- Landsman, Z., Rom, M.,
"On distances and goodness-of-fit tests for detecting multimodal
distributions". Metrika, 42 , 1995, pp. 421-439.
- Golenko-Ginzburg, D., Kesler, Landsman, Z.,
"Industrial job-shop scheduling with random operations and different
priorities".
International Journal of Production Economics, 40 , 1995,
pp. 185-195.
- Hendriks,
H., Landsman, Z., "Asymptotic tests for mean location on
manifolds". Comptes Rendus De L'Academie Des Sciences , Ser. 1 ,
Mathematics, 1996,
pp. 773-778.
- Hendriks, H., Landsman, Z.,
"Asymptotic behavior of sample mean location for
manifolds". Statistics and Probability Letters, 26,
1996, pp. 169-178.
- Sample quantiles and additive statistics: information, sufficiency, estimation.
Journal of Statistical Planning and Inference, 52 , 1996, pp. 93-108.
- Hendriks,
H., Landsman, Z., Ruymgaart, F., "Asymptotic behavior of sample mean location for
spheres".
Journal of Multivariate Analysis, 59, 2, 1996, pp. 141-152.
- Kagan, A. Landsman, Z.,
"Statistical meaning of Carlen's superadditivity of the Fisher
information". Statistics and Probability Letters, 32 , 1997, pp. 175-179.
- Landsman, Z., Makov,
U., "Exponential Dispersion Models and Credibility". Scandinavian Actuarial Journal, 1998, 1, pp. 89-96.
- Hendriks, H., Landsman, Z.,
"Mean location and sample mean location on manifolds : asymptotics, tests, confidence
regions". Journal of Multivariate Analysis, 1998, 67, pp. 227-243.
- Kagan, A., Landsman, Z.,
"Relation between the covariance and Fisher information matrices.
Statistics & Probability Letters, 1999, 4 , 1, pp. 7-13.
- Landsman, Z., Makov,
U., "Credibility evaluations for exponential dispersian
families". Insurance: Mathematics & Economics, 1999, 24, pp 33-39.
-
Landsman, Z., Makov, U., " On Stochastic approximation and
credibility". Scandinavian Actuarial Journal, 1999, 1,
15-31.
-
Landsman, Z., Makov, U., " Sequential credibility evaluation for symmetric location claim
distributions". Insurance: Mathematics & Economics, 1999,
24, 291-300.
-
Landsman, Z., "On the minimum of Fisher information about scale
parameter and the singular Sturme-Liuville problem", Journal
of Statistical Planning and Inference, 2000, 88, 29-35.
-
Landsman, Z., Makov, U., "On Credibility evaluation and the
tail area of the Exponential Dispersion Family", Insurance:
Mathematics & Economics, 2000, 27, 277-283.
-
Landsman, Z., "Second order minimax estimation of mean value
for exponential dispersion models", Journal of
Statistical Planning and Inference, 2001, 98, 57-71.
-
Landsman, Z., Sherris, M., "Risk measures and insurance premum
principles", Insurance: Mathematics & Economics,
2001, 98, 57-71.
-
Landsman, Z., Makov, U., "Sequential quasi credibility for
scale dispersion models", To appear in: Scandinavian Actuarial Journal,
2002.
- Landsman Z. "Credibility
theory: a new view from the theory of second order optimal
statistics.", Insurance: Mathematics and Economics, 30, 2002,
351-362. (pdf
file)
-
Landsman, Z., Valdez, A. E., "Tail Conditional Expectations for
Elliptical Distributions", Technical Report N 02-04, 2002.
(pdf file)
-
Landsman, Z., Furman, E., "Risk Capital Decomposition for a
Multivariate Gamma Portfolio".
The research can be found at the
University of Haifa
Data Archive. (in press)
-
Landsman, Z., Sherris, M., "Insurance and Asset Pricing in
Incomplete Markets with Heavy Tailed Risks".
The research can be found
at the
University of Haifa
Data Archive.
- Landsman Z. " Second
Order Bayes Prediction of Functionals of Exponential Dispersion
Distributions and an Application to the Prediction of the
Tails.", Astin Bulletin, Vol. 34, No. 2,2004, pp.
285-298.
The abstract can be found at the
University of Haifa Data Archive.
(pdf
file)
- Landsman, Z., "On
the generalization of Esscher and variance premiums modified for
the elliptical family of distributions.", Insurance:
Mathematics and Economics, 35, 2004, pp 563–579.
The abstract can be found at the
University of Haifa Data Archive.
(pdf
file)
-
Landsman, Z., Valdez, E., "Tail conditional expectation for
exponential dispersion models". ASTIN Bulletin, 35, 1, 2005,
189-209.
-
Landsman, Z., Tsanakas, A., "Stochastic ordering of bivariate
elliptical distributions", Statistics & Probability Letters,
76, 5, 2006, 488-495.
- Fielding, M., Klebaner, F.,
Landsman, Z., "Random volatility and option prices with the
generalized Student-t distribution", Advances and Applications in
Statistics, 6, 1, 2006, 111-120.
-
Landsman, Z., "On the generalization of Stein's lemma for elliptical
class of distributions", Statistics & Probability Letters, 76,
10, 2006, 1012-1016.
-
Landsman, Z., Furman, E., "On Some Risk-Adjusted Tail Based Risk
Measures", Journal of Actuarial Practice, 2006.
- E. Furman and Z. Landsman.
"Tail Variance Premium with Applications for Elliptical Portfolio of
Risks", ASTIN BULLETINE, 2006, 36 (2). p 433-462.
- H. Hendriks and Z. Landsman.
"Asymptotic Data Analysis on Manifolds". Annals of Statistics, 2007, 35 (1), p. 109-131.
- Z. Landsman and M. Sherris.
"An actuarial premium pricing model for non-Normal
insurance and financial risks in incomplete markets".
North American Actuarial Journal, 2007, 11 (1), p. 119-135.
- Z. Landsman
"Minimization of the root of a quadratic functional under an affine equality constraint".
Journal of Computational and Applied Mathematics, 2008, forthcoming.
- F. Klebaner and Z. Landsman
"Option Pricing for Log-Symmetric Distributions of Returns".
Methodology and Computing in Applied Probability, 2008, forthcoming.
- Z. Landsman and J. Neslehova.
"Stein's Lemma for elliptical random vectors".
Journal of Multivariate Analysis, 2008, forthcoming.
- Z. Landsman
"Minimization of the root of a quadratic functional under a system of
affine equality constraints with application to portfolio managements".
Journal of Computational and Applied Mathematics, 2008, forthcoming.
- A. Chiragiev and Z. Landsman.
"Multivariate Pareto Portfolios: TCE-based Capital Allocation and Divided Differencess".
Scandinavian Actuarial Journal, 2007, 4, p. 261-280, forthcoming.
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