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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: 92 Publications since 1976
Co-Authors: 36 Co-Authors with 74 Joint Publications
738 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

70 Publications have been cited 812 times in 399 Documents Cited by Year
Tail conditional expectations for elliptical distributions. Zbl 1084.62512
Landsman, Zinoviy M.; Valdez, Emiliano A.
133
2003
Tail variance premium with applications for elliptical portfolio of risks. Zbl 1162.91373
Furman, Edward; Landsman, Zinoviy
54
2006
Risk capital decomposition for a multivariate dependent gamma portfolio. Zbl 1129.91025
Furman, Edward; Landsman, Zinoviy
46
2005
Some results on the CTE-based capital allocation rule. Zbl 1152.91577
Dhaene, J.; Henrard, L.; Landsman, Z.; Vandendorpe, A.; Vanduffel, S.
37
2008
Tail conditional expectations for exponential dispersion models. Zbl 1099.62122
Landsman, Zinoviy; Valdez, Emiliano A.
34
2005
Multivariate Pareto portfolios: TCE-based capital allocation and dividend differences. Zbl 1164.91028
Chiragiev, Arthur; Landsman, Zinoviy
31
2007
Multivariate Tweedie distributions and some related capital-at-risk analyses. Zbl 1231.91185
Furman, Edward; Landsman, Zinoviy
29
2010
Stein’s lemma for elliptical random vectors. Zbl 1286.62018
Landsman, Zinoviy; Nešlehová, Johanna
27
2008
Mean location and sample mean location on manifolds: Asymptotics, tests, confidence regions. Zbl 0941.62069
Hendriks, Harrie; Landsman, Zinoviy
25
1998
On the generalization of Stein’s lemma for elliptical class of distributions. Zbl 1089.62055
Landsman, Zinoviy
22
2006
Economic capital allocations for non-negative portfolios of dependent risks. Zbl 1274.91379
Furman, Edward; Landsman, Zinoviy
22
2008
Exponential dispersion models and credibility. Zbl 1076.62560
Landsman, Zinoviy M.; Makov, Udi E.
20
1998
Multivariate tail conditional expectation for elliptical distributions. Zbl 1373.62523
Landsman, Zinoviy; Makov, Udi; Shushi, Tomer
19
2016
A multivariate tail covariance measure for elliptical distributions. Zbl 1398.62132
Landsman, Zinoviy; Makov, Udi; Shushi, Tomer
16
2018
Credibility evaluation for the exponential dispersion family. Zbl 0927.62109
Landsman, Zinoviy; Makov, Udi E.
15
1999
Stochastic ordering of bivariate elliptical distributions. Zbl 1085.62059
Landsman, Zinoviy; Tsanakas, Andreas
14
2006
Tail conditional moments for elliptical and log-elliptical distributions. Zbl 1371.60041
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
Risk measures and insurance premium principles. Zbl 1055.91053
Landsman, Zinoviy; Sherris, Michael
12
2001
On the tail mean-variance optimal portfolio selection. Zbl 1231.91407
Landsman, Zinoviy
11
2010
Asymptotic behavior of sample mean location for manifolds. Zbl 0848.62017
Hendriks, Harrie; Landsman, Zinoviy
11
1996
On the generalization of Esscher and variance premiums modified for the elliptical family of distributions. Zbl 1081.62090
Landsman, Zinoviy
9
2004
Minimization of the root of a quadratic functional under an affine equality constraint. Zbl 1158.65324
Landsman, Zinoviy
9
2008
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
9
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
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
Sample quantiles and additive statistics: Information, sufficiency, estimation. Zbl 0848.62002
Landsman, Zinoviy
8
1996
Credibility theory: A new view from the theory of second order optimal statistics. Zbl 1033.62104
Landsman, Zinoviy
7
2002
Some Stein-type inequalities for multivariate elliptical distributions and applications. Zbl 1314.60068
Landsman, Zinoviy; Vanduffel, Steven; Yao, Jing
7
2015
Multivariate Tweedie lifetimes: the impact of dependence. Zbl 1401.91087
Alai, Daniel H.; Landsman, Zinoviy; Sherris, Michael
7
2016
Asymptotic data analysis on manifolds. Zbl 1114.62064
Hendriks, Harrie; Landsman, Zinoviy
6
2007
Robustness via a mixture of exponential power distributions. Zbl 1429.62061
Hazan, Alon; Landsman, Zinoviy; Makov, Udi E.
6
2003
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.
6
2018
A generalization of multivariate Pareto distributions: tail risk measures, divided differences and asymptotics. Zbl 1403.62189
Hendriks, Harrie; Landsman, Zinoviy
6
2017
Tail variance premiums for log-elliptical distributions. Zbl 1284.91247
Landsman, Zinoviy; Pat, Nika; Dhaene, Jan
6
2013
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
Extended generalized skew-elliptical distributions and their moments. Zbl 1373.60030
Landsman, Zinoviy; Makov, Udi; Shushi, Tomer
5
2017
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
5
2012
Portfolio optimization by a bivariate functional of the mean and variance. Zbl 1443.90271
Landsman, Z.; Makov, U.; Shushi, T.
5
2020
Asymptotic behavior of sample mean direction for spheres. Zbl 0864.62036
Hendriks, Harrie; Landsman, Zinoviy; Ruymgaart, Frits
5
1996
Conditional tail risk measures for the skewed generalised hyperbolic family. Zbl 1411.91510
Ignatieva, Katja; Landsman, Zinoviy
5
2019
Multivariate flexible Pareto model: dependency structure, properties and characterizations. Zbl 1169.62003
Chiragiev, Arthur; Landsman, Zinoviy
4
2009
On some risk-adjusted tail-based premium calculation principles. Zbl 1192.91116
Furman, Edward; Landsman, Zinoviy
4
2006
A multivariate Tweedie lifetime model: censoring and truncation. Zbl 1348.62230
Alai, Daniel H.; Landsman, Zinoviy; Sherris, Michael
4
2015
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
Modelling lifetime dependence for older ages using a multivariate Pareto distribution. Zbl 1371.91074
Alai, Daniel H.; Landsman, Zinoviy; Sherris, Michael
3
2016
Bounds for some general sums of random variables. Zbl 1207.62119
Landsman, Zinoviy; Vanduffel, Steven
3
2011
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
Relation between the covariance and Fisher information matrices. Zbl 0952.62049
Kagan, Abram; Landsman, Zinoviy
3
1999
Minimization of a function of a quadratic functional with application to optimal portfolio selection. Zbl 1346.90668
Landsman, Zinoviy; Makov, Udi
3
2016
Asymptotic tests for mean location on manifolds. Zbl 0848.62010
Hendriks, Harrie; Landsman, Zinoviy
3
1996
The tail Stein’s identity with applications to risk measures. Zbl 1414.91210
Landsman, Zinoviy; Valdez, Emiliano A.
3
2016
Sequential quasi credibility for scale dispersion models. Zbl 1092.91047
Landsman, Zinoviy; Makov, Udi
2
2003
Contaminated exponential dispersion loss models. Zbl 1084.62539
Landsman, Zinoviy M.; Makov, Udi E.
2
2003
Option pricing for log-symmetric distributions of returns. Zbl 1170.91385
Klebaner, Fima C.; Landsman, Zinoviy
2
2009
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
A characterization of optimal portfolios under the tail mean-variance criterion. Zbl 1284.91528
Owadally, Iqbal; Landsman, Zinoviy
2
2013
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
On the minimum of the Fisher information about the scale parameter and the singular Sturme-Liouville problem. Zbl 0968.62075
Landsman, Zinoviy
1
2000
Second order minimax estimation of the mean. Zbl 1327.62038
Bar-Lev, Shaul K.; Bshouty, Daoud; Landsman, Zinoviy
1
2010
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
The second order asymptotic minimax property in the presence of a nuisance parameter. Zbl 0711.62009
Landsman, Z. M.; Levit, B. Ya.
1
1990
Option pricing for symmetric Lévy returns with applications. Zbl 1368.91171
Hamza, Kais; Klebaner, Fima C.; Landsman, Zinoviy; Tan, Ying-Oon
1
2015
Exchangeable mortality projection. Zbl 1482.91189
Shapovalov, Vered; Landsman, Zinoviy; Makov, Udi
1
2021
Exchangeable mortality projection. Zbl 1482.91189
Shapovalov, Vered; Landsman, Zinoviy; Makov, Udi
1
2021
Portfolio optimization by a bivariate functional of the mean and variance. Zbl 1443.90271
Landsman, Z.; Makov, U.; Shushi, T.
5
2020
Conditional tail risk measures for the skewed generalised hyperbolic family. Zbl 1411.91510
Ignatieva, Katja; Landsman, Zinoviy
5
2019
A multivariate tail covariance measure for elliptical distributions. Zbl 1398.62132
Landsman, Zinoviy; Makov, Udi; Shushi, Tomer
16
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.
6
2018
A generalization of multivariate Pareto distributions: tail risk measures, divided differences and asymptotics. Zbl 1403.62189
Hendriks, Harrie; Landsman, Zinoviy
6
2017
Extended generalized skew-elliptical distributions and their moments. Zbl 1373.60030
Landsman, Zinoviy; Makov, Udi; Shushi, Tomer
5
2017
Multivariate tail conditional expectation for elliptical distributions. Zbl 1373.62523
Landsman, Zinoviy; Makov, Udi; Shushi, Tomer
19
2016
Tail conditional moments for elliptical and log-elliptical distributions. Zbl 1371.60041
Landsman, Zinoviy; Makov, Udi; Shushi, Tomer
13
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
3
2016
The tail Stein’s identity with applications to risk measures. Zbl 1414.91210
Landsman, Zinoviy; Valdez, Emiliano A.
3
2016
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
9
2015
Some Stein-type inequalities for multivariate elliptical distributions and applications. Zbl 1314.60068
Landsman, Zinoviy; Vanduffel, Steven; Yao, Jing
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
6
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
5
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
29
2010
On the tail mean-variance optimal portfolio selection. Zbl 1231.91407
Landsman, Zinoviy
11
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.
37
2008
Stein’s lemma for elliptical random vectors. Zbl 1286.62018
Landsman, Zinoviy; Nešlehová, Johanna
27
2008
Economic capital allocations for non-negative portfolios of dependent risks. Zbl 1274.91379
Furman, Edward; Landsman, Zinoviy
22
2008
Minimization of the root of a quadratic functional under an affine equality constraint. Zbl 1158.65324
Landsman, Zinoviy
9
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
31
2007
Asymptotic data analysis on manifolds. Zbl 1114.62064
Hendriks, Harrie; Landsman, Zinoviy
6
2007
Tail variance premium with applications for elliptical portfolio of risks. Zbl 1162.91373
Furman, Edward; Landsman, Zinoviy
54
2006
On the generalization of Stein’s lemma for elliptical class of distributions. Zbl 1089.62055
Landsman, Zinoviy
22
2006
Stochastic ordering of bivariate elliptical distributions. Zbl 1085.62059
Landsman, Zinoviy; Tsanakas, Andreas
14
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
46
2005
Tail conditional expectations for exponential dispersion models. Zbl 1099.62122
Landsman, Zinoviy; Valdez, Emiliano A.
34
2005
On the generalization of Esscher and variance premiums modified for the elliptical family of distributions. Zbl 1081.62090
Landsman, Zinoviy
9
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.
133
2003
Robustness via a mixture of exponential power distributions. Zbl 1429.62061
Hazan, Alon; Landsman, Zinoviy; Makov, Udi E.
6
2003
Sequential quasi credibility for scale dispersion models. Zbl 1092.91047
Landsman, Zinoviy; Makov, Udi
2
2003
Contaminated exponential dispersion loss models. Zbl 1084.62539
Landsman, Zinoviy M.; Makov, Udi E.
2
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
12
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.
15
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
Relation between the covariance and Fisher information matrices. Zbl 0952.62049
Kagan, Abram; Landsman, Zinoviy
3
1999
Mean location and sample mean location on manifolds: Asymptotics, tests, confidence regions. Zbl 0941.62069
Hendriks, Harrie; Landsman, Zinoviy
25
1998
Exponential dispersion models and credibility. Zbl 1076.62560
Landsman, Zinoviy M.; Makov, Udi E.
20
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 492 Authors

58 Landsman, Zinoviy M.
22 Furman, Edward
15 Makov, Udi E.
15 Shushi, Tomer
14 Zitikis, Ričardas
11 Vanduffel, Steven
9 Huckemann, Stephan F.
8 Patrangenaru, Victor
8 Valdez, Emiliano A.
8 Yao, Jing
7 Kim, Joseph Hyun Tae
7 Su, Jianxi
7 Van Ackooij, Wim
7 Vernic, Raluca
7 Yin, Chuancun
6 Alai, Daniel H.
6 Cai, Jun
6 Dhaene, Jan
6 Taylor, Greg
5 Adcock, C. J.
5 Denuit, Michel M.
5 Gómez-Déniz, Emilio
5 Kagan, Abram Meerovich
5 Pitselis, Georgios
5 Sherris, Michael
5 Sordo, Miguel Ángel
4 Amiri, Mehdi
4 Balakrishnan, Narayanaswamy
4 Bhattacharya, Rabi N.
4 Cossette, Hélène
4 Ellingson, Leif
4 Frees, Edward W.
4 Hendriks, Harrie
4 Mao, Tiantian
4 Marceau, Étienne
4 Pérez-Aros, Pedro
4 Woo, Jae-Kyung
3 Ahn, Jae Youn
3 Bar-Lev, Shaul K.
3 Chan, Jennifer So Kuen
3 Eini, Esmat Jamshidi
3 Eltzner, Benjamin
3 Hashorva, Enkelejd
3 Henrard, Luc
3 Hotz, Thomas
3 Ignatieva, Katja
3 Jamalizadeh, Ahad
3 Jones, Bruce L.
3 Jørgensen, Bent
3 Khaloozadeh, Hamid
3 Kokonendji, Célestin Clotaire
3 Lachos Dávila, Víctor Hugo
3 Nadarajah, Saralees
3 Psarrakos, Georgios
3 Rao, Calyampudi Radhakrishna
3 Ren, Jiandong
3 Suarez-Llorens, Alfonso
3 Tan, Ken Seng
3 Touboul, Jacques
3 Wang, Ying
3 Zuo, Baishuai
2 Albrecher, Hansjörg
2 Ararat, Çağın
2 Arendarczyk, Marek
2 Asimit, Alexandru V.
2 Avanzi, Benjamin
2 Di Bernardino, Elena
2 Gardes, Laurent
2 Genç, Ali İ.
2 Girard, Stéphane
2 Goegebeur, Yuri
2 Gribkova, Nadezhda Viktorovna
2 Guillen, Montserrat
2 Guillou, Armelle
2 Henry, Guillermo
2 Hong, Liang
2 Hu, Taizhong
2 Hürlimann, Werner
2 Jeon, Yongho
2 Kattumannil, Sudheesh Kumar
2 Kim, Peter T.
2 Klebaner, Fima C.
2 Kozubowski, Tomasz J.
2 Kuznetsov, Alexey
2 Kye, Yisub
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 Matos, Larissa A.
2 Moutanabbir, Khouzeima
2 Nkurunziza, Sévérien
2 Ogasawara, Haruhiko
2 Osborne, Daniel E.
2 Owadally, Iqbal
2 Panorska, Anna K.
...and 392 more Authors
all top 5

Cited in 102 Serials

103 Insurance Mathematics & Economics
22 North American Actuarial Journal
21 Journal of Statistical Planning and Inference
19 ASTIN Bulletin
18 Journal of Multivariate Analysis
16 Scandinavian Actuarial Journal
14 Statistics & Probability Letters
12 Communications in Statistics. Theory and Methods
10 Journal of Computational and Applied Mathematics
10 Methodology and Computing in Applied Probability
6 European Journal of Operational Research
6 Quantitative Finance
5 The Annals of Statistics
5 Journal of Applied Statistics
4 Applied Mathematics and Computation
4 Annals of Operations Research
3 Journal of Applied Probability
3 Journal of Optimization Theory and Applications
3 Operations Research Letters
3 Computational Statistics
3 Communications in Statistics. Simulation and Computation
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 Statistics
2 Journal of Mathematical Imaging and Vision
2 Test
2 Mathematical Methods of Statistics
2 Statistical Papers
2 Journal of Mathematical Sciences (New York)
2 Bernoulli
2 Extremes
2 Probability in the Engineering and Informational Sciences
2 Lobachevskii Journal of Mathematics
2 Set-Valued and Variational Analysis
2 Journal of Probability and Statistics
2 Sankhyā. Series A
2 Dependence Modeling
1 Advances in Applied Probability
1 The American Statistician
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 Physica A
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 Mathematica Slovaca
1 Metron
1 Proceedings of the American Mathematical Society
1 Scandinavian Actuarial Journal
1 Acta Mathematicae Applicatae Sinica. English Series
1 Optimization
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 Turkish Journal of Mathematics
1 Journal of Convex Analysis
1 Journal of Nonparametric Statistics
1 Abstract and Applied Analysis
1 Soft Computing
1 International Journal of Theoretical and Applied Finance
1 International Game Theory Review
1 Entropy
1 Asia-Pacific Financial Markets
1 Statistical Methods and Applications
1 Mathematical Biosciences and Engineering
1 Journal of the Korean Statistical Society
1 Journal of Statistical Theory and Practice
1 Electronic Journal of Statistics
1 Algorithms
1 Afrika Statistika
1 Journal of Computational and Graphical Statistics
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
...and 2 more Serials

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