Petar Jevtic
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Mail code: 1804Campus: Tempe
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Dr. Petar Jevtic is a Tenured Associate Professor at the School of Mathematical and Statistical Sciences at Arizona State University. Before this, he served as the tenure track Assistant Professor at the same institution, a position he has held since 2017. Prior, he held an Assistant Professor position and a Postdoctoral Fellowship in Mathematical Finance at the Department of Mathematics and Statistics, McMaster University in Canada. He has a Ph.D. in Economics specializing in Applied Mathematics and Statistics from the University of Turin, Italy. In addition, he received a M.Sc. in Economics and a Dipl. Ing. in Computer Science and Engineering from the Faculty of Economics and the Faculty of Engineering, respectively, at the University of Belgrade, Serbia.
Dr. Jevtic's research spans various areas of risk management, actuarial science, and mathematical finance. Specifically, his research focuses on longevity risk, property and casualty insurance, cyber risk, the burgeoning field of risks associated with smart contracts and autonomous systems, and risks induced by climate change. He published in premier theoretical mathematics, statistics, and actuarial science journals, securing multiple patents in cyber risk modeling and pricing. Finally, his work is supported by grants from the Society of Actuaries, the Casualty Actuarial Society, and federal agencies such as the NSF, NIH, and DHS. Dr. Jevtic is passionate about the mathematical conceptualization of risk and is committed to education, mentorship, and research in this realm. His work embodies a match of theoretical expertise and practical impact in the sphere of contemporary risk modeling. He regularly supervises multiple Ph.D. students and occasionally supervises MSc and undergraduate honors thesis students.
Ph.D. Economics - Statistics and Applied Mathematics, Università degli Studi di Torino, Italy 2013
- 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
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[15] Jevtic Petar and Lanchier Nicolas. "Percolation Framework For Loss Distribution Of Smart Contract Risks" (Accepted: Advances in Complex Systems, May 2022)
[14] Jevtic Petar and Regis Luca. "A Square-Root Factor-Based Multi-Population Extension of the Mortality Laws" Mathematics 9.19 (2021)
[13] Jevtic 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, Jevtic 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 Jevtic Petar. "Local Modeling of U.S. Mortality Rates: A Multiscale Geographically Weighted Regression Approach", Population, Space and Place 27.1 (2021): e2379
[10] Jevtic 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] Pocuca Nikola, Jevtic 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] Jevtic 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] Jevtic 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] Jevtic 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] Jevtic Petar1 and Hurd R. Thomas. "The joint mortality of couples in continuous time", Insurance: Mathematics and Economics 75 (2017): 90-97.
[4] Jevtic Petar, Marena Marina, and Semeraro Patrizia. "A note on Marked Point Processes and multivariate subordination", Statistics & Probability Letters 122 (2017): 162-167.
[3] Jevtic 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] Jevtic 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] Jevtic Petar, Luciano Elisa, and Vigna Elena. "Mortality surface by means of continuous time cohort models" Insurance: Mathematics and Economics 53.1 (2013): 122-133.
Courses
2025 Spring
Course Number | Course Title |
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MAT 493 | Honors Thesis |
APM 792 | Research |
APM 799 | Dissertation |
STP 792 | Research |
STP 799 | Dissertation |
ACT 561 | Machine Learning: Risk Mgmt |
STP 795 | Continuing Registration |
ACT 494 | Special Topics |
MAT 590 | Reading and Conference |
APM 799 | Dissertation |
STP 799 | Dissertation |
STP 590 | Reading and Conference |
2024 Fall
Course Number | Course Title |
---|---|
MAT 492 | Honors Directed Study |
MAT 590 | Reading and Conference |
APM 792 | Research |
STP 792 | Research |
MAT 792 | Research |
APM 799 | Dissertation |
MAT 495 | Undergraduate Research |
STP 799 | Dissertation |
ACT 435 | Statistics for Risk Modeling |
ACT 560 | Regression Modeling: Insurance |
ACT 535 | Statistics for Risk Modeling |
APM 795 | Continuing Registration |
DSE 792 | Research |
STP 792 | Research |
ACT 494 | Special Topics |
STP 590 | Reading and Conference |
DSE 792 | Research |
STP 595 | Continuing Registration |
STP 599 | Thesis |
2024 Summer
Course Number | Course Title |
---|---|
STP 792 | Research |
STP 792 | Research |
APM 792 | Research |
APM 792 | Research |
APM 795 | Continuing Registration |
MAT 495 | Undergraduate Research |
STP 792 | Research |
STP 795 | Continuing Registration |
STP 795 | Continuing Registration |
2024 Spring
Course Number | Course Title |
---|---|
MAT 493 | Honors Thesis |
APM 792 | Research |
APM 799 | Dissertation |
STP 792 | Research |
STP 799 | Dissertation |
ACT 561 | Machine Learning: Risk Mgmt |
ACT 301 | Risk Mgmt and Insurance |
ACT 593 | Applied Project |
STP 795 | Continuing Registration |
ACT 301 | Risk Mgmt and Insurance |
ACT 494 | Special Topics |
MAT 590 | Reading and Conference |
APM 799 | Dissertation |
STP 799 | Dissertation |
2023 Fall
Course Number | Course Title |
---|---|
MAT 492 | Honors Directed Study |
APM 792 | Research |
STP 792 | Research |
MAT 792 | Research |
APM 799 | Dissertation |
STP 799 | Dissertation |
STP 590 | Reading and Conference |
STP 595 | Continuing Registration |
2023 Summer
Course Number | Course Title |
---|---|
STP 792 | Research |
STP 792 | Research |
APM 792 | Research |
APM 792 | Research |
APM 795 | Continuing Registration |
MAT 495 | Undergraduate Research |
STP 792 | Research |
2023 Spring
Course Number | Course Title |
---|---|
MAT 493 | Honors Thesis |
APM 792 | Research |
APM 799 | Dissertation |
STP 792 | Research |
STP 799 | Dissertation |
ACT 370 | Software Tools Bus Analytics |
2022 Fall
Course Number | Course Title |
---|---|
MAT 492 | Honors Directed Study |
APM 792 | Research |
STP 792 | Research |
MAT 792 | Research |
STP 799 | Dissertation |
ACT 575 | Portfolio Theory and Risk Mgmt |
2022 Summer
Course Number | Course Title |
---|---|
STP 792 | Research |
STP 792 | Research |
APM 792 | Research |
APM 792 | Research |
MAT 495 | Undergraduate Research |
STP 792 | Research |
2022 Spring
Course Number | Course Title |
---|---|
MAT 493 | Honors Thesis |
APM 792 | Research |
STP 792 | Research |
MAT 275 | Modern Differential Equations |
STP 799 | Dissertation |
2021 Fall
Course Number | Course Title |
---|---|
MAT 492 | Honors Directed Study |
APM 792 | Research |
STP 792 | Research |
MAT 792 | Research |
STP 799 | Dissertation |
ACT 575 | Portfolio Theory and Risk Mgmt |
ACT 301 | Risk Mgmt and Insurance |
2021 Summer
Course Number | Course Title |
---|---|
STP 792 | Research |
STP 792 | Research |
APM 792 | Research |
APM 792 | Research |
ACT 593 | Applied Project |
STP 792 | Research |
2021 Spring
Course Number | Course Title |
---|---|
APM 792 | Research |
STP 792 | Research |
MAT 495 | Undergraduate Research |
STP 799 | Dissertation |
ACT 561 | Data Analytics in Insurance II |
ACT 301 | Risk Mgmt and Insurance |
ACT 593 | Applied Project |
2020 Fall
Course Number | Course Title |
---|---|
APM 792 | Research |
STP 792 | Research |
MAT 792 | Research |
STP 799 | Dissertation |
LIA 194 | Special Topics |
ACT 575 | Portfolio Theory and Risk Mgmt |
ACT 590 | Reading and Conference |
2020 Summer
Course Number | Course Title |
---|---|
STP 792 | Research |
STP 792 | Research |
APM 792 | Research |
APM 792 | Research |
STP 792 | Research |
2020 Spring
Course Number | Course Title |
---|---|
APM 792 | Research |
STP 792 | Research |
STP 799 | Dissertation |
ACT 561 | Data Analytics in Insurance II |
2019 Fall
Course Number | Course Title |
---|---|
APM 792 | Research |
STP 792 | Research |
ACT 593 | Applied Project |
ACT 590 | Reading and Conference |