| 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 |
