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Landsman, Zinoviy M.

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Author ID: landsman.zinoviy-m Recent zbMATH articles by "Landsman, Zinoviy M."
Published as: Landsman, Zinoviy; Landsman, Z. M.; Landsman, Z.; Landsman, Zinoviy M.; Landsman, Zh. M.
Homepage: http://stat.haifa.ac.il/~landsman/
Documents Indexed: 91 Publications since 1976
Co-Authors: 36 Co-Authors with 73 Joint Publications
707 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

69 Publications have been cited 723 times in 360 Documents Cited by Year
Tail conditional expectations for elliptical distributions. Zbl 1084.62512
Landsman, Zinoviy M.; Valdez, Emiliano A.
120
2003
Tail variance premium with applications for elliptical portfolio of risks. Zbl 1162.91373
Furman, Edward; Landsman, Zinoviy
51
2006
Risk capital decomposition for a multivariate dependent gamma portfolio. Zbl 1129.91025
Furman, Edward; Landsman, Zinoviy
41
2005
Some results on the CTE-based capital allocation rule. Zbl 1152.91577
Dhaene, J.; Henrard, L.; Landsman, Z.; Vandendorpe, A.; Vanduffel, S.
33
2008
Tail conditional expectations for exponential dispersion models. Zbl 1099.62122
Landsman, Zinoviy; Valdez, Emiliano A.
33
2005
Multivariate Pareto portfolios: TCE-based capital allocation and dividend differences. Zbl 1164.91028
Chiragiev, Arthur; Landsman, Zinoviy
30
2007
Multivariate Tweedie distributions and some related capital-at-risk analyses. Zbl 1231.91185
Furman, Edward; Landsman, Zinoviy
27
2010
Stein’s lemma for elliptical random vectors. Zbl 1286.62018
Landsman, Zinoviy; Nešlehová, Johanna
26
2008
Mean location and sample mean location on manifolds: Asymptotics, tests, confidence regions. Zbl 0941.62069
Hendriks, Harrie; Landsman, Zinoviy
22
1998
On the generalization of Stein’s lemma for elliptical class of distributions. Zbl 1089.62055
Landsman, Zinoviy
21
2006
Exponential dispersion models and credibility. Zbl 1076.62560
Landsman, Zinoviy M.; Makov, Udi E.
19
1998
Economic capital allocations for non-negative portfolios of dependent risks. Zbl 1274.91379
Furman, Edward; Landsman, Zinoviy
18
2008
Multivariate tail conditional expectation for elliptical distributions. Zbl 1373.62523
Landsman, Zinoviy; Makov, Udi; Shushi, Tomer
13
2016
Statistical meaning of Carlen’s superadditivity of the Fisher information. Zbl 0874.60002
Kagan, Abram; Landsman, Zinoviy
13
1997
Credibility evaluation for the exponential dispersion family. Zbl 0927.62109
Landsman, Zinoviy; Makov, Udi E.
13
1999
Asymptotic behavior of sample mean location for manifolds. Zbl 0848.62017
Hendriks, Harrie; Landsman, Zinoviy
11
1996
Risk measures and insurance premium principles. Zbl 1055.91053
Landsman, Zinoviy; Sherris, Michael
11
2001
Stochastic ordering of bivariate elliptical distributions. Zbl 1085.62059
Landsman, Zinoviy; Tsanakas, Andreas
11
2006
On the tail mean-variance optimal portfolio selection. Zbl 1231.91407
Landsman, Zinoviy
10
2010
A multivariate tail covariance measure for elliptical distributions. Zbl 1398.62132
Landsman, Zinoviy; Makov, Udi; Shushi, Tomer
9
2018
A note on Stein’s lemma for multivariate elliptical distributions. Zbl 1432.62152
Landsman, Zinoviy; Vanduffel, Steven; Yao, Jing
9
2013
Lifetime dependence modelling using a truncated multivariate gamma distribution. Zbl 1284.91196
Alai, Daniel H.; Landsman, Zinoviy; Sherris, Michael
9
2013
Tail conditional moments for elliptical and log-elliptical distributions. Zbl 1371.60041
Landsman, Zinoviy; Makov, Udi; Shushi, Tomer
8
2016
Sample quantiles and additive statistics: Information, sufficiency, estimation. Zbl 0848.62002
Landsman, Zinoviy
8
1996
On the generalization of Esscher and variance premiums modified for the elliptical family of distributions. Zbl 1081.62090
Landsman, Zinoviy
8
2004
Minimization of the root of a quadratic functional under an affine equality constraint. Zbl 1158.65324
Landsman, Zinoviy
8
2008
Minimization of the root of a quadratic functional under a system of affine equality constraints with application to portfolio management. Zbl 1152.65067
Landsman, Zinoviy
8
2008
Multivariate Tweedie lifetimes: the impact of dependence. Zbl 1401.91087
Alai, Daniel H.; Landsman, Zinoviy; Sherris, Michael
7
2016
Some Stein-type inequalities for multivariate elliptical distributions and applications. Zbl 1314.60068
Landsman, Zinoviy; Vanduffel, Steven; Yao, Jing
7
2015
Credibility theory: A new view from the theory of second order optimal statistics. Zbl 1033.62104
Landsman, Zinoviy
7
2002
Estimating the tails of loss severity via conditional risk measures for the family of symmetric generalised hyperbolic distributions. Zbl 1348.91293
Ignatieva, Katja; Landsman, Zinoviy
7
2015
Robustness via a mixture of exponential power distributions. Zbl 1429.62061
Hazan, Alon; Landsman, Zinoviy; Makov, Udi E.
6
2003
A generalization of multivariate Pareto distributions: tail risk measures, divided differences and asymptotics. Zbl 1403.62189
Hendriks, Harrie; Landsman, Zinoviy
5
2017
Asymptotic behavior of sample mean direction for spheres. Zbl 0864.62036
Hendriks, Harrie; Landsman, Zinoviy; Ruymgaart, Frits
5
1996
On credibility evaluation and the tail area of the exponential dispersion family. Zbl 0971.62064
Landsman, Zinoviy; Makov, Udi E.
5
2000
Second-order minimax estimation of the mean value for exponential dispersion models. Zbl 0980.62006
Landsman, Zinoviy
5
2001
Modelling insurance losses using contaminated generalised beta type-II distribution. Zbl 1390.62204
Chan, J. S. K.; Choy, S. T. B.; Makov, U. E.; Landsman, Z.
4
2018
A multivariate Tweedie lifetime model: censoring and truncation. Zbl 1348.62230
Alai, Daniel H.; Landsman, Zinoviy; Sherris, Michael
4
2015
On some risk-adjusted tail-based premium calculation principles. Zbl 1192.91116
Furman, Edward; Landsman, Zinoviy
4
2006
Asymptotic data analysis on manifolds. Zbl 1114.62064
Hendriks, Harrie; Landsman, Zinoviy
4
2007
Translation-invariant and positive-homogeneous risk measures and optimal portfolio management in the presence of a riskless component. Zbl 1235.91096
Landsman, Zinoviy; Makov, Udi
4
2012
Multivariate flexible Pareto model: dependency structure, properties and characterizations. Zbl 1169.62003
Chiragiev, Arthur; Landsman, Zinoviy
4
2009
Tail variance premiums for log-elliptical distributions. Zbl 1284.91247
Landsman, Zinoviy; Pat, Nika; Dhaene, Jan
4
2013
Extended generalized skew-elliptical distributions and their moments. Zbl 1373.60030
Landsman, Zinoviy; Makov, Udi; Shushi, Tomer
4
2017
Conditional tail risk measures for the skewed generalised hyperbolic family. Zbl 1411.91510
Ignatieva, Katja; Landsman, Zinoviy
3
2019
Modelling lifetime dependence for older ages using a multivariate Pareto distribution. Zbl 1371.91074
Alai, Daniel H.; Landsman, Zinoviy; Sherris, Michael
3
2016
Relation between the covariance and Fisher information matrices. Zbl 0952.62049
Kagan, Abram; Landsman, Zinoviy
3
1999
Asymptotic tests for mean location on manifolds. Zbl 0848.62010
Hendriks, Harrie; Landsman, Zinoviy
3
1996
On stochastic approximation and credibility. Zbl 0922.62111
Landsman, Zinoviy; Markov, Udi E.
3
1999
Sequential credibility evaluation for symmetric location claim distributions. Zbl 1069.62554
Landsman, Zinoviy; Makov, Udi E.
3
1999
Exponential dispersion models: second-order minimax estimation of the mean for unknown dispersion parameter. Zbl 1104.62004
Bar-Lev, Shaul K.; Landsman, Zinoviy
3
2006
Bounds for some general sums of random variables. Zbl 1207.62119
Landsman, Zinoviy; Vanduffel, Steven
3
2011
Minimization of a function of a quadratic functional with application to optimal portfolio selection. Zbl 1346.90668
Landsman, Zinoviy; Makov, Udi
2
2016
Second-order asymptotic minimax estimation in the presence of a nuisance parameter. Zbl 0757.62011
Landsman, Z. M.; Levit, B. Ya.
2
1990
Second order minimax estimation: the nuisance parameters and hypoelliptic operators. Zbl 0742.62007
Landsman, Z. M.; Levit, B. Ya.
2
1990
Asymptotic behavior of the Fisher information contained in additive statistics. Zbl 0357.62003
Landsman, Z. M.; Sirazhdinov, S. Kh.
2
1976
Option pricing for log-symmetric distributions of returns. Zbl 1170.91385
Klebaner, Fima C.; Landsman, Zinoviy
2
2009
A characterization of optimal portfolios under the tail mean-variance criterion. Zbl 1284.91528
Owadally, Iqbal; Landsman, Zinoviy
2
2013
The tail Stein’s identity with applications to risk measures. Zbl 1414.91210
Landsman, Zinoviy; Valdez, Emiliano A.
1
2016
Asymptotic behavior of the Fisher information in the case of a family with location and scale parameters. Zbl 0599.62011
Landsman, Z. M.
1
1985
On the minimum of the Fisher information about the scale parameter and the singular Sturme-Liouville problem. Zbl 0968.62075
Landsman, Zinoviy
1
2000
An estimate of the remainder term in the asymptotic behavior of the Fisher information contained in statistics of the additive form. Zbl 0387.62024
Sirazhdinov, S. Kh.; Landsman, Z. M.
1
1977
Contaminated exponential dispersion loss models. Zbl 1084.62539
Landsman, Zinoviy M.; Makov, Udi E.
1
2003
The second order asymptotic minimax property in the presence of a nuisance parameter. Zbl 0711.62009
Landsman, Z. M.; Levit, B. Ya.
1
1990
Sequential quasi credibility for scale dispersion models. Zbl 1092.91047
Landsman, Zinoviy; Makov, Udi
1
2003
Second order Bayes prediction of functionals of exponential dispersion distributions and an application to the prediction of the tails. Zbl 1097.62018
Landsman, Zinoviy
1
2004
Second order minimax estimation of the mean. Zbl 1327.62038
Bar-Lev, Shaul K.; Bshouty, Daoud; Landsman, Zinoviy
1
2010
Option pricing for symmetric Lévy returns with applications. Zbl 1368.91171
Hamza, Kais; Klebaner, Fima C.; Landsman, Zinoviy; Tan, Ying-Oon
1
2015
Portfolio optimization by a bivariate functional of the mean and variance. Zbl 1443.90271
Landsman, Z.; Makov, U.; Shushi, T.
1
2020
Portfolio optimization by a bivariate functional of the mean and variance. Zbl 1443.90271
Landsman, Z.; Makov, U.; Shushi, T.
1
2020
Conditional tail risk measures for the skewed generalised hyperbolic family. Zbl 1411.91510
Ignatieva, Katja; Landsman, Zinoviy
3
2019
A multivariate tail covariance measure for elliptical distributions. Zbl 1398.62132
Landsman, Zinoviy; Makov, Udi; Shushi, Tomer
9
2018
Modelling insurance losses using contaminated generalised beta type-II distribution. Zbl 1390.62204
Chan, J. S. K.; Choy, S. T. B.; Makov, U. E.; Landsman, Z.
4
2018
A generalization of multivariate Pareto distributions: tail risk measures, divided differences and asymptotics. Zbl 1403.62189
Hendriks, Harrie; Landsman, Zinoviy
5
2017
Extended generalized skew-elliptical distributions and their moments. Zbl 1373.60030
Landsman, Zinoviy; Makov, Udi; Shushi, Tomer
4
2017
Multivariate tail conditional expectation for elliptical distributions. Zbl 1373.62523
Landsman, Zinoviy; Makov, Udi; Shushi, Tomer
13
2016
Tail conditional moments for elliptical and log-elliptical distributions. Zbl 1371.60041
Landsman, Zinoviy; Makov, Udi; Shushi, Tomer
8
2016
Multivariate Tweedie lifetimes: the impact of dependence. Zbl 1401.91087
Alai, Daniel H.; Landsman, Zinoviy; Sherris, Michael
7
2016
Modelling lifetime dependence for older ages using a multivariate Pareto distribution. Zbl 1371.91074
Alai, Daniel H.; Landsman, Zinoviy; Sherris, Michael
3
2016
Minimization of a function of a quadratic functional with application to optimal portfolio selection. Zbl 1346.90668
Landsman, Zinoviy; Makov, Udi
2
2016
The tail Stein’s identity with applications to risk measures. Zbl 1414.91210
Landsman, Zinoviy; Valdez, Emiliano A.
1
2016
Some Stein-type inequalities for multivariate elliptical distributions and applications. Zbl 1314.60068
Landsman, Zinoviy; Vanduffel, Steven; Yao, Jing
7
2015
Estimating the tails of loss severity via conditional risk measures for the family of symmetric generalised hyperbolic distributions. Zbl 1348.91293
Ignatieva, Katja; Landsman, Zinoviy
7
2015
A multivariate Tweedie lifetime model: censoring and truncation. Zbl 1348.62230
Alai, Daniel H.; Landsman, Zinoviy; Sherris, Michael
4
2015
Option pricing for symmetric Lévy returns with applications. Zbl 1368.91171
Hamza, Kais; Klebaner, Fima C.; Landsman, Zinoviy; Tan, Ying-Oon
1
2015
A note on Stein’s lemma for multivariate elliptical distributions. Zbl 1432.62152
Landsman, Zinoviy; Vanduffel, Steven; Yao, Jing
9
2013
Lifetime dependence modelling using a truncated multivariate gamma distribution. Zbl 1284.91196
Alai, Daniel H.; Landsman, Zinoviy; Sherris, Michael
9
2013
Tail variance premiums for log-elliptical distributions. Zbl 1284.91247
Landsman, Zinoviy; Pat, Nika; Dhaene, Jan
4
2013
A characterization of optimal portfolios under the tail mean-variance criterion. Zbl 1284.91528
Owadally, Iqbal; Landsman, Zinoviy
2
2013
Translation-invariant and positive-homogeneous risk measures and optimal portfolio management in the presence of a riskless component. Zbl 1235.91096
Landsman, Zinoviy; Makov, Udi
4
2012
Bounds for some general sums of random variables. Zbl 1207.62119
Landsman, Zinoviy; Vanduffel, Steven
3
2011
Multivariate Tweedie distributions and some related capital-at-risk analyses. Zbl 1231.91185
Furman, Edward; Landsman, Zinoviy
27
2010
On the tail mean-variance optimal portfolio selection. Zbl 1231.91407
Landsman, Zinoviy
10
2010
Second order minimax estimation of the mean. Zbl 1327.62038
Bar-Lev, Shaul K.; Bshouty, Daoud; Landsman, Zinoviy
1
2010
Multivariate flexible Pareto model: dependency structure, properties and characterizations. Zbl 1169.62003
Chiragiev, Arthur; Landsman, Zinoviy
4
2009
Option pricing for log-symmetric distributions of returns. Zbl 1170.91385
Klebaner, Fima C.; Landsman, Zinoviy
2
2009
Some results on the CTE-based capital allocation rule. Zbl 1152.91577
Dhaene, J.; Henrard, L.; Landsman, Z.; Vandendorpe, A.; Vanduffel, S.
33
2008
Stein’s lemma for elliptical random vectors. Zbl 1286.62018
Landsman, Zinoviy; Nešlehová, Johanna
26
2008
Economic capital allocations for non-negative portfolios of dependent risks. Zbl 1274.91379
Furman, Edward; Landsman, Zinoviy
18
2008
Minimization of the root of a quadratic functional under an affine equality constraint. Zbl 1158.65324
Landsman, Zinoviy
8
2008
Minimization of the root of a quadratic functional under a system of affine equality constraints with application to portfolio management. Zbl 1152.65067
Landsman, Zinoviy
8
2008
Multivariate Pareto portfolios: TCE-based capital allocation and dividend differences. Zbl 1164.91028
Chiragiev, Arthur; Landsman, Zinoviy
30
2007
Asymptotic data analysis on manifolds. Zbl 1114.62064
Hendriks, Harrie; Landsman, Zinoviy
4
2007
Tail variance premium with applications for elliptical portfolio of risks. Zbl 1162.91373
Furman, Edward; Landsman, Zinoviy
51
2006
On the generalization of Stein’s lemma for elliptical class of distributions. Zbl 1089.62055
Landsman, Zinoviy
21
2006
Stochastic ordering of bivariate elliptical distributions. Zbl 1085.62059
Landsman, Zinoviy; Tsanakas, Andreas
11
2006
On some risk-adjusted tail-based premium calculation principles. Zbl 1192.91116
Furman, Edward; Landsman, Zinoviy
4
2006
Exponential dispersion models: second-order minimax estimation of the mean for unknown dispersion parameter. Zbl 1104.62004
Bar-Lev, Shaul K.; Landsman, Zinoviy
3
2006
Risk capital decomposition for a multivariate dependent gamma portfolio. Zbl 1129.91025
Furman, Edward; Landsman, Zinoviy
41
2005
Tail conditional expectations for exponential dispersion models. Zbl 1099.62122
Landsman, Zinoviy; Valdez, Emiliano A.
33
2005
On the generalization of Esscher and variance premiums modified for the elliptical family of distributions. Zbl 1081.62090
Landsman, Zinoviy
8
2004
Second order Bayes prediction of functionals of exponential dispersion distributions and an application to the prediction of the tails. Zbl 1097.62018
Landsman, Zinoviy
1
2004
Tail conditional expectations for elliptical distributions. Zbl 1084.62512
Landsman, Zinoviy M.; Valdez, Emiliano A.
120
2003
Robustness via a mixture of exponential power distributions. Zbl 1429.62061
Hazan, Alon; Landsman, Zinoviy; Makov, Udi E.
6
2003
Contaminated exponential dispersion loss models. Zbl 1084.62539
Landsman, Zinoviy M.; Makov, Udi E.
1
2003
Sequential quasi credibility for scale dispersion models. Zbl 1092.91047
Landsman, Zinoviy; Makov, Udi
1
2003
Credibility theory: A new view from the theory of second order optimal statistics. Zbl 1033.62104
Landsman, Zinoviy
7
2002
Risk measures and insurance premium principles. Zbl 1055.91053
Landsman, Zinoviy; Sherris, Michael
11
2001
Second-order minimax estimation of the mean value for exponential dispersion models. Zbl 0980.62006
Landsman, Zinoviy
5
2001
On credibility evaluation and the tail area of the exponential dispersion family. Zbl 0971.62064
Landsman, Zinoviy; Makov, Udi E.
5
2000
On the minimum of the Fisher information about the scale parameter and the singular Sturme-Liouville problem. Zbl 0968.62075
Landsman, Zinoviy
1
2000
Credibility evaluation for the exponential dispersion family. Zbl 0927.62109
Landsman, Zinoviy; Makov, Udi E.
13
1999
Relation between the covariance and Fisher information matrices. Zbl 0952.62049
Kagan, Abram; Landsman, Zinoviy
3
1999
On stochastic approximation and credibility. Zbl 0922.62111
Landsman, Zinoviy; Markov, Udi E.
3
1999
Sequential credibility evaluation for symmetric location claim distributions. Zbl 1069.62554
Landsman, Zinoviy; Makov, Udi E.
3
1999
Mean location and sample mean location on manifolds: Asymptotics, tests, confidence regions. Zbl 0941.62069
Hendriks, Harrie; Landsman, Zinoviy
22
1998
Exponential dispersion models and credibility. Zbl 1076.62560
Landsman, Zinoviy M.; Makov, Udi E.
19
1998
Statistical meaning of Carlen’s superadditivity of the Fisher information. Zbl 0874.60002
Kagan, Abram; Landsman, Zinoviy
13
1997
Asymptotic behavior of sample mean location for manifolds. Zbl 0848.62017
Hendriks, Harrie; Landsman, Zinoviy
11
1996
Sample quantiles and additive statistics: Information, sufficiency, estimation. Zbl 0848.62002
Landsman, Zinoviy
8
1996
Asymptotic behavior of sample mean direction for spheres. Zbl 0864.62036
Hendriks, Harrie; Landsman, Zinoviy; Ruymgaart, Frits
5
1996
Asymptotic tests for mean location on manifolds. Zbl 0848.62010
Hendriks, Harrie; Landsman, Zinoviy
3
1996
Second-order asymptotic minimax estimation in the presence of a nuisance parameter. Zbl 0757.62011
Landsman, Z. M.; Levit, B. Ya.
2
1990
Second order minimax estimation: the nuisance parameters and hypoelliptic operators. Zbl 0742.62007
Landsman, Z. M.; Levit, B. Ya.
2
1990
The second order asymptotic minimax property in the presence of a nuisance parameter. Zbl 0711.62009
Landsman, Z. M.; Levit, B. Ya.
1
1990
Asymptotic behavior of the Fisher information in the case of a family with location and scale parameters. Zbl 0599.62011
Landsman, Z. M.
1
1985
An estimate of the remainder term in the asymptotic behavior of the Fisher information contained in statistics of the additive form. Zbl 0387.62024
Sirazhdinov, S. Kh.; Landsman, Z. M.
1
1977
Asymptotic behavior of the Fisher information contained in additive statistics. Zbl 0357.62003
Landsman, Z. M.; Sirazhdinov, S. Kh.
2
1976
all top 5

Cited by 438 Authors

57 Landsman, Zinoviy M.
22 Furman, Edward
15 Makov, Udi E.
13 Zitikis, Ričardas
12 Shushi, Tomer
11 Vanduffel, Steven
9 Huckemann, Stephan F.
8 Patrangenaru, Victor
8 Valdez, Emiliano A.
8 Yao, Jing
7 Kim, Joseph Hyun Tae
7 Vernic, Raluca
6 Alai, Daniel H.
6 Cai, Jun
6 Dhaene, Jan
6 Su, Jianxi
6 Taylor, Greg
5 Adcock, C. J.
5 Kagan, Abram Meerovich
5 Pitselis, Georgios
5 Sherris, Michael
5 Sordo, Miguel Ángel
5 Van Ackooij, Wim
5 Yin, Chuancun
4 Bhattacharya, Rabi N.
4 Cossette, Hélène
4 Denuit, Michel M.
4 Frees, Edward W.
4 Gómez-Déniz, Emilio
4 Hendriks, Harrie
4 Mao, Tiantian
4 Marceau, Étienne
3 Ahn, Jae Youn
3 Balakrishnan, Narayanaswamy
3 Bar-Lev, Shaul K.
3 Ellingson, Leif
3 Eltzner, Benjamin
3 Hashorva, Enkelejd
3 Henrard, Luc
3 Hotz, Thomas
3 Ignatieva, Katja
3 Jones, Bruce L.
3 Jørgensen, Bent Søren
3 Kokonendji, Célestin Clotaire
3 Rao, Calyampudi Radhakrishna
3 Suarez-Llorens, Alfonso
3 Tan, Ken Seng
3 Touboul, Jacques
2 Amiri, Mehdi
2 Arendarczyk, Marek
2 Asimit, Alexandru V.
2 Avanzi, Benjamin
2 Chan, Jennifer So Kuen
2 Di Bernardino, Elena
2 Eini, Esmat Jamshidi
2 Gardes, Laurent
2 Girard, Stéphane
2 Goegebeur, Yuri
2 Guillen, Montserrat
2 Guillou, Armelle
2 Hu, Taizhong
2 Hürlimann, Werner
2 Jamalizadeh, Ahad
2 Jeon, Yongho
2 Kattumannil, Sudheesh Kumar
2 Khaloozadeh, Hamid
2 Kim, Peter T.
2 Klebaner, Fima C.
2 Kozubowski, Tomasz J.
2 Kuznetsov, Alexey
2 Kye, Yisub
2 Lachos Dávila, Víctor Hugo
2 Lai, Tze Leung
2 Li, Haijun
2 Li, Xiaohu
2 Lin, Tzuling
2 Luo, Shunlong
2 Maj, Mateusz
2 Malick, Jérôme
2 Marri, Fouad
2 Moutanabbir, Khouzeima
2 Nadarajah, Saralees
2 Nkurunziza, Sévérien
2 Owadally, Iqbal
2 Panorska, Anna K.
2 Payandeh Najafabadi, Amir T.
2 Pellerey, Franco
2 Penev, Spiridon I.
2 Pérez-Aros, Pedro
2 Poudyal, Chudamani
2 Psarrakos, Georgios
2 Puri, Madan Lal
2 Rassoul, Abdelaziz
2 Righi, Marcelo Brutti
2 Sarabia, José María
2 Shi, Peng
2 Swan, Yvik C.
2 Tsai, Cary Chi-Liang
2 Tsanakas, Andreas
2 Vu, Phuong Anh
...and 338 more Authors
all top 5

Cited in 89 Serials

98 Insurance Mathematics & Economics
21 Journal of Statistical Planning and Inference
20 North American Actuarial Journal
18 Journal of Multivariate Analysis
16 Scandinavian Actuarial Journal
16 ASTIN Bulletin
14 Statistics & Probability Letters
10 Journal of Computational and Applied Mathematics
9 Methodology and Computing in Applied Probability
6 Quantitative Finance
5 The Annals of Statistics
5 Communications in Statistics. Theory and Methods
5 European Journal of Operational Research
5 Journal of Applied Statistics
4 Annals of Operations Research
3 Applied Mathematics and Computation
3 Journal of Optimization Theory and Applications
3 Computational Statistics
3 Computational Statistics and Data Analysis
3 Applied Mathematical Finance
3 Brazilian Journal of Probability and Statistics
3 European Actuarial Journal
2 Lithuanian Mathematical Journal
2 Annals of the Institute of Statistical Mathematics
2 Journal of Applied Probability
2 Operations Research Letters
2 Statistics
2 Communications in Statistics. Simulation and Computation
2 Test
2 Mathematical Methods of Statistics
2 Statistical Papers
2 Journal of Mathematical Sciences (New York)
2 Bernoulli
2 Extremes
2 Lobachevskii Journal of Mathematics
2 Journal of Probability and Statistics
2 Sankhyā. Series A
2 Dependence Modeling
1 Advances in Applied Probability
1 The Canadian Journal of Statistics
1 International Journal of Mathematical Education in Science and Technology
1 Journal of Mathematical Analysis and Applications
1 Journal of Statistical Physics
1 Metrika
1 Scandinavian Journal of Statistics
1 Theoretical and Mathematical Physics
1 The Annals of Probability
1 Automatica
1 Biometrics
1 International Journal for Numerical Methods in Engineering
1 Journal of the American Statistical Association
1 Journal of Econometrics
1 Journal of Soviet Mathematics
1 Mathematics of Operations Research
1 Proceedings of the American Mathematical Society
1 Scandinavian Actuarial Journal
1 Acta Mathematicae Applicatae Sinica. English Series
1 Econometric Reviews
1 Asia-Pacific Journal of Operational Research
1 Journal of Economic Dynamics & Control
1 Journal of Theoretical Probability
1 SIAM Journal on Matrix Analysis and Applications
1 The Annals of Applied Probability
1 Applications of Mathematics
1 Journal of Global Optimization
1 Automation and Remote Control
1 Journal of Statistical Computation and Simulation
1 Linear Algebra and its Applications
1 Mathematical Programming. Series A. Series B
1 SIAM Journal on Optimization
1 Journal of Mathematical Imaging and Vision
1 Journal of Convex Analysis
1 Journal of Nonparametric Statistics
1 Abstract and Applied Analysis
1 International Journal of Theoretical and Applied Finance
1 International Game Theory Review
1 Entropy
1 Asia-Pacific Financial Markets
1 Journal of the Korean Statistical Society
1 Journal of Statistical Theory and Practice
1 Electronic Journal of Statistics
1 Algorithms
1 Set-Valued and Variational Analysis
1 Chilean Journal of Statistics
1 Statistics & Risk Modeling
1 ISRN Probability and Statistics
1 SIAM/ASA Journal on Uncertainty Quantification
1 Journal of Statistical Distributions and Applications
1 AIMS Mathematics

Citations by Year