__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.