Edward (Ed) Furman

Edward (Ed)  Furman

York University

H-index: 20

North America-Canada

About Edward (Ed) Furman

Edward (Ed) Furman, With an exceptional h-index of 20 and a recent h-index of 18 (since 2020), a distinguished researcher at York University, specializes in the field of Dependence modelling, risk management, actuarial and economic pricing.

His recent articles reflect a diverse array of research interests and contributions to the field:

To Vaccinate or Not to Vaccinate in a Model with Social Pressure, Morality, and Cognitive Dissonance

UNDERSTANDING THE DEMAND FOR INCLUSIVE INSURANCE: A PILOT STUDY

Virtual Reality Housefire Simulation

Some results on the risk capital allocation rule induced by the Conditional Tail Expectation risk measure

Multiplicative background risk models: Setting a course for the idiosyncratic risk factors distributed phase-type

Discussion on “Size-Biased risk measures of compound sums,” by Michel Denuit, January 2020

Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation

A reconciliation of the top-down and bottom-up approaches to risk capital allocations: Proportional allocations revisited

Edward (Ed) Furman Information

University

Position

Department of Mathematics and Statistics ON Canada

Citations(all)

1641

Citations(since 2020)

794

Cited By

1179

hIndex(all)

20

hIndex(since 2020)

18

i10Index(all)

28

i10Index(since 2020)

25

Email

University Profile Page

Google Scholar

Edward (Ed) Furman Skills & Research Interests

Dependence modelling

risk management

actuarial and economic pricing

Top articles of Edward (Ed) Furman

Title

Journal

Author(s)

Publication Date

To Vaccinate or Not to Vaccinate in a Model with Social Pressure, Morality, and Cognitive Dissonance

Morality, and Cognitive Dissonance

Ida Ferrara

Edward Furman

2023/9/1

UNDERSTANDING THE DEMAND FOR INCLUSIVE INSURANCE: A PILOT STUDY

Ida Ferrara

Edward Furman

Tsvetanka Karagyozova

2023

Virtual Reality Housefire Simulation

Ida Ferrara

Edward Furman

Tsvetanka Karagyozova

Ricardas Zitikis

2022/2/28

Some results on the risk capital allocation rule induced by the Conditional Tail Expectation risk measure

Available at SSRN

Nawaf Mohammed

Edward Furman

Jianxi Su

2021

Multiplicative background risk models: Setting a course for the idiosyncratic risk factors distributed phase-type

Insurance: Mathematics and Economics

Edward Furman

Yisub Kye

Jianxi Su

2021/1/1

Discussion on “Size-Biased risk measures of compound sums,” by Michel Denuit, January 2020

North American Actuarial Journal

Edward Furman

Yisub Kye

Jianxi Su

2021/11/29

Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation

Insurance: Mathematics and Economics

Nawaf Mohammed

Edward Furman

Jianxi Su

2021/11/1

A reconciliation of the top-down and bottom-up approaches to risk capital allocations: Proportional allocations revisited

North American Actuarial Journal

Edward Furman

Yisub Kye

Jianxi Su

2021/7/3

On log-normal convolutions: An analytical–numerical method with applications to economic capital determination

Insurance: Mathematics and Economics

Edward Furman

Daniel Hackmann

Alexey Kuznetsov

2020/1/1

See List of Professors in Edward (Ed) Furman University(York University)

Co-Authors

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