Z. Landsman

发表

Mean Location and Sample Mean Location on Manifolds

H. Hendriks, Z. Landsman, 1998 .

Stein's Lemma for elliptical random vectors

Z. Landsman, J. Nešlehová, 2008 .

Translation-invariant and positive-homogeneous risk measures and optimal portfolio management

U. Makov, Z. Landsman, 2009 .

Minimization of the root of a quadratic functional under an affine equality constraint

Z. Landsman, 2008 .

Translation-Invariant and Positive-Homogeneous Risk Measures and Optimal Portfolio Management

Z. Landsman, 2009 .

A Generalized Measure for the Optimal Portfolio Selection Problem and its Explicit Solution

U. Makov, Z. Landsman, T. Shushi, 2018 .

A characterization of optimal portfolios under the tail mean–variance criterion

Iqbal Owadally, Zinoviy Landsman, Z. Landsman, 2013 .

Tail Conditional Expectations for Exponential Dispersion Models

Emiliano A. Valdez, Zinoviy Landsman, Z. Landsman, 2005, ASTIN Bulletin.

Tail Conditional Expectations for Elliptical Distributions

Emiliano A. Valdez, Z. Landsman, Zinoviy M. Landsman, 2003 .

University of Haifa Tail Conditional Expectations for Elliptical Distributions 1

Emiliano A. Valdez, Z. Landsman, 2002 .

Statistical meaning of Carlen's superadditivity of the Fisher information

A. Kagan, Z. Landsman, 1997 .

Minimization of the root of a quadratic functional under a system of affine equality constraints with application to portfolio management

Z. Landsman, 2008 .

Optimal portfolios with downside risk

U. Makov, Z. Landsman, F. Klebaner, 2017 .

Risk measures and insurance premium principles

Zinoviy Landsman, Michael Sherris, Z. Landsman, 2001 .

A Multivariate Tweedie Lifetime Model: Censoring and Truncation

Daniel H. Alai, Z. Landsman, M. Sherris, 2015 .

Multivariate tail conditional expectation for elliptical distributions

Udi E. Makov, Zinoviy Landsman, Tomer Shushi, 2016 .

MODELLING INSURANCE LOSSES USING CONTAMINATED GENERALISED BETA TYPE-II DISTRIBUTION

U. Makov, Z. Landsman, J. Chan, 2018, ASTIN Bulletin.

Multivariate Tweedie Distributions and Some Related Capital-at-Risk Analysis

Z. Landsman, Edward Furman, 2010 .

Exchangeable mortality projection

U. Makov, Z. Landsman, Vered Shapovalov, 2019, European Actuarial Journal.

Conditional tail risk measures for the skewed generalised hyperbolic family

Z. Landsman, Katja Ignatieva, 2019, Insurance, Mathematics & Economics.

Economic Capital Allocations for Non-Negative Portfolios of Dependent Risks

Z. Landsman, Edward Furman, 2007 .

Intrinsic objective Bayesian estimation of the mean of the Tweedie family

U. Makov, Z. Landsman, Limor Langbord, 2019, Scandinavian Actuarial Journal.

Asymptotic Behavior of Sample Mean Direction for Spheres

F. Ruymgaart, H. Hendriks, Z. Landsman, 1996 .

On credibility evaluation and the tail area of the exponential dispersion family

U. Makov, Z. Landsman, 2000 .

Exponential dispersion models and credibility

U. Makov, Z. Landsman, 1998 .

Parameter Uncertainty in Exponential Family Tail Estimation

Z. Landsman, A. Tsanakas, 2011, ASTIN Bulletin.

Exponential dispersion models: Second-order minimax estimation of the mean for unknown dispersion parameter

Z. Landsman, S. Bar-Lev, 2006 .

Relation between the covariance and Fisher information matrices

A. Kagan, Z. Landsman, 1999 .

Probabilistic Peak Demand Estimation Using Members of the Clayton Generalized Gamma Copula Family

U. Makov, Z. Landsman, Moshe Kelner, 2022, Energies.

Tail Conditional Expectations for Generalized Skew — Elliptical Distributions

U. Makov, Z. Landsman, T. Shushi, 2013 .

Option Pricing for Symmetric Lévy Returns with Applications

Z. Landsman, K. Hamza, F. Klebaner, 2014, 1402.1554.

The classes of distribution families with the lower bound of fisher information and its meaning in the statistical estimation

Z. Landsman, S. H. Siraždinov, 1983 .

A Multivariate Tail Covariance Measure for Elliptical Distributions

U. Makov, Z. Landsman, T. Shushi, 2017, Insurance, Mathematics & Economics.

Tail conditional moments for elliptical and log-elliptical distributions

U. Makov, Z. Landsman, T. Shushi, 2016 .

Minimization of a Function of a Quadratic Functional with Application to Optimal Portfolio Selection

U. Makov, Z. Landsman, 2015, Journal of Optimization Theory and Applications.

Option Pricing for Symmetric Lévy Returns with Applications

Z. Landsman, K. Hamza, F. Klebaner, 2014, Asia-Pacific Financial Markets.

On the Generalization of Stein's Lemma for Elliptical Class of Distributions

Z. Landsman, 2003 .

Second Order Bayes Prediction of Functionals of Exponential Dispersion Distributions and an Application to the Prediction of the Tails

Z. Landsman, 2004, ASTIN Bulletin.

Sequential Quasi-Credibility for Scale Dispersion Models

U. Makov, Z. Landsman, 2003 .

Credibility theory: a new view from the theory of second order optimal statistics

Z. Landsman, 2002 .

Sequential credibility evaluation for symmetric location claim distributions

U. Makov, Z. Landsman, 1999 .

Credibility evaluation for the exponential dispersion family

Zinoviy Landsman, Udi Makov, U. Makov, 1999 .

On Stochastic Approximation and Credibility

Z. Landsman, Udi E. Markov, 1999 .

The Tail Stein's Identity with Applications to Risk Measures

Emiliano A. Valdez, Z. Landsman, 2016 .

The Tail Stein's Identity with Actuarial Applications

Emiliano A. Valdez, Z. Landsman, 2015 .

Asymptotic data analysis on manifolds

H. Hendriks, Z. Landsman, 2007, 0708.0474.

Asymptotic behavior of sample mean location for manifolds

Zinoviy Landsman, Harrie Hendriks, H. Hendriks, 1996 .

Some Stein-Type Inequalities for Multivariate Elliptical Distributions and Applications

Z. Landsman, S. Vanduffel, Jing Yao, 2014 .

Contaminated Exponential Dispersion Loss Models

U. Makov, Z. Landsman, 2003 .

Analytic solution to the portfolio optimization problem in a mean-variance-skewness model

U. Makov, Z. Landsman, T. Shushi, 2020, The European Journal of Finance.

The Kendal- Ressel Exponential Dispersion Model: Some Statistical Aspects and Estimation

Z. Landsman, S. Bar-Lev, B. Boukai, 2016 .

Second order minimax estimation of the mean

Z. Landsman, S. Bar-Lev, D. Bshouty, 2010 .

On the Tail Mean-Variance optimal portfolio selection

Z. Landsman, 2010 .

Risk capital decomposition for a multivariate dependent gamma portfolio

Z. Landsman, Edward Furman, 2005 .

Multivariate Pareto portfolios: TCE-based capital allocation and divided differences

Z. Landsman, Arthur Chiragiev, 2007 .

A generalization of multivariate Pareto distributions: tail risk measures, divided differences and asymptotics

H. Hendriks, Z. Landsman, 2017 .

On distances and goodness-of-fit tests for detecting multimodal distributions

Z. Landsman, M. Rom, 1995 .

Stein’s Lemma for generalized skew-elliptical random vectors

Z. Landsman, C. Adcock, T. Shushi, 2019, Communications in Statistics - Theory and Methods.

Extended Generalized Skew-Elliptical Distributions and their Moments

U. Makov, Z. Landsman, T. Shushi, 2016, Sankhya A.

Exchangeable mortality projection

U. Makov, Z. Landsman, Vered Shapovalov, 2021, European Actuarial Journal.

Lifetime dependence models generated by multiply monotone functions

Daniel H. Alai, Z. Landsman, D. Alai, 2018 .

Portfolio Optimization by a Bivariate Functional of the Mean and Variance

U. Makov, Z. Landsman, T. Shushi, 2020, Journal of Optimization Theory and Applications.

On the minimum of the Fisher information about the scale parameter and the singular Sturme–Liouville problem

Z. Landsman, 2000 .

Sample quantiles and additive statistics : Information, sufficiency, estimation

Z. Landsman, 1996 .

Industrial job-shop scheduling with random operations and different priorities

Dimitri Golenko-Ginzburg, Zinoviy Landsman, Shmuel Kesler, 1995 .

Turning an Asset-Liability Problem into an Investment Portfolio Problem

Z. Landsman, Yaniv Zaks, 2012 .

An Actuarial Premium Pricing Model for Nonnormal Insurance and Financial Risks in Incomplete Markets

Z. Landsman, M. Sherris, 2007 .

Insurance and Asset Pricing in Incomplete Markets with Heavy Tailed Risks

Z. Landsman, 2004 .

Lifetime Dependence Modelling using the Truncated Multivariate Gamma Distribution

Daniel H. Alai, Zinoviy Landsman, Michael Sherris, 2012 .

Lifetime Dependence Modelling Using a Truncated Multivariate Gamma Distribution

Z. Landsman, M. Sherris, D. Alai, 2012 .

Robustness via a mixture of exponential power distributions

Udi E. Makov, Zinoviy Landsman, Alon Hazan, 2003, Comput. Stat. Data Anal..

Tail Variance Premium with Applications for Elliptical Portfolio of Risks

Edward Furman, Zinoviy Landsman, Z. Landsman, 2006, ASTIN Bulletin.

Portfolio Optimization by a Bivariate Functional of the Mean and Variance

Udi E. Makov, Zinoviy Landsman, T. Shushi, 2020, J. Optim. Theory Appl..

Downside risk optimization with random targets and portfolio amplitude

U. Makov, Z. Landsman, Jing Yao, 2021, The European Journal of Finance.

Second-order minimax estimation of the mean value for exponential dispersion models

Z. Landsman, 2001 .

A New Class of Distributions Based on Hurwitz Zeta Function with Applications for Risk Management

U. Makov, Z. Landsman, T. Shushi, 2016 .

Asymptotic behavior of the fisher information contained in additive statistics

Z. Landsman, S. H. Siraždinov, 1976 .

Sample quantiles: Estimation, information, sufficiency

Z. Landsman, 1986 .

Multivariate Tail Moments for Log-Elliptical Dependence Structures as Measures of Risks

Zinoviy Landsman, Tomer Shushi, Z. Landsman, 2021, Symmetry.

A risk-loaded approach for regression analysis of risks

Z. Landsman, T. Shushi, 2023, Social Science Research Network.

Bounds for Some General Sums of Random Variables

Z. Landsman, S. Vanduffel, 2010 .