Edward Furman

York University, Canada 0000-0002-6331-9903

Edward Furman received his Ph.D. degree in probability and mathematical statistics with the specialization in actuarial science from the University of Haifa, Haifa, Israel, in 2007. Back then, he was awarded the Wolf Foundation Prize for being an outstanding doctoral student as well as a variety of research grants by, for example, the Society of Actuaries, the Zimmerman Foundation of Banking and Finance, and the Caesarea Edmond Benjamin de Rothschild Foundation. Since July 2007, Furman has been serving as a Professor (an Assistant Professor from 2007 to 2011 and an Associate Professor with tenure since 2011) at the Department of Mathematics and Statistics, York University, Toronto, ON, Canada, where he has been coordinating the Actuarial Science Program (since 2007) and serving as the Director of the Mathematics for Commerce Program (since 2013). His main areas of expertise are distribution theory (weighted transforms, (multivariate) distributions, convolutions, and dependencies) and risk quantification and pricing (risk measures, capital allocations, and actuarial and economic pricing). Furman has published extensively in leading actuarial journals such as Insurance: Mathematics and Economics, ASTIN Bulletin, and the North American Actuarial Journal, as well as respectful mathematical and statistical journals, for example, the Journal of Mathematical Analysis and Applications, Statistics & Probability Letters, and the Journal of Inequalities in Pure and Applied Mathematics. In 2009, a paper by Furman and Ricardas Zitikis entitled “Weighted risk capital allocations” was awarded the Fortis Chair Prize for the best paper published in Insurance: Mathematics and Economics. Later on, another paper by Furman entitled “Asymptotics for risk capital allocations based on conditional tail expectations” and coauthored with Vali Asimit, Qihe Tang, and Raluca Vernic was awarded the same prize in 2011.

Biography Updated on 30 November 2013

Scholarly Contributions [Data Provided by scopus]