	2019-09-19	Paper
Multivariate marked Poisson processes and market related multidimensional information flows International Journal of Theoretical and Applied Finance	2019-04-18	Paper
The joint mortality of couples in continuous time Insurance Mathematics & Economics	2017-07-17	Paper
A note on marked point processes and multivariate subordination Statistics & Probability Letters	2017-01-16	Paper
Euclidean networks with a backbone and a limit theorem for minimum spanning caterpillars Mathematics of Operations Research	2016-01-29	Paper
Assessing the solvency of insurance portfolios via a continuous-time cohort model Insurance Mathematics & Economics	2015-05-26	Paper
Mortality surface by means of continuous time cohort models Insurance Mathematics & Economics	2014-04-15	Paper

Research outcomes over time

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