Concepedia

Edward Furman

EF

27

Publications

1.1K

Citations

17

H-Index

2005

Active since

Affiliations

York University(Current)

University of Haifa

Western University

Purdue University West Lafayette

Carmel (Israel)

Edward Furman is an author at York University specializing in business, risk management, and statistics.

ORCID

Top concepts

Publications per year

2005–2021

27

Publications

27

Weighted premium calculation principles

Edward Furman, Ričardas Zitikis · Insurance Mathematics and Economics · 2007 · 147 citations

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Tail Variance Premium with Applications for Elliptical Portfolio of Risks

Edward Furman, Zinoviy Landsman · Astin Bulletin · 2006 · 108 citations

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Gini-type measures of risk and variability: Gini shortfall, capital allocations, and heavy-tailed risks

Edward Furman, Ruodu Wang, Ričardas Zitikis · Journal of Banking & Finance · 2017 · 108 citations · Full text

Tail Variance Premium with Applications for Elliptical Portfolio of Risks

Edward Furman, Zinoviy Landsman · Astin Bulletin · 2006 · 107 citations · Full text

, , +18

Risk capital decomposition for a multivariate dependent gamma portfolio

Edward Furman, Zinoviy Landsman · Insurance Mathematics and Economics · 2005 · 102 citations

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