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Author ID: shushi.tomer Recent zbMATH articles by "Shushi, Tomer"
Published as: Shushi, Tomer; Shushi, T.
Documents Indexed: 14 Publications since 2016
Co-Authors: 3 Co-Authors with 6 Joint Publications
74 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

10 Publications have been cited 49 times in 30 Documents Cited by Year
Multivariate tail conditional expectation for elliptical distributions. Zbl 1373.62523
Landsman, Zinoviy; Makov, Udi; Shushi, Tomer
12
2016
A multivariate tail covariance measure for elliptical distributions. Zbl 1398.62132
Landsman, Zinoviy; Makov, Udi; Shushi, Tomer
9
2018
Tail conditional moments for elliptical and log-elliptical distributions. Zbl 1371.60041
Landsman, Zinoviy; Makov, Udi; Shushi, Tomer
8
2016
Generalized skew-elliptical distributions are closed under affine transformations. Zbl 1440.62193
Shushi, Tomer
4
2018
Skew-elliptical distributions with applications in risk theory. Zbl 1394.62148
Shushi, Tomer
3
2017
Stein’s lemma for truncated elliptical random vectors. Zbl 1406.60024
Shushi, Tomer
3
2018
Multivariate risk measures based on conditional expectation and systemic risk for exponential dispersion models. Zbl 1446.91073
Shushi, Tomer; Yao, Jing
3
2020
Extended generalized skew-elliptical distributions and their moments. Zbl 1373.60030
Landsman, Zinoviy; Makov, Udi; Shushi, Tomer
3
2017
A proof for the conjecture of characteristic function of the generalized skew-elliptical distributions. Zbl 1398.60033
Shushi, Tomer
3
2016
Portfolio optimization by a bivariate functional of the mean and variance. Zbl 1443.90271
Landsman, Z.; Makov, U.; Shushi, T.
1
2020
Multivariate risk measures based on conditional expectation and systemic risk for exponential dispersion models. Zbl 1446.91073
Shushi, Tomer; Yao, Jing
3
2020
Portfolio optimization by a bivariate functional of the mean and variance. Zbl 1443.90271
Landsman, Z.; Makov, U.; Shushi, T.
1
2020
A multivariate tail covariance measure for elliptical distributions. Zbl 1398.62132
Landsman, Zinoviy; Makov, Udi; Shushi, Tomer
9
2018
Generalized skew-elliptical distributions are closed under affine transformations. Zbl 1440.62193
Shushi, Tomer
4
2018
Stein’s lemma for truncated elliptical random vectors. Zbl 1406.60024
Shushi, Tomer
3
2018
Skew-elliptical distributions with applications in risk theory. Zbl 1394.62148
Shushi, Tomer
3
2017
Extended generalized skew-elliptical distributions and their moments. Zbl 1373.60030
Landsman, Zinoviy; Makov, Udi; Shushi, Tomer
3
2017
Multivariate tail conditional expectation for elliptical distributions. Zbl 1373.62523
Landsman, Zinoviy; Makov, Udi; Shushi, Tomer
12
2016
Tail conditional moments for elliptical and log-elliptical distributions. Zbl 1371.60041
Landsman, Zinoviy; Makov, Udi; Shushi, Tomer
8
2016
A proof for the conjecture of characteristic function of the generalized skew-elliptical distributions. Zbl 1398.60033
Shushi, Tomer
3
2016

Citations by Year