Research Output per year
Fingerprint Dive into the research topics where Petar Jevtic is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
Mortality
Mathematics
Continuous Time
Mathematics
Caterpillar
Mathematics
Marked Point Process
Mathematics
Subordination
Mathematics
Continuous-time Model
Mathematics
Backbone
Mathematics
Poisson process
Mathematics
Network
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Research Output 2013 2019
- 14 Citations
- 3 h-Index
- 7 Article
A continuous-time stochastic model for the mortality surface of multiple populations
Jevtic, P. & Regis, L., Sep 1 2019, In : Insurance: Mathematics and Economics. 88, p. 181-195 15 p.Research output: Contribution to journal › Article
Continuous-time Model
Mortality
Stochastic Model
Data Fusion
Kalman Filter
Multivariate marked poisson processes and market related multidimensional information flows
Jevtic, P., Marena, M. & Semeraro, P., Jan 1 2018, (Accepted/In press) In : International Journal of Theoretical and Applied Finance.Research output: Contribution to journal › Article
Information flow
Asset returns
Poisson process
3
Citations
(Scopus)
A note on Marked Point Processes and multivariate subordination
Jevtic, P., Marena, M. & Semeraro, P., Mar 1 2017, In : Statistics and Probability Letters. 122, p. 162-167 6 p.Research output: Contribution to journal › Article
Marked Point Process
Subordination
Poisson process
Brownian motion
Characteristic Function
1
Citation
(Scopus)
The joint mortality of couples in continuous time
Jevtic, P. & Hurd, T. R., Jul 1 2017, In : Insurance: Mathematics and Economics. 75, p. 90-97 8 p.Research output: Contribution to journal › Article
Mortality
Continuous Time
Pairwise
Consistent Estimation
Stochastic Dynamics
3
Citations
(Scopus)
Assessing the solvency of insurance portfolios via a continuous-time cohort model
Jevtic, P. & Regis, L., Mar 1 2015, In : Insurance: Mathematics and Economics. 61, p. 36-47 12 p.Research output: Contribution to journal › Article
Insurance
Continuous Time
Hedging
Interest Rates
Asset Allocation
Projects 2019 2019
- 1 Active
Railroad cars
Costs
Industry