Edward Furman

1.2k total citations
44 papers, 813 citations indexed

About

Edward Furman is a scholar working on Management Science and Operations Research, Finance and Economics and Econometrics. According to data from OpenAlex, Edward Furman has authored 44 papers receiving a total of 813 indexed citations (citations by other indexed papers that have themselves been cited), including 34 papers in Management Science and Operations Research, 25 papers in Finance and 19 papers in Economics and Econometrics. Recurrent topics in Edward Furman's work include Risk and Portfolio Optimization (22 papers), Probability and Risk Models (18 papers) and Financial Risk and Volatility Modeling (17 papers). Edward Furman is often cited by papers focused on Risk and Portfolio Optimization (22 papers), Probability and Risk Models (18 papers) and Financial Risk and Volatility Modeling (17 papers). Edward Furman collaborates with scholars based in Canada, United States and Israel. Edward Furman's co-authors include Zinoviy Landsman, Ričardas Zitikis, Jianxi Su, Ruodu Wang, Alexey Kuznetsov, Alexandru V. Asimit, Raluca Vernic, Qihe Tang, Shlomo Berkovsky and Yaniv Eytani and has published in prestigious journals such as Journal of Banking & Finance, Journal of Mathematical Analysis and Applications and Economics Letters.

In The Last Decade

Edward Furman

43 papers receiving 776 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Edward Furman Canada 15 587 373 328 255 239 44 813
Fabio Bellini Italy 15 689 1.2× 632 1.7× 415 1.3× 218 0.9× 139 0.6× 41 990
David Vyncke Belgium 10 516 0.9× 488 1.3× 352 1.1× 128 0.5× 232 1.0× 30 838
Shaun S. Wang Singapore 9 731 1.2× 507 1.4× 621 1.9× 137 0.5× 445 1.9× 13 1.2k
Raluca Vernic Romania 14 455 0.8× 276 0.7× 169 0.5× 294 1.2× 201 0.8× 64 664
Emanuela Rosazza Gianin Italy 13 953 1.6× 775 2.1× 408 1.2× 207 0.8× 241 1.0× 41 1.2k
Étienne Marceau Canada 19 867 1.5× 547 1.5× 313 1.0× 375 1.5× 505 2.1× 66 1.1k
Werner Hürlimann United States 14 421 0.7× 314 0.8× 249 0.8× 260 1.0× 192 0.8× 122 778
Michael Kupper Germany 17 800 1.4× 700 1.9× 399 1.2× 122 0.5× 163 0.7× 56 1.1k
Roger J. A. Laeven Netherlands 19 588 1.0× 807 2.2× 634 1.9× 105 0.4× 265 1.1× 74 1.3k
Marco Frittelli Italy 15 979 1.7× 1.1k 2.9× 664 2.0× 131 0.5× 229 1.0× 41 1.4k

Countries citing papers authored by Edward Furman

Since Specialization
Citations

This map shows the geographic impact of Edward Furman's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Edward Furman with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Edward Furman more than expected).

Fields of papers citing papers by Edward Furman

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Edward Furman. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Edward Furman. The network helps show where Edward Furman may publish in the future.

Co-authorship network of co-authors of Edward Furman

This figure shows the co-authorship network connecting the top 25 collaborators of Edward Furman. A scholar is included among the top collaborators of Edward Furman based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Edward Furman. Edward Furman is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Furman, Edward, et al.. (2021). Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation. Insurance Mathematics and Economics. 101. 425–436. 7 indexed citations
2.
Furman, Edward, et al.. (2020). Multiplicative background risk models: Setting a course for the idiosyncratic risk factors distributed phase-type. Insurance Mathematics and Economics. 96. 153–167. 14 indexed citations
3.
Furman, Edward, et al.. (2020). Discussion on “Size-Biased Risk Measures of Compound Sums,” by Michel Denuit, January 2020. North American Actuarial Journal. 25(4). 631–636. 3 indexed citations
4.
Furman, Edward, et al.. (2019). On log-normal convolutions: An analytical–numerical method with applications to economic capital determination. Insurance Mathematics and Economics. 90. 120–134. 13 indexed citations
5.
Su, Jianxi & Edward Furman. (2017). Multiple risk factor dependence structures: Copulas and related properties. Insurance Mathematics and Economics. 74. 109–121. 10 indexed citations
6.
Furman, Edward, Alexey Kuznetsov, & Ričardas Zitikis. (2017). Weighted risk capital allocations in the presence of systematic risk. Insurance Mathematics and Economics. 79. 75–81. 14 indexed citations
7.
Furman, Edward, Alexey Kuznetsov, & Ričardas Zitikis. (2017). Weighted Risk Capital Allocations in the Presence of Systematic Risk. SSRN Electronic Journal. 3 indexed citations
8.
Furman, Edward, et al.. (2012). Pricing compound Poisson processes with the Farlie–Gumbel–Morgenstern dependence structure. Insurance Mathematics and Economics. 51(1). 151–157. 6 indexed citations
9.
Asimit, Alexandru V., Edward Furman, Qihe Tang, & Raluca Vernic. (2011). Asymptotics for risk capital allocations based on Conditional Tail Expectation. Insurance Mathematics and Economics. 49(3). 310–324. 9 indexed citations
10.
Furman, Edward & Zinoviy Landsman. (2010). Multivariate Tweedie Distributions and Some Related Capital-at-Risk Analysis. SSRN Electronic Journal. 14 indexed citations
11.
Furman, Edward & Ričardas Zitikis. (2010). General Stein-Type Covariance Decompositions with Applications to Insurance and Finance. Astin Bulletin. 40(1). 369–375. 3 indexed citations
12.
Furman, Edward & Zinoviy Landsman. (2009). Multivariate Tweedie distributions and some related capital-at-risk analyses. Insurance Mathematics and Economics. 46(2). 351–361. 46 indexed citations
13.
Furman, Edward & Zinoviy Landsman. (2008). Economic Capital Allocations for Non-negative Portfolios of Dependent Risks. Astin Bulletin. 38(2). 601–619. 18 indexed citations
14.
Furman, Edward & Zinoviy Landsman. (2008). Economic Capital Allocations for Non-negative Portfolios of Dependent Risks. Astin Bulletin. 38(2). 601–619. 23 indexed citations
15.
Furman, Edward, et al.. (2008). MONOTONICITY OF RATIOS INVOLVING INCOMPLETE GAMMA FUNCTIONS WITH ACTUARIAL APPLICATIONS. Journal of Inequalities in Pure & Applied Mathematics. 9(3). 5 indexed citations
16.
Furman, Edward & Ričardas Zitikis. (2008). A monotonicity property of the composition of regularized and inverted-regularized gamma functions with applications. Journal of Mathematical Analysis and Applications. 348(2). 971–976. 11 indexed citations
17.
Furman, Edward & Ričardas Zitikis. (2007). Weighted premium calculation principles. Insurance Mathematics and Economics. 42(1). 459–465. 108 indexed citations
18.
Furman, Edward. (2006). On the convolution of the negative binomial random variables. Statistics & Probability Letters. 77(2). 169–172. 21 indexed citations
19.
Furman, Edward & Zinoviy Landsman. (2006). On Some Risk-Adjusted Tail-Based Premium Calculation Principles. Insecta mundi. 9 indexed citations
20.
Berkovsky, Shlomo, Yaniv Eytani, Edward Furman, & Udi Makov. (2004). Developing a framework for insurance underwriting expert system. 191–197. 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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