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Landsman, Zinoviy's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
643 |
Total
Citations
12 |
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1.
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Furman, Edward
York University - Department of Mathematics and Statistics Landsman, Zinoviy
University of Haifa, Department of Statistics
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02 Sep 08
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Last Revised:
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24 Mar 09
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131
(111,110)
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4
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Economic capital allocations, tail conditional expectation risk measure, multivariate non-negative dependent risks, multivariate Tweedie distributions, multivariate compound Poisson distributions
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2.
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Zaks, Yaniv
Bar-Ilan University Landsman, Zinoviy
University of Haifa, Department of Statistics
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15 May 12
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Last Revised:
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18 Jun 12
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123
(117,043)
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portfolio selection, asset-liability management, capital allocation, Markowitz model, quadratic optimization
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3.
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Landsman, Zinoviy
University of Haifa, Department of Statistics Tsanakas, Andreas
City University London - Cass Business School
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83
(154,451)
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2
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Elliptical distributions, convex order, concordance order, dependence, risk management
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4.
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Landsman, Zinoviy
University of Haifa, Department of Statistics
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67
(175,270)
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5.
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Alai, Daniel H.
Australian School of Business at UNSW Landsman, Zinoviy
University of Haifa, Department of Statistics Sherris, Michael
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
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02 Apr 12
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Last Revised:
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26 Mar 13
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54
(195,650)
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Systematic Longevity Risk, Dependence, Multivariate Gamma, Lifetime Distribution, Annuity Valuation
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6.
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Landsman, Zinoviy
University of Haifa, Department of Statistics Tsanakas, Andreas
City University London - Cass Business School
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29 Jun 11
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Last Revised:
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26 Jan 12
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53
(197,274)
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1
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reinsurance pricing, VAR, parameter uncertainty, bias, bootstrap, exponential families
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7.
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Furman, Edward
York University - Department of Mathematics and Statistics Landsman, Zinoviy
University of Haifa, Department of Statistics
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51
(200,786)
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4
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Exponential dispersion models, multivariate Tweedie family, Cauchy’s functional equations, risk capital allocations, the tail conditional expectation risk measure
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8.
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Vanduffel, Steven
Vrije Universiteit Brussel (Free University of Brussels) Landsman, Zinoviy
University of Haifa, Department of Statistics
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47
(208,107)
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1
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Bounds, Dependence, Exponential Dispersion Family
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9.
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Alai, Daniel H.
Australian School of Business at UNSW Landsman, Zinoviy
University of Haifa, Department of Statistics Sherris, Michael
University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
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| Posted: |
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09 Apr 13
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Last Revised:
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07 May 13
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26
(257,590)
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systematic longevity risk, dependence, multivariate Tweedie, lifetime distribution
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10.
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Landsman, Zinoviy
University of Haifa, Department of Statistics Vanduffel, Steven
Vrije Universiteit Brussel (Free University of Brussels) Yao, Jing
Vrije Universiteit Brussel (Free University of Brussels)
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8
(322,756)
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Conditional distribution, Covariance, Regression
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Records 1 -
10
of 10 matches
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