• 15 Citations
  • 3 h-Index
20132019
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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

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Research Output 2013 2019

  • 15 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 journalArticle

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 journalArticle

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 journalArticle

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 journalArticle

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 journalArticle

Insurance
Continuous Time
Hedging
Interest Rates
Asset Allocation

Projects 2019 2019

Railroad cars
Costs
Industry