## List of Recent Publications

__Ph.D. DISSERTATION__

##### 1. Furman, E. (2006). *
Tail based risk measures and some multivariate dependence structures, *
Summa Cum Laude. Department of Statistics, University of Haifa, Israel.
(Scientific advisor: Prof. Zinoviy Landsman).

__M.A. DISSERTATION__

##### 2. Furman, E. (2004). *Tail conditional expectation in the case
of a multivariate gamma portfolio with commoon rate parameters,*
(Grade 98/100). Department of Statistics, University of Haifa, Israel.
(Scientific advisor: Prof. Zinoviy Landsman).

####

__REFERRED ARTICLES IN ACTUARIAL MATHEMATICS__

#####
Furman, E., Kuznetsov, A. and Zitikis, R. (2018). "Weighted Risk Capital Allocations in the Presence of Systematic Risk." * Insurance: Mathematics and Economics *, to appear.

#####
Su, J. and Furman, E. (2017). "Multiple "Risk Factor Dependence Structures:
Copulas and related properties." * Insurance: Mathematics and Economics * 74, 109 - 121.
This paper is akin to Chapter 3 in Jianxi Su's Ph.D. dissertation.

#####
Su, J. and Furman, E. (2017). "Multiple Risk Factor Dependence Structures:
Distributional Properties." * Insurance: Mathematics and Economics * 76, 56 - 68.
This paper is akin to Chapter 2 in Jianxi Su's Ph.D. dissertation.

#####
Furman, E., Wang, R. and Zitikis, R. (2017). "Gini-type Measures of Risk and
Variability: Gini Shortfall, Capital Allocations, and Heavy-tailed Risks."
* Journal of Banking and Finance * 83, 70 - 84.

#####
Furman, E. and Zitikis, R. (2017). "Beyond the Pearson Correlation: Heavy-
tailed Risks, Weighted Gini Correlations, and a Gini-type Weighted Insurance
Pricing Model." * ASTIN Bulletin * 83, 70 - 84.

#####
Su, J. and Furman, E. (2017). "A Form of Multivariate Pareto Distribution
with application to financial risk measurement." * ASTIN Bulletin * 47(1), 331 - 357.
This paper is akin to Chapter 1 in Jianxi Su's Ph.D. dissertation.

#####
Furman, E., Kuznetsov, A., Su, J. and Zitikis, R. (2016). "The Maximal Tail
Dependence Path of the Gaussian Copula is Diagonal." * Insurance: Mathematics
and Economics * 69, 97 - 103.

#####
Asimit, V., Furman, E. and Vernic, R. (2016).
"Statistical Inference for a New Class of Multivariate Pareto Distributions." * Communications in Statistics - Simulation and Computation * 45(2), 456 - 471.

#####
Furman, E., Su, J. and Zitikis, R. (2015). "Paths and Indices of Maximal Tail
Dependence." * ASTIN Bulletin * 45(3), 661 - 678.

#####
Marri, F. and Furman, E. (2012). "Pricing compound Poisson processes with the
Farlie-Gambel-Morgenstern dependence structure." * Insurance:
Mathematics and Economics, * 51(1), 151 - 157. Fouad Marri was a Post-Doctoral Fellow that worked with me during 2009 -- 2010.

#####
Asimit, V., Furman, E., Tang, Q. and Vernic, R. (2011). "Asymptotics for risk capital allocations based on conditional tail expectation." * Insurance:
Mathematics and Economics, * 49(3), 310 - 324. This paper was awarded the Fortis Prize
for the best paper published/presented in 2010 in the Insurance: Mathematics and Economics
journal/congress.

#####
Furman, O. and Furman, E. (2010). "On some layer-based risk measures with applications
to exponential dispersion models." Special issue of the * Journal of Probability and
Statistics *, in press.

#####
Zitikis, R., Furman,E., Necir, A., Neslehova, J., and Puri, M. L. (2010). Editorial: "Actuarial and Financial Risks: Models, Statistical Inference, and Case
Studies." Journal of Probability and Statistics, Special Issue on Actuarial and
Financial Risks: Models, Statistical Inference, and Case Studies.

#####
Furman, E. and Zitikis, R. (2010. "General Stein-type covariance decompositions
with applications to insurance and finance." * ASTIN Bulletin* 40(1), 369 - 375.

#####
Furman, E. and Landsman, Z. (2010). "Multivariate Tweedie distributions and some
related capital-at-risk analysis." *Insurance: Mathematics
and Economics* 46(2), 351 - 361.

#####
Asimit, V. A., Furman, E. and Vernic, R. (2010).
"On a multivariate Pareto distribution."
*Insurance: Mathematics and Economics* 46(2), 308 - 316.

#####
Furman, E. and Zitikis, R. (2009). "Weighted pricing functionals." *North
American Actuarial Journal* 13(4).

#####
Furman, E. and Landsman, Z. (2008). "Economic capital allocations
for non-negative portfolios of dependent risks."
*ASTIN Bulletin* 38(2), 601 - 619.

#####
Furman, E. and Zitikis, R. (2008).
"Monotonicity properties of the composition of
regularized and inverted-regularized gamma
functions with applications."
*Journal of Mathematical Analysis and Applications*
348(2), 971 - 976

#####
Furman, E. and Zitikis, R. (2008).
"Weighted risk capital allocations."
*Insurance: Mathematics and Economics*
43(2), 263 - 270. This paper was awarded the Fortis Prize
for the best paper published/presented in 2008 in the Insurance: Mathematics and Economics
journal/congress.

#####
Furman, E. and Zitikis, R. (2008).
"Monotonicity of a ratio
of incomplete Gamma functions
with actuarial applications."
*Journal of Inequalities in Pure and Applied Mathematics*
9(3), 1 - 6.

#####
Furman, E. (2008).
"On a multivariate Gamma distribution".
*Statistics and Probability Letters* 78(15), 2353 - 2360.
See also, the erratum bu Su, J. and Furman, E. in
*Statistics and Probability Letters* 82(5), 1040 - 1041.

#####
Furman, E. and Zitikis, R. (2008).
"Weighted premium calculation principles".
*Insurance: Mathematics and Economics* 42(1), 459 - 465

#####
Furman, E. and Zitikis, R. (2007).
"Discussion of 'An actuarial premium pricing model for nonnormal insurance and financial
risks in incomplete markets' by Landsman, Z. and Sherris, M.".
*North American Actuarial Journal* 11(3).

#####
Furman, E. (2007).
“On the convolution of the Negative Binomial
random variables.”
*Statistics and Probability Letters *77(2), 169 -
172.

#####
Furman, E. and Landsman, Z. (2006).
“On some risk-adjusted tail-based
risk measures.”
*Journal of Actuarial Practice (JoAP)* 13, 175 - 191.

#####
Furman, E. and Landsman, Z (2006).
“Tail
variance premium with applications for elliptical portfolio of risks.
*ASTIN Bulletin *
36(2), 433 - 462.

#####
Furman, E. and Landsman, Z. (2005).
“Risk capital decomposition for a multivariate dependent gamma portfolio.”
*Insurance: Mathematics and Economics* 37, 635 - 649.

####

__ARTICLES IN REFERRED CONFERENCE PROCEEDINGS IN ACTUARIAL MATHEMATICS__

#####
Furman, E. and Zitikis, R. (2009).
“Weighted pricing functionals.”
Actuarial Research Clearing House, 2009.1.

#####
Furman, E. and Zitikis, R. (2009).
“General Stein-type decompositions of covariances
and the capital asset pricing model.”
Proceedings of the Midwest Finance Association (MFA), Vol 6,
(Ed.: L. E. Blose).

#####

__REFEREED ARTICLES IN COMPUTER SCIENCE__

#####
Berkovsky S., Eitani Y., Furman E. and Makov U.
(2004). “Developing framework for
insurance underwriting expert system,” IJSIT Lecture Notes, Database
and Expert systems, 191 - 197.

__TECHNICAL REPORTS__

#####
1. Furman, E. (2008) "Applying the Solvency 2 Accord in Israel:
Technical Provisions' Calculations in the Context
of Non-Hedgeable Risks." Report for the Ministry of Finance, Jerusalem, Israel.

#####
2. Furman, E. and Salama, E. (2007) “Time series
analysis: toward X-13-ARIMA-SEATS.” Report for the Central Bureau of
Statistics, Jerusalem, Israel.

##### 3. Furman, E. and Salama, E. (2007) “Time series analysis: a
brief review.” Report for the Central Bureau of Statistics, Jerusalem,
Israel.

##### 4. Furman, E. and Landsman, Z. (2006) “Multivariate Tweedie
distributions and some related capital-at-risk analysis,” Technical report N
06-12-1, Actuarial research center, University of Haifa.

##### 5. Furman, E. and Landsman, Z. (2004) “Tail variance premium with
applications for elliptical portfolio of risks,” Technical Report N 04-7-1,
Actuarial Research Center, University of Haifa.

##### 6. Furman, E. and Landsman, Z. (2004) “Risk capital decomposition for a
multivariate gamma portfolio,” Technical Report N 04-5-1, Actuarial Research Center, University of Haifa.