Associate Professor
Faculty of Science - Department of Mathematics & Statistics
Phone: 416-736-2100 Ext. 33768
efurman@mathstat.yorku.caKey Areas of Expertise
- Financial and actuarial risk and risk measurement
- Own risk and solvency assessment (ORSA)
- Models for credit risk
- Modeling of dependence with copulas
- Tail dependence
- Economic and actuarial pricing
- Distribution theory
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Awards
Individual Discovery Grant for project ``Quantitative methods for modelling and pricing dependent insurance risks'' - 2014 - 2019
Natural Sciences and Engineering Research Council of Canada
Fortis Chair Prize for best paper - 2011
Insurance: Mathematics and Economics journal/congress
Fortis Chair Prize for the best paper - 2009
Insurance: Mathematics and Economics journal/congress
Junior Faculty Research Grant - 2009
York University
Individual Discovery Grant for project "Dependence concepts and multivariate probability models in financial risk measurement" - 2008 - 2014
Natural Sciences and Engineering Research Council of Canada
Research Grant for From Risk measurement to risk management: a mixed approach" - 2007
Zimmerman Foundation of Banking and Finance
Individual Grants Competition Award - 2007
The Society of Actuaries (SOA) AERF/CKER
Visitor's Grant - 2007
The Caesarea Edmond Benjamin de Rothschild Foundation Institute for Interdisciplinary Applications of Computer Science
Affiliations
Mathematics for Commerce Program
Director
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