Landsman, Zinoviy; Makov, Udi Translation-invariant and positive-homogeneous risk measures and optimal portfolio management in the presence of a riskless component. (English) Zbl 1235.91096 Insur. Math. Econ. 50, No. 1, 94-98 (2012). MSC: 91B30 91G10 62P05 PDFBibTeX XMLCite \textit{Z. Landsman} and \textit{U. Makov}, Insur. Math. Econ. 50, No. 1, 94--98 (2012; Zbl 1235.91096) Full Text: DOI
Landsman, Zinoviy; Vanduffel, Steven Bounds for some general sums of random variables. (English) Zbl 1207.62119 Stat. Probab. Lett. 81, No. 3, 382-391 (2011). MSC: 62H10 62E10 65C05 PDFBibTeX XMLCite \textit{Z. Landsman} and \textit{S. Vanduffel}, Stat. Probab. Lett. 81, No. 3, 382--391 (2011; Zbl 1207.62119) Full Text: DOI
Furman, Edward; Landsman, Zinoviy Multivariate Tweedie distributions and some related capital-at-risk analyses. (English) Zbl 1231.91185 Insur. Math. Econ. 46, No. 2, 351-361 (2010). MSC: 91B30 62H10 62E15 62E20 PDFBibTeX XMLCite \textit{E. Furman} and \textit{Z. Landsman}, Insur. Math. Econ. 46, No. 2, 351--361 (2010; Zbl 1231.91185) Full Text: DOI
Landsman, Zinoviy; Sherris, Michael An actuarial premium pricing model for nonnormal insurance and financial risks in incomplete markets. (English) Zbl 1480.91218 N. Am. Actuar. J. 11, No. 1, 119-135 (2007). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{Z. Landsman} and \textit{M. Sherris}, N. Am. Actuar. J. 11, No. 1, 119--135 (2007; Zbl 1480.91218) Full Text: DOI
Furman, Edward; Landsman, Zinoviy Tail variance premium with applications for elliptical portfolio of risks. (English) Zbl 1162.91373 Astin Bull. 36, No. 2, 433-462 (2006). MSC: 91B28 91B30 PDFBibTeX XMLCite \textit{E. Furman} and \textit{Z. Landsman}, ASTIN Bull. 36, No. 2, 433--462 (2006; Zbl 1162.91373) Full Text: DOI
Landsman, Zinoviy M.; Valdez, Emiliano A. Tail conditional expectations for elliptical distributions. (English) Zbl 1084.62512 N. Am. Actuar. J. 7, No. 4, 55-71 (2003). MSC: 62H10 62P05 PDFBibTeX XMLCite \textit{Z. M. Landsman} and \textit{E. A. Valdez}, N. Am. Actuar. J. 7, No. 4, 55--71 (2003; Zbl 1084.62512) Full Text: DOI
Landsman, Zinoviy; Sherris, Michael Risk measures and insurance premium principles. (English) Zbl 1055.91053 Insur. Math. Econ. 29, No. 1, 103-115 (2001). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{Z. Landsman} and \textit{M. Sherris}, Insur. Math. Econ. 29, No. 1, 103--115 (2001; Zbl 1055.91053) Full Text: DOI