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Furman, Edward's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
876 |
Total
Citations
57 |
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1.
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Furman, Edward
York University - Department of Mathematics and Statistics Zitikis, Ricardas
University of Western Ontario - Department of Statistical and Actuarial Sciences
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10 Mar 08
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Last Revised:
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08 Jun 10
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178
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4
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Capital Asset Pricing Model, CAPM, Beta, Stein's Lemma, Covariance Decomposition, Linear Regression
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2.
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Furman, Edward
York University - Department of Mathematics and Statistics Zitikis, Ricardas
University of Western Ontario - Department of Statistical and Actuarial Sciences
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05 Mar 08
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Last Revised:
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24 Mar 09
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163
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11
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Weighted distributions, weighted premiums, weighted allocations, Stein's lemma, general covariance decomposition, regression function
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3.
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Furman, Edward
York University - Department of Mathematics and Statistics Zitikis, Ricardas
University of Western Ontario - Department of Statistical and Actuarial Sciences
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18 Jul 07
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Last Revised:
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02 Sep 08
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151
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17
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weighted transform, weighted distribution, weighted premium calculation principle, loaded premium, distorted premium, Esscher's premium, Kamps's premium, conditional tail expectation, tail variance premium, stochastic ordering
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4.
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Furman, Edward
York University - Department of Mathematics and Statistics Landsman, Zinoviy
University of Haifa, Department of Statistics
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02 Sep 08
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Last Revised:
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24 Mar 09
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131
(111,070)
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Economic capital allocations, tail conditional expectation risk measure, multivariate non-negative dependent risks, multivariate Tweedie distributions, multivariate compound Poisson distributions
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5.
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Furman, Edward
York University - Department of Mathematics and Statistics Zitikis, Ricardas
University of Western Ontario - Department of Statistical and Actuarial Sciences
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58
(188,896)
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8
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Weighted distributions, weighted premiums, pri ing functionals, actuarial premium calculation principles, economic premium calculation principles, capital asset pricing model, CAPM, weighted insurance pricing model, WIPM
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6.
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Furman, Edward
York University - Department of Mathematics and Statistics Landsman, Zinoviy
University of Haifa, Department of Statistics
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51
(200,707)
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4
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Exponential dispersion models, multivariate Tweedie family, Cauchy’s functional equations, risk capital allocations, the tail conditional expectation risk measure
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7.
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Asimit, Vali Alexandru
City University London - Faculty of Actuarial Science Furman, Edward
York University - Department of Mathematics and Statistics Vernic, Raluca
Ovidius University of Constanta
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29 Jan 12
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Last Revised:
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25 Jan 13
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42
(217,965)
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Multivariate Pareto distribution, common shock model, maximum likelihood estimation, expectation maximization algorithm, method of moments
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8.
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Asimit, Vali Alexandru
University of Manchester - School of Mathematics Furman, Edward
York University - Department of Mathematics and Statistics Vernic, Raluca
Ovidius University of Constanta
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29 Jul 10
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Last Revised:
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20 Sep 10
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42
(217,965)
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4
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Multivariate Pareto distributions, characterizations, mixtures, dependence, simultaneous loss, economic weighted pricing
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9.
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Furman, Edward
York University - Department of Mathematics and Statistics
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29
(248,439)
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5
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Multivariate reduction, multivariate ladder-type gamma distributions, dependent insurance losses
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10.
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Furman, Edward
York University - Department of Mathematics and Statistics
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25
(260,729)
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Negative Binomial random variables, convolutions
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11.
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Furman, Olga
University of Haifa - Actuarial Research Center Furman, Edward
York University - Department of Mathematics and Statistics
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6
(325,548)
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Layer-based risk measures, (limited) tail conditional expectation, (limited) tail standard deviation, exponential dispersion models
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Records 1 -
11
of 11 matches
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