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
Recent external collaboration on country level. Dive into details by clicking on the dots.

## 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 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