Google Schoolar Link: Petar Jevtic
Research Interests:
Methodological: Predictive Analytics, Stochastic processes and geometry (Lévy Processes, Marked Point Processes, Random Graph Theory, Spatial Point Processes)
Domain: Cyber risk, Smart contract risk, Private Blockchains, Critical Infrastructure, Autonomous Systems, Longevity Risk, Pension Mathematics, Property&Casualty, Health Insurance, Mathematical Finance
Publications:
[24] Kyran Cupido, Petar Jevtić, Luca Regis, and Kenneth Zhou. "Spatial natural hedging: a general framework with application to the mortality of U.S. states" (In press: Scandinavian Actuarial Journal)
[23] Cupido Kyran, Jevtić Petar and Boonen Tim. "Space, Mortality, and Economic Growth" (In press: Journal of Forecasting)
[22] Boyle Esther, Jevtić Petar, and Regis Luca. "Matrix Variate Distributions as a Tool for Insurers and their Application to Natural Hazard Loss Modeling" (In press: Variance Journal)
[21] Sari Cahyaningtias, Petar Jevtić, Traian Pirvu, and TuanTran. “Minimizing bankruptcy probability of a life insurer - some analytical considerations" (2023), U.P.B. Sci. Bull., Series A, Vol. 85, Iss. 4, 91-100.
[20] Qin Chengwei, Jevtić Petar and Zhou Hongjuan. "Multi-population Mortality Modelling with Lévy Processes", Decisions in Economics and Finance (2023)
[19] Chiardona Stefano, Jevtić Petar, and Lanchier Nicolas. "Framework for Cyber Risk Loss Distribution of Hospital Infrastructure: Bond Percolation on Mixed Random Graphs Approach", Risk Analysis (2023)
[18] La Salle Axel, Kumar Anil, Jevtić Petar and Boscovic Dragan. "Joint Modeling of Hyperledger Fabric and Sybil attack: Petri Net approach", Simulation Modelling Practice and Theory (2023)
[17] Martinez Wilmer, Carvalhaes Thomaz, Jevtić Petar and Reddy T. Agami. "A Framework for Quantifying Disaster Level Social Hardship: The case of Hurricane Maria in Puerto Rico", Natural Hazards (2022)
[16] Boyle Esther, Inanlouganji Alireza, Carvalhaes Thomaz, Jevtić Petar, Pedrielli Giulia and Reddy T. Agami. "Social Vulnerability and Power Loss Mitigation: A Case Study of Puerto Rico", International Journal of Disaster Risk Reduction (2022).
[15] Jevtić Petar and Lanchier Nicolas. "Percolation Framework For Loss Distribution Of Smart Contract Risks", Advances in Complex Systems (2022).
[14] Jevtić Petar and Regis Luca. "A Square-Root Factor-Based Multi-Population Extension of the Mortality Laws", Mathematics (2021).
[13] Jevtić Petar, Kwak Minsuk and Pirvu Traian. "Practical Partial Equilibrium Framework for Pricing of Mortality-Linked Instruments in Continuous Time", European Actuarial Journal (2021).
[12] Cupido Kyran, Jevtić Petar and Paez Antonio. "Spatial Patterns of Mortality in the United States: A Spatial Filtering Approach", Insurance: Mathematics and Economics (2020).
[11] Cupido Kyran, Fotheringham A. Stewart, and Jevtić Petar. "Local Modeling of U.S. Mortality Rates: A Multiscale Geographically Weighted Regression Approach", Population, Space and Place (2021).
[10] Jevtić Petar and Lanchier Nicolas. "Dynamic structural percolation model of loss distribution for cyber risk of small and medium-sized enterprises for tree-based LAN topology", Insurance: Mathematics and Economics (2020).
[9] Počuča Nikola, Jevtić Petar, McNicholas Paul and Miljkovic Tatjana."Modeling Frequency and Severity of Claims with the Zero-Inflated Generalized Cluster-Weighted Models", Insurance: Mathematics and Economics (2020).
[8] Jevtić Petar, Lanchier Nicolas, and La Salle Axel. "First and second moments of the size distribution of bond percolation clusters on rings, paths and stars", Statistics & Probability Letters (2020).
[7] Jevtić Petar and Regis Luca. "A continuous-time stochastic model for the mortality surface of multiple populations", Insurance: Mathematics and Economics 88 (2019).
[6] Jevtić Petar, Marena Marina, and Semeraro Patrizia. "Multivariate Marked Poisson Processes and Market Related Multidimensional Information Flows", International Journal of Theoretical and Applied Finance (2019)
[5] Jevtić Petar and Hurd R. Thomas. "The joint mortality of couples in continuous time", Insurance: Mathematics and Economics (2017).
[4] Jevtić Petar, Marena Marina, and Semeraro Patrizia. "A note on Marked Point Processes and multivariate subordination", Statistics & Probability Letters (2017).
[3] Jevtić Petar and Regis Luca. "Assessing the solvency of insurance portfolios via a continuous-time cohort model", Insurance: Mathematics and Economics (2015).
[2] Jevtić Petar and Steele J. Michael. "Euclidean Networks with a Backbone and a Limit Theorem for Minimum Spanning Caterpillars", Mathematics of Operations Research (2015).
[1] Jevtić Petar, Luciano Elisa, and Vigna Elena. "Mortality surface by means of continuous time cohort models", Insurance: Mathematics and Economics (2013).
Book Chapters:
[2] Boscovic, Dragan, Kasim Selçuk Candan, Petar Jevtić, Nicolas Lanchier, Sasa Pesic, and Axel La Salle. "Blockchains for Cybersecurity and AI Systems." Blockchains: Empowering Technologies and Industrial Applications (2023): 215-251.
[1] Regis Luca and Jevtić Petar. "Stochastic Mortality Models and Pandemic Shocks" Pandemics: Insurance and Social Protection. Springer, Cham, 2022.61-74.
Technical Reports:
[6] Chiaradonna Stefano, Jevtić Petar (PI) and Boscovic Dragan (Co-PI) "Zero-Knowledge Proofs: Emerging Opportunities for the Insurance Industry" Oct. 2023, The Society of Actuaries (SOA).
[5] Wilmer Martinez, Kyran Cupido (Co-PI), Jevtić Petar (PI) and Su Jinaxi (Co-PI), "(Social) Determinants of the Demand for Life Insurance". Aug. 2022, SOA Research Institute.
[4] Boyle Esther, Sterner Beckett (Co-PI), Jevtić Petar (PI). "Emerging Risks in the Health Sector: Changing Species Distributions and Seasonality". Jul. 2021, The Society of Actuaries (SOA).
[3] Boyle Esther, Pesic Sasa, Jevtić Petar (PI), Boscovic Dragan (Co-PI)."Peer-to-Peer Insurance: Blockchain Implications". Mar. 2021, The Society of Actuaries (SOA).
[2] Boyle Esther, Sterner Beckett (Co-PI), Kinzig Ann, Jevtić Petar (PI)."New Fire Hazard Risk from Policy Responses to Climate Change". Feb. 2021, The Society of Actuaries (SOA).
[1] Jevtić Petar (PI), Chen Yan (Co-PI) and Shi Yue. "Loss modeling for rollover of autonomous vehicles". Nov. 2019, The Society of Actuaries (SOA).
Refereed Conference Papers:
[1] Carvalhaes Thomaz, Inanlouganji Alireza, Boyle Esther, Jevtić Petar, Pedrielli Giulia, and Reddy Agami, "A Simulation Framework for Service Loss of Power Networks under Extreme Weather Events: A Case of Puerto Rico" In 2020 IEEE 16th International Conference on Automation Science and Engineering (CASE) (pp. 1532-1537). IEEE.
Submitted papers:
[4] Delos Santos, Cody and Boyle, Esther and Jevtić, Petar and Gall, Melanie, "Effects of Natural Hazards on Spatio-Temporal Patterns of (Violent) Crime in the United States"
[3] Chiardona Stefano, Jevtić Petar, Lanchier Nicolas and Pesic Sasha. "Framework for Cyber Risk Loss Distribution of Client-Server Networks: A Bond Percolation Model and Industry Specific Case Studies".
[2] Cupido Kyran, Jevtić Petar and Boonen Tim. "Space, Mortality, and Economic Growth".
[1] Boyle Esther, Jevtić Petar and Regis Luca "Matrix Variate Distributions as a Tool for Insurers and their Application to Natural Hazard Loss Modeling".
Funding: To support my research and my students, I was fortunate to get multiple grants from the Society of Actuaries (SOA), the Casualty Actuarial Society (CAS), and grants from federal agencies such as NSF, NIH, DHS, and USAID.