The following pages link to Zinoviy Landsman (Q190762):
Displaying 50 items.
- Minimization of a function of a quadratic functional with application to optimal portfolio selection (Q306327) (← links)
- A note on Stein's lemma for multivariate elliptical distributions (Q394113) (← links)
- A multivariate Tweedie lifetime model: censoring and truncation (Q495471) (← links)
- Bounds for some general sums of random variables (Q631537) (← links)
- Multivariate Tweedie distributions and some related capital-at-risk analyses (Q659235) (← links)
- On the tail mean-variance optimal portfolio selection (Q659265) (← links)
- Risk capital decomposition for a multivariate dependent gamma portfolio (Q817298) (← links)
- Exchangeable mortality projection (Q825291) (← links)
- Option pricing for log-symmetric distributions of returns (Q835680) (← links)
- Multivariate flexible Pareto model: dependency structure, properties and characterizations (Q840785) (← links)
- Estimating the tails of loss severity via conditional risk measures for the family of symmetric generalised hyperbolic distributions (Q896761) (← links)
- Minimization of the root of a quadratic functional under an affine equality constraint (Q929931) (← links)
- Minimization of the root of a quadratic functional under a system of affine equality constraints with application to portfolio management (Q939577) (← links)
- Robustness via a mixture of exponential power distributions (Q951852) (← links)
- Second order minimax estimation of the mean (Q989251) (← links)
- Asymptotic data analysis on manifolds (Q997373) (← links)
- Some results on the CTE-based capital allocation rule (Q998305) (← links)
- (Q1081232) (redirect page) (← links)
- Sample quantiles: Estimation, information, sufficiency (Q1081233) (← links)
- An informational analog of the theorem of independence of sample mean and sample variance (Q1101153) (← links)
- Asymptotic behavior of sample mean direction for spheres (Q1126153) (← links)
- Mean location and sample mean location on manifolds: Asymptotics, tests, confidence regions (Q1275414) (← links)
- Credibility evaluation for the exponential dispersion family (Q1293808) (← links)
- Sequential credibility evaluation for symmetric location claim distributions (Q1302133) (← links)
- Statistical meaning of Carlen's superadditivity of the Fisher information (Q1359782) (← links)
- Risk measures and insurance premium principles. (Q1413286) (← links)
- Credibility theory: A new view from the theory of second order optimal statistics. (Q1413321) (← links)
- On the minimum of the Fisher information about the scale parameter and the singular Sturme-Liouville problem (Q1578216) (← links)
- A multivariate tail covariance measure for elliptical distributions (Q1667406) (← links)
- Second-order asymptotic minimax estimation in the presence of a nuisance parameter (Q1813590) (← links)
- On distances and goodness-of-fit tests for detecting multimodal distributions (Q1907604) (← links)
- Asymptotic behavior of sample mean location for manifolds (Q1914300) (← links)
- Sample quantiles and additive statistics: Information, sufficiency, estimation (Q1918223) (← links)
- Relation between the covariance and Fisher information matrices (Q1962142) (← links)
- The location of a minimum variance squared distance functional (Q2155839) (← links)
- Portfolio optimization by a bivariate functional of the mean and variance (Q2178898) (← links)
- Some Stein-type inequalities for multivariate elliptical distributions and applications (Q2343629) (← links)
- Extended generalized skew-elliptical distributions and their moments (Q2364051) (← links)
- Tail conditional moments for elliptical and log-elliptical distributions (Q2374109) (← links)
- Option pricing for symmetric Lévy returns with applications (Q2398586) (← links)
- Conditional tail risk measures for the skewed generalised hyperbolic family (Q2415969) (← links)
- Translation-invariant and positive-homogeneous risk measures and optimal portfolio management in the presence of a riskless component (Q2427811) (← links)
- Sub- and superadditivity à la Carlen of matrices related to the Fisher information (Q2433834) (← links)
- A characterization of optimal portfolios under the tail mean-variance criterion (Q2442517) (← links)
- Tail variance premiums for log-elliptical distributions (Q2443222) (← links)
- Lifetime dependence modelling using a truncated multivariate gamma distribution (Q2443234) (← links)
- Stein's lemma for elliptical random vectors (Q2482135) (← links)
- On the generalization of Esscher and variance premiums modified for the elliptical family of distributions (Q2485528) (← links)
- Stochastic ordering of bivariate elliptical distributions (Q2489818) (← links)
- On the generalization of Stein's lemma for elliptical class of distributions (Q2493870) (← links)
