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Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Zinoviy M. Landsman · Study

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Zinoviy M. Landsman

12 works· latest 2016· 2 institutionscluster: provisionalORCID 0000-0002-7369-6745

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Citations1,164

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Most cited in this library

Tail Conditional Expectations for Elliptical Distributions2003 · 386 citations
Tail Variance Premium with Applications for Elliptical Portfolio of Risks2006 · 168 citations
Risk capital decomposition for a multivariate dependent gamma portfolio2005 · 97 citations
Some results on the CTE-based capital allocation rule2007 · 86 citations
Tail Conditional Expectations for Exponential Dispersion Models2005 · 84 citations

Works

12 shown

Multivariate tail conditional expectation for elliptical distributions

Insurance Mathematics and Economics·2016·3 authors

46citations

Lifetime dependence modelling using a truncated multivariate gamma distribution

Insurance Mathematics and Economics·2013·3 authors·Open access

17citations

On the Tail Mean–Variance optimal portfolio selection

Insurance Mathematics and Economics·2010·1 author

69citations

Multivariate Tweedie distributions and some related capital-at-risk analyses

Insurance Mathematics and Economics·2009·2 authors

51citations

Multivariate Pareto portfolios: TCE-based capital allocation and divided differences

Scandinavian Actuarial Journal·2007·2 authors

62citations

Some results on the CTE-based capital allocation rule

Insurance Mathematics and Economics·2007·5 authors·Open access

86citations

Tail Variance Premium with Applications for Elliptical Portfolio of Risks

Astin Bulletin·2006·2 authors·Open access

168citations

Risk capital decomposition for a multivariate dependent gamma portfolio

Insurance Mathematics and Economics·2005·2 authors

97citations

Tail Conditional Expectations for Exponential Dispersion Models

Astin Bulletin·2005·2 authors·Open access

84citations

Tail Conditional Expectations for Elliptical Distributions

North American Actuarial Journal·2003·2 authors

386citations

Risk measures and insurance premium principles

Insurance Mathematics and Economics·2001·2 authors

52citations

Exponential dispersion models and credibility

Scandinavian Actuarial Journal·1998·2 authors

46citations