Person:190762

Available identifiers

zbMath Open landsman.zinoviy-mMaRDI QIDQ190762

List of research outcomes

Publication	Date of Publication	Type
The location of a minimum variance squared distance functional	2022-07-15	Paper
Stein’s Lemma for generalized skew-elliptical random vectors	2022-05-23	Paper
An Actuarial Premium Pricing Model for Nonnormal Insurance and Financial Risks in Incomplete Markets	2022-01-10	Paper
Author Reply: An Actuarial Premium Pricing Model for Nonnormal Insurance and Financial Risks in Incomplete Markets by Zinoviy Landsman and Michael Sherris - Discussion by Edward Furman; Ricardas Zitikis	2022-01-10	Paper
Exchangeable mortality projection	2021-12-17	Paper
A class of generalised hyper-elliptical distributions and their applications in computing conditional tail risk measures	2021-11-19	Paper
Portfolio optimization by a bivariate functional of the mean and variance	2020-05-11	Paper
Intrinsic objective Bayesian estimation of the mean of the Tweedie family	2019-08-09	Paper
The Tail Stein's Identity with Applications to Risk Measures	2019-05-28	Paper
Conditional tail risk measures for the skewed generalised hyperbolic family	2019-05-23	Paper
Lifetime dependence models generated by multiply monotone functions	2018-08-31	Paper
A multivariate tail covariance measure for elliptical distributions	2018-08-28	Paper
A generalization of multivariate Pareto distributions: tail risk measures, divided differences and asymptotics	2018-07-17	Paper
Multivariate Tweedie lifetimes: the impact of dependence	2018-07-13	Paper
MODELLING INSURANCE LOSSES USING CONTAMINATED GENERALISED BETA TYPE-II DISTRIBUTION	2018-06-06	Paper
Option pricing for symmetric Lévy returns with applications	2017-08-16	Paper
Extended generalized skew-elliptical distributions and their moments	2017-07-17	Paper
Tail conditional moments for elliptical and log-elliptical distributions	2016-12-14	Paper
Multivariate tail conditional expectation for elliptical distributions	2016-12-13	Paper
Modelling lifetime dependence for older ages using a multivariate Pareto distribution	2016-12-13	Paper
Minimization of a function of a quadratic functional with application to optimal portfolio selection	2016-08-31	Paper
Estimating the tails of loss severity via conditional risk measures for the family of symmetric generalised hyperbolic distributions	2015-12-14	Paper
A multivariate Tweedie lifetime model: censoring and truncation	2015-09-14	Paper
Some Stein-type inequalities for multivariate elliptical distributions and applications	2015-05-06	Paper
Tail variance premiums for log-elliptical distributions	2014-04-04	Paper
Lifetime dependence modelling using a truncated multivariate gamma distribution	2014-04-04	Paper
A characterization of optimal portfolios under the tail mean-variance criterion	2014-04-03	Paper
A note on Stein's lemma for multivariate elliptical distributions	2014-01-24	Paper
Parameter Uncertainty in Exponential Family Tail Estimation	2013-12-12	Paper
Translation-invariant and positive-homogeneous risk measures and optimal portfolio management in the presence of a riskless component	2012-04-18	Paper
Multivariate Tweedie distributions and some related capital-at-risk analyses	2012-02-10	Paper
On the tail mean-variance optimal portfolio selection	2012-02-10	Paper
Bounds for some general sums of random variables	2011-03-14	Paper
Elliptical families and copulas: tilting and premium; capital allocation	2011-02-22	Paper
Second order minimax estimation of the mean	2010-08-19	Paper
https://portal.mardi4nfdi.de/entity/Q3566017	2010-06-07	Paper
Multivariate flexible Pareto model: dependency structure, properties and characterizations	2009-09-14	Paper
Option pricing for log-symmetric distributions of returns	2009-08-31	Paper
Economic Capital Allocations for Non-negative Portfolios of Dependent Risks	2009-06-25	Paper
Tail Variance Premium with Applications for Elliptical Portfolio of Risks	2009-06-15	Paper
Multivariate Pareto portfolios: TCE-based capital allocation and divided differences	2009-02-28	Paper
Some results on the CTE-based capital allocation rule	2009-01-28	Paper
Robustness via a mixture of exponential power distributions	2008-11-04	Paper
Minimization of the root of a quadratic functional under a system of affine equality constraints with application to portfolio management	2008-08-22	Paper
Minimization of the root of a quadratic functional under an affine equality constraint	2008-06-19	Paper
https://portal.mardi4nfdi.de/entity/Q3498004	2008-05-28	Paper
Stein's lemma for elliptical random vectors	2008-04-16	Paper
Asymptotic data analysis on manifolds	2007-07-23	Paper
https://portal.mardi4nfdi.de/entity/Q3409044	2006-11-07	Paper
Sub- and superadditivity à la Carlen of matrices related to the Fisher information	2006-10-30	Paper
Second Order Bayes Prediction of Functionals of Exponential Dispersion Distributions and an Application to the Prediction of the Tails	2006-10-04	Paper
Tail Conditional Expectations for Exponential Dispersion Models	2006-10-04	Paper
Exponential dispersion models: second-order minimax estimation of the mean for unknown dispersion parameter	2006-08-17	Paper
On the generalization of Stein's lemma for elliptical class of distributions	2006-06-16	Paper
Sequential Quasi-Credibility for Scale Dispersion Models	2006-05-24	Paper
Stochastic ordering of bivariate elliptical distributions	2006-04-28	Paper
Risk capital decomposition for a multivariate dependent gamma portfolio	2006-03-08	Paper
Contaminated Exponential Dispersion Loss Models	2006-01-05	Paper
Tail Conditional Expectations for Elliptical Distributions	2006-01-05	Paper
On the generalization of Esscher and variance premiums modified for the elliptical family of distributions	2005-08-05	Paper
Risk measures and insurance premium principles.	2003-11-16	Paper
Credibility theory: A new view from the theory of second order optimal statistics.	2003-11-16	Paper
Second-order minimax estimation of the mean value for exponential dispersion models	2002-01-02	Paper
On credibility evaluation and the tail area of the exponential dispersion family	2001-10-04	Paper
On the minimum of the Fisher information about the scale parameter and the singular Sturme-Liouville problem	2001-09-17	Paper
Mean location and sample mean location on manifolds: Asymptotics, tests, confidence regions	2000-08-10	Paper
Credibility evaluation for the exponential dispersion family	1999-12-14	Paper
On Stochastic Approximation and Credibility	1999-09-14	Paper
Exponential dispersion models and credibility	1999-03-25	Paper
Sequential credibility evaluation for symmetric location claim distributions	1999-01-01	Paper
Relation between the covariance and Fisher information matrices	1999-01-01	Paper
Statistical meaning of Carlen's superadditivity of the Fisher information	1997-11-02	Paper
Asymptotic behavior of sample mean direction for spheres	1996-12-08	Paper
https://portal.mardi4nfdi.de/entity/Q4881728	1996-11-03	Paper
Sample quantiles and additive statistics: Information, sufficiency, estimation	1996-10-28	Paper
Asymptotic behavior of sample mean location for manifolds	1996-10-27	Paper
On distances and goodness-of-fit tests for detecting multimodal distributions	1996-06-06	Paper
https://portal.mardi4nfdi.de/entity/Q3973417	1992-06-26	Paper
Second-order asymptotic minimax estimation in the presence of a nuisance parameter	1992-06-25	Paper
https://portal.mardi4nfdi.de/entity/Q3497025	1990-01-01	Paper
An informational analog of the theorem of independence of sample mean and sample variance	1988-01-01	Paper
Sample quantiles: Estimation, information, sufficiency	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3734847	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4725480	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3038406	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3332080	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3880070	1978-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3880071	1978-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3878508	1977-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4127163	1977-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4167901	1977-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4130187	1976-01-01	Paper

Research outcomes over time

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Zinoviy Landsman