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, Network Risk, Autonomous Systems, Longevity Risk, Pension Mathematics, Property&Casualty, Health Insurance, Mathematical Finance


[15] Jevtić Petar and Lanchier Nicolas. "Percolation Framework For Loss Distribution Of Smart Contract Risks" (Accepted: Advances in Complex Systems, May 2022)

[14] Jevtić Petar and Regis Luca. "A Square-Root Factor-Based Multi-Population Extension of the Mortality Laws" Mathematics 9.19 (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 95 (2020): 28-38.

[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 27.1 (2021): e2379

[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 91 (2020): 209-223.

[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 94 (2020): 79-93.

[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): 108714.

[7] Jevtić Petar and Regis Luca. "A continuous-time stochastic model for the mortality surface of multiple populations" Insurance: Mathematics and Economics 88 (2019): 181- 195.

[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 Vol. 22, No. 02, 1850058 (2019)

[5] Jevtić Petar and Hurd R. Thomas. "The joint mortality of couples in continuous time", Insurance: Mathematics and Economics 75 (2017): 90-97.

[4] Jevtić Petar, Marena Marina, and Semeraro Patrizia. "A note on Marked Point Processes and multivariate subordination", Statistics & Probability Letters 122 (2017): 162-167.

[3] Jevtić Petar and Regis Luca. "Assessing the solvency of insurance portfolios via a continuous-time cohort model" Insurance: Mathematics and Economics 61 (2015): 36- 47.

[2] Jevtić Petar and Steele J. Michael. "Euclidean Networks with a Backbone and a Limit Theorem for Minimum Spanning Caterpillars" Mathematics of Operations Research 40(4) (2015): 992–1004.

[1] Jevtić Petar, Luciano Elisa, and Vigna Elena. "Mortality surface by means of continuous time cohort models" Insurance: Mathematics and Economics 53.1 (2013): 122-133.

Book Chapters:

Regis, Luca, and Jevtic ́ Petar. "Stochastic Mortality Models and Pandemic Shocks" Pandemics: Insurance and Social Protection. Springer, Cham, 2022. 61-74.

Technical Reports:

[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 Inter- national Conference on Automation Science and Engineering (CASE) (pp. 1532-1537). IEEE.

Submitted papers:

[7] 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"

[6] 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"

[6] Cupido Kyran, Jevtić Petar and Boonen Tim. "Space, Mortality, and Economic Growth"

[5] Qin Chengwei, Jevtić Petar and Zhou Hongjuan. "Multi-population Mortality Modelling with Lévy Processes"

[4] 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"

[3] La Salle Axel, Kumar Anil, Jevtić Petar and Boscovic Dragan. "Joint Modeling of Hyperledger Fabric and Sybil attack: Petri Net approach"

[2] Chiardona Stefano, Jevtić Petar and Lanchier Nicolas."Framework for Cyber Risk Loss Distribution of Hospital Infrastructure: Bond Percolation on Mixed Random Graphs Approach"

[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), Casualty Actuarial Society (CAS), and grants from NSF and USAID.