| Weighted premium calculation principles E Furman, R Zitikis Insurance: Mathematics and Economics 42 (1), 459-465, 2008 | 174 | 2008 |
| Weighted risk capital allocations E Furman, R Zitikis Insurance: Mathematics and Economics 43 (2), 263-269, 2008 | 160 | 2008 |
| Tail variance premium with applications for elliptical portfolio of risks E Furman, Z Landsman ASTIN Bulletin: The Journal of the IAA 36 (2), 433-462, 2006 | 154 | 2006 |
| Risk capital decomposition for a multivariate dependent gamma portfolio E Furman, Z Landsman Insurance: Mathematics and Economics 37 (3), 635-649, 2005 | 116 | 2005 |
| Asymptotics for risk capital allocations based on conditional tail expectation AV Asimit, E Furman, Q Tang, R Vernic Insurance: Mathematics and Economics 49 (3), 310-324, 2011 | 111 | 2011 |
| Gini-type measures of risk and variability: Gini shortfall, capital allocations, and heavy-tailed risks E Furman, R Wang, R Zitikis Journal of Banking & Finance 83, 70-84, 2017 | 100 | 2017 |
| Weighted pricing functionals with applications to insurance: an overview E Furman, R Zitikis North American Actuarial Journal 13 (4), 483-496, 2009 | 91 | 2009 |
| On a multivariate Pareto distribution AV Asimit, E Furman, R Vernic Insurance: Mathematics and Economics 46 (2), 308-316, 2010 | 80 | 2010 |
| On a multivariate gamma distribution E Furman Statistics & Probability Letters 78 (15), 2353-2360, 2008 | 77 | 2008 |
| Multivariate Tweedie distributions and some related capital-at-risk analyses E Furman, Z Landsman Insurance: Mathematics and Economics 46 (2), 351-361, 2010 | 71 | 2010 |
| Economic capital allocations for non-negative portfolios of dependent risks E Furman, Z Landsman ASTIN Bulletin: The Journal of the IAA 38 (2), 601-619, 2008 | 55 | 2008 |
| A form of multivariate Pareto distribution with applications to financial risk measurement J Su, E Furman ASTIN Bulletin: The Journal of the IAA 47 (1), 331-357, 2017 | 53 | 2017 |
| On the convolution of the negative binomial random variables E Furman Statistics & probability letters 77 (2), 169-172, 2007 | 45 | 2007 |
| Tail dependence of the Gaussian copula revisited E Furman, A Kuznetsov, J Su, R Zitikis Insurance: Mathematics and Economics 69, 97-103, 2016 | 32 | 2016 |
| Computing the Gini index: A note E Furman, Y Kye, J Su Economics Letters 185, 108753, 2019 | 31 | 2019 |
| On log-normal convolutions: An analytical–numerical method with applications to economic capital determination E Furman, D Hackmann, A Kuznetsov Insurance: Mathematics and Economics 90, 120-134, 2020 | 30 | 2020 |
| Weighted risk capital allocations in the presence of systematic risk E Furman, A Kuznetsov, R Zitikis Insurance: Mathematics and Economics 79, 75-81, 2018 | 26 | 2018 |
| On some risk-adjusted tail-based premium calculation principles E Furman, Z Landsman | 24 | 2006 |
| General Stein-type covariance decompositions with applications to insurance and finance E Furman, R Zitikis ASTIN Bulletin: The Journal of the IAA 40 (1), 369-375, 2010 | 22 | 2010 |
| Statistical inference for a new class of multivariate Pareto distributions AV Asimit, E Furman, R Vernic Communications in Statistics-Simulation and Computation 45 (2), 456-471, 2016 | 21 | 2016 |
Ricardas ZitikisSchool of Maths and Stats, Western University (London, Ontario)Verified email at stats.uwo.ca
