Edward Furman

Associate Professor
Department of Mathematics and Statistics
York University
United States of America

Professor Mathematics
Biography

Edward Furman is an Associate Professor within the Department of Mathematics and Statistics in York University, Toronto, Canada. He completed his Ph.D. in Probability and Statistics (Specialization Actuarial Science), Department of Statistics, University of Haifa, Israel. His research area includes – Actuarial Science: Multivariate families of distributions applied to financial risk measurement, risk measures, risk decomposition techniques, premium principles; Probability Theory; Multivariate Analysis; Inequalities involving special functions; Database and expert systems applications.

Research Intrest

Actuarial Science: Multivariate families of distributions applied to financial risk measurement, risk measures, risk decomposition techniques, premium principles; Probability Theory; Multivariate Analysis; Inequalities involving special functions; Database and expert systems applications.

List of Publications
" Furman E, Su J , Zitikis R(2015) Paths and Indices of Maximal Tail Dependence. ASTIN Bulletin 45:661-78. "
" Asimit V, Furman E ,Vernic R (2016)""Statistical Inference for a New Class of Multivariate Pareto Distributions."" Communications in Statistics - Simulation and Computation 45:456 - 71. "
" Furman E, Kuznetsov A, Su J, Zitikis R (2016) The Maximal Tail Dependence Path of the Gaussian Copula is Diagonal. Insurance: Mathematics and Economics 69:97 -03. "