Edward Furman
Management Science and Operations Research · 2005–2017
A researcher in the Science corpus: 10 papers; trusts 33 researchers and is trusted by 10 researchers here, as inferred from the citation graph.
Subfields
- Management Science and Operations Research — 97 citations into it; #2,763 of 11,946 by trust here, #1,867 by citations
- Finance — 69 citations into it; #2,967 of 10,518 by trust here, #2,779 by citations
- Economics and Econometrics — 60 citations into it; #10,577 of 23,481 by trust here, #13,168 by citations
- Demography — 26 citations into it
- Statistics and Probability — 21 citations into it; #7,475 of 12,932 by trust here, #4,964 by citations
- General Decision Sciences — 12 citations into it
Whom Edward Furman trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Zinoviy Landsman
- Andreas Tsanakas
- Michel Denault
- Dirk Tasche
- Emiliano A. Valdez
- Ricardas Zitikis
- B. Jones
- Werner Hürlimann
- Svetlozar T. Rachev
- Shaun S. Wang
Who trusts Edward Furman overall
- Jianxi Su
- Michel Denuit
- Hélène Cossette
- Alexandru V. Asimit
- Ricardas Zitikis
- Zinoviy Landsman
- Ken Seng Tan
- Mélina Mailhot
- É. Marceau
- Arthur Chiragiev
Papers from Edward Furman's perspective
Ordered by how strongly the researchers Edward Furman trusts endorse each paper. Same corpus, a different order for every researcher.
- Convex measures of risk and trading constraints (Finance and Stochastics)
- Modelling Extremal Events for Insurance and Finance
- Tail Conditional Expectations for Elliptical Distributions
- Risk Measures and Comonotonicity: A Review
- Expected shortfall and beyond
- The Theory of Dispersion Models
- An Introduction to Copulas
- Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
- An Introduction to Probability Theory and Its Applications
- Statistical Inference Using Extreme Order Statistics
Their papers
- Risk capital decomposition for a multivariate dependent gamma portfolio (2005) — 103 citations
- Asymptotics for Risk Capital Allocations Based on Conditional Tail Expectation (2011) — 113 citations
- Weighted Premium Calculation Principles (2008) — 157 citations
- Weighted Pricing Functionals With Applications to Insurance (2009) — 74 citations
- Weighted Risk Capital Allocations (2008) — 146 citations
- On a Multivariate Gamma Distribution (2008) — 73 citations
- Gini-Type Measures of Risk and Variability: Gini Shortfall, Capital Allocations, and Heavy-Tailed Risks (2017) — 114 citations
- A FORM OF MULTIVARIATE PARETO DISTRIBUTION WITH APPLICATIONS TO FINANCIAL RISK MEASUREMENT (2016) — 51 citations
- Multivariate Tweedie distributions and some related capital-at-risk analyses (2010) — 68 citations
- On a Multivariate Pareto Distribution (2010) — 94 citations