Edit Profile (opens in new tab) Makov, Udi E. Compute Distance To: Compute Author ID: makov.udi-e Published as: Makov, Udi E.; Makov, U. E.; Makov, Udi; Markov, Udi E.; Makov, U. more...less Documents Indexed: 35 Publications since 1977, including 1 Book Co-Authors: 15 Co-Authors with 30 Joint Publications 307 Co-Co-Authors all top 5 Co-Authors 5 single-authored 18 Landsman, Zinoviy M. 7 Smith, Adrian F. M. 5 Shushi, Tomer 3 Chan, Jennifer So Kuen 3 Choy, S. T. Boris 2 Fienberg, Stephen Elliot 2 George, Edward I. 1 Boneh, Ruth 1 Cohen, Ayala 1 Hazan, Alon 1 Langbord, Limor 1 Meyer, Michael M. 1 Shapovalov, Vered 1 Titterington, D. Michael 1 Trottini, Mario all top 5 Serials 8 Insurance Mathematics & Economics 2 IEEE Transactions on Information Theory 2 Journal of Optimization Theory and Applications 2 Journal of Statistical Planning and Inference 2 Scandinavian Actuarial Journal 2 Scandinavian Actuarial Journal 2 ASTIN Bulletin 2 North American Actuarial Journal 1 Scandinavian Journal of Statistics 1 IEEE Transactions on Automatic Control 1 Journal of the Royal Statistical Society. Series B 1 Computational Statistics and Data Analysis 1 Journal of Applied Statistics 1 Journal of Computational Methods in Sciences and Engineering 1 Sankhyā. Series A 1 European Actuarial Journal 1 Wiley Series in Probability and Mathematical Statistics all top 5 Fields 29 Statistics (62-XX) 10 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 4 Numerical analysis (65-XX) 3 Probability theory and stochastic processes (60-XX) 2 Functional analysis (46-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Operations research, mathematical programming (90-XX) 2 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 31 Publications have been cited 821 times in 763 Documents Cited by ▼ Year ▼ Statistical analysis of finite mixture distributions. Zbl 0646.62013Titterington, D. M.; Smith, A. F. M.; Makov, U. E. 612 1985 Multivariate tail conditional expectation for elliptical distributions. Zbl 1373.62523Landsman, Zinoviy; Makov, Udi; Shushi, Tomer 21 2016 Exponential dispersion models and credibility. Zbl 1076.62560Landsman, Zinoviy M.; Makov, Udi E. 20 1998 A multivariate tail covariance measure for elliptical distributions. Zbl 1398.62132Landsman, Zinoviy; Makov, Udi; Shushi, Tomer 18 2018 Credibility evaluation for the exponential dispersion family. Zbl 0927.62109Landsman, Zinoviy; Makov, Udi E. 15 1999 Principal applications of Bayesian methods in actuarial science: a perspective. Zbl 1083.62538Makov, Udi E. 14 2001 Tail conditional moments for elliptical and log-elliptical distributions. Zbl 1371.60041Landsman, Zinoviy; Makov, Udi; Shushi, Tomer 13 2016 Conjugate likelihood distributions. Zbl 0776.62027George, E. I.; Makov, U. E.; Smith, A. F. M. 12 1993 A quasi-Bayes sequential procedure for mixtures. Zbl 0377.62045Smith, A. F. M.; Makov, U. E. 10 1978 Robust Bayesian analysis of loss reserves data using the generalized-\(t\) distribution. Zbl 1169.91384Chan, Jennifer S. K.; Choy, S. T. Boris; Makov, Udi E. 9 2008 Loss robustness via Fisher-weighted squared-error loss function. Zbl 0836.62006Makov, Udi E. 8 1995 Robustness via a mixture of exponential power distributions. Zbl 1429.62061Hazan, Alon; Landsman, Zinoviy; Makov, Udi E. 7 2003 A quasi-Bayes unsupervised learning procedure for priors. Zbl 0397.62004Makov, Udi E.; Smith, Adrian F. M. 6 1977 Modelling insurance losses using contaminated generalised beta type-II distribution. Zbl 1390.62204Chan, J. S. K.; Choy, S. T. B.; Makov, U. E.; Landsman, Z. 6 2018 Extended generalized skew-elliptical distributions and their moments. Zbl 1373.60030Landsman, Zinoviy; Makov, Udi; Shushi, Tomer 5 2017 Portfolio optimization by a bivariate functional of the mean and variance. Zbl 1443.90271Landsman, Z.; Makov, U.; Shushi, T. 5 2020 Translation-invariant and positive-homogeneous risk measures and optimal portfolio management in the presence of a riskless component. Zbl 1235.91096Landsman, Zinoviy; Makov, Udi 5 2012 On credibility evaluation and the tail area of the exponential dispersion family. Zbl 0971.62064Landsman, Zinoviy; Makov, Udi E. 5 2000 Some aspects of Bayesian loss-robustness. Zbl 0797.62022Makov, Udi E. 5 1994 Sequential credibility evaluation for symmetric location claim distributions. Zbl 1069.62554Landsman, Zinoviy; Makov, Udi E. 4 1999 Minimization of a function of a quadratic functional with application to optimal portfolio selection. Zbl 1346.90668Landsman, Zinoviy; Makov, Udi 3 2016 Robust Bayesian analysis of loss reserving data using scale mixtures distributions. Zbl 07281501Choy, S. T. Boris; Chan, Jennifer S. K.; Makov, Udi E. 3 2016 On stochastic approximation and credibility. Zbl 0922.62111Landsman, Zinoviy; Markov, Udi E. 3 1999 Sequential quasi credibility for scale dispersion models. Zbl 1092.91047Landsman, Zinoviy; Makov, Udi 2 2003 Fully Bayesian hierarchical analysis for exponential families via Monte Carlo computation. Zbl 0839.62022George, E. I.; Makov, U. E.; Smith, A. F. M. 2 1994 Contaminated exponential dispersion loss models. Zbl 1084.62539Landsman, Zinoviy M.; Makov, Udi E. 2 2003 Bayesian detection and estimation of jumps in linear systems. Zbl 0498.93060Smith, A. F. M.; Makov, U. E. 2 1980 Approximations to unsupervised filters. Zbl 0445.93036Makov, U. E. 1 1980 Confidentiality, uniqueness, and disclosure limitation for categorical data. Zbl 0921.62011Fienberg, Stephen E.; Makov, U. E. 1 1997 Additive noise and multiplicative bias as disclosure limitation techniques for continuous microdata: a simulation study. Zbl 1060.62035Trottini, M.; Fienberg, S. E.; Makov, U. E.; Meyer, M. M. 1 2004 Exchangeable mortality projection. Zbl 1482.91189Shapovalov, Vered; Landsman, Zinoviy; Makov, Udi 1 2021 Exchangeable mortality projection. Zbl 1482.91189Shapovalov, Vered; Landsman, Zinoviy; Makov, Udi 1 2021 Portfolio optimization by a bivariate functional of the mean and variance. Zbl 1443.90271Landsman, Z.; Makov, U.; Shushi, T. 5 2020 A multivariate tail covariance measure for elliptical distributions. Zbl 1398.62132Landsman, Zinoviy; Makov, Udi; Shushi, Tomer 18 2018 Modelling insurance losses using contaminated generalised beta type-II distribution. Zbl 1390.62204Chan, J. S. K.; Choy, S. T. B.; Makov, U. E.; Landsman, Z. 6 2018 Extended generalized skew-elliptical distributions and their moments. Zbl 1373.60030Landsman, Zinoviy; Makov, Udi; Shushi, Tomer 5 2017 Multivariate tail conditional expectation for elliptical distributions. Zbl 1373.62523Landsman, Zinoviy; Makov, Udi; Shushi, Tomer 21 2016 Tail conditional moments for elliptical and log-elliptical distributions. Zbl 1371.60041Landsman, Zinoviy; Makov, Udi; Shushi, Tomer 13 2016 Minimization of a function of a quadratic functional with application to optimal portfolio selection. Zbl 1346.90668Landsman, Zinoviy; Makov, Udi 3 2016 Robust Bayesian analysis of loss reserving data using scale mixtures distributions. Zbl 07281501Choy, S. T. Boris; Chan, Jennifer S. K.; Makov, Udi E. 3 2016 Translation-invariant and positive-homogeneous risk measures and optimal portfolio management in the presence of a riskless component. Zbl 1235.91096Landsman, Zinoviy; Makov, Udi 5 2012 Robust Bayesian analysis of loss reserves data using the generalized-\(t\) distribution. Zbl 1169.91384Chan, Jennifer S. K.; Choy, S. T. Boris; Makov, Udi E. 9 2008 Additive noise and multiplicative bias as disclosure limitation techniques for continuous microdata: a simulation study. Zbl 1060.62035Trottini, M.; Fienberg, S. E.; Makov, U. E.; Meyer, M. M. 1 2004 Robustness via a mixture of exponential power distributions. Zbl 1429.62061Hazan, Alon; Landsman, Zinoviy; Makov, Udi E. 7 2003 Sequential quasi credibility for scale dispersion models. Zbl 1092.91047Landsman, Zinoviy; Makov, Udi 2 2003 Contaminated exponential dispersion loss models. Zbl 1084.62539Landsman, Zinoviy M.; Makov, Udi E. 2 2003 Principal applications of Bayesian methods in actuarial science: a perspective. Zbl 1083.62538Makov, Udi E. 14 2001 On credibility evaluation and the tail area of the exponential dispersion family. Zbl 0971.62064Landsman, Zinoviy; Makov, Udi E. 5 2000 Credibility evaluation for the exponential dispersion family. Zbl 0927.62109Landsman, Zinoviy; Makov, Udi E. 15 1999 Sequential credibility evaluation for symmetric location claim distributions. Zbl 1069.62554Landsman, Zinoviy; Makov, Udi E. 4 1999 On stochastic approximation and credibility. Zbl 0922.62111Landsman, Zinoviy; Markov, Udi E. 3 1999 Exponential dispersion models and credibility. Zbl 1076.62560Landsman, Zinoviy M.; Makov, Udi E. 20 1998 Confidentiality, uniqueness, and disclosure limitation for categorical data. Zbl 0921.62011Fienberg, Stephen E.; Makov, U. E. 1 1997 Loss robustness via Fisher-weighted squared-error loss function. Zbl 0836.62006Makov, Udi E. 8 1995 Some aspects of Bayesian loss-robustness. Zbl 0797.62022Makov, Udi E. 5 1994 Fully Bayesian hierarchical analysis for exponential families via Monte Carlo computation. Zbl 0839.62022George, E. I.; Makov, U. E.; Smith, A. F. M. 2 1994 Conjugate likelihood distributions. Zbl 0776.62027George, E. I.; Makov, U. E.; Smith, A. F. M. 12 1993 Statistical analysis of finite mixture distributions. Zbl 0646.62013Titterington, D. M.; Smith, A. F. M.; Makov, U. E. 612 1985 Bayesian detection and estimation of jumps in linear systems. Zbl 0498.93060Smith, A. F. M.; Makov, U. E. 2 1980 Approximations to unsupervised filters. Zbl 0445.93036Makov, U. E. 1 1980 A quasi-Bayes sequential procedure for mixtures. Zbl 0377.62045Smith, A. F. M.; Makov, U. E. 10 1978 A quasi-Bayes unsupervised learning procedure for priors. Zbl 0397.62004Makov, Udi E.; Smith, Adrian F. M. 6 1977 all cited Publications top 5 cited Publications all top 5 Cited by 1,221 Authors 17 Landsman, Zinoviy M. 15 Punzo, Antonio 14 McNicholas, Paul D. 13 Makov, Udi E. 12 Chen, Jiahua 12 Shushi, Tomer 11 Titterington, D. Michael 10 McLachlan, Geoffrey John 8 Al-Moisheer, A. S. 8 Chan, Jennifer So Kuen 8 Gómez-Déniz, Emilio 8 Lindsay, Bruce G. 7 Böhning, Dankmar 7 DeSarbo, Wayne S. 7 Ingrassia, Salvatore 7 Lin, Tsung I. 7 Nguyen, Hien Duy 7 Vandekerkhove, Pierre 7 Yao, Weixin 7 Yin, Chuancun 6 Al-Hussaini, Essam Khalaf 6 Maĭboroda, Rostyslav Yevgenovych 6 Wu, Liucang 5 Achcar, Jorge Alberto 5 Bordes, Laurent 5 Kárný, Miroslav 5 Karunamuni, Rohana J. 5 Louzada-Neto, Francisco 5 Robert, Christian P. Robert 5 Sultan, Khalaf Salman 5 Vázquez Polo, Francisco José 5 Zuo, Baishuai 4 Andrews, Jeffrey L. 4 Balakrishnan, Narayanaswamy 4 Casella, George 4 Celeux, Gilles 4 Domma, Filippo 4 Gupta, Arjun Kumar 4 Hall, Peter Gavin 4 Hong, Liang 4 Huang, Mian 4 Jaheen, Zeinhum Fekry 4 Karlis, Dimitris 4 Martín, Jacinto 4 Minotti, Simona Caterina 4 Ning, Wei 4 Polymenis, Athanase 4 Qin, Yongsong 4 Suarez-Llorens, Alfonso 4 Subedi, Sanjeena 4 Wang, Shaoli 4 Wu, Yanhong 4 Xia, Yemao 3 Ahmad, Khalaf El-Dab 3 Bagnato, Luca 3 Bee, Marco 3 Browne, Ryan P. 3 Choy, S. T. Boris 3 Dey, Dipak Kumar 3 Eini, Esmat Jamshidi 3 Eskandari, Farzad 3 García-Escudero, Luis Angel 3 Gassiat, Elisabeth 3 Gordaliza, Alfonso 3 Gou, Jianwei 3 Ho, Hsiu J. 3 Huang, Yangxin 3 Iannario, Maria 3 Kalbfleisch, John D. 3 Karimnezhad, Ali 3 Khaloozadeh, Hamid 3 Lachos Dávila, Víctor Hugo 3 Lee, Andy H. 3 Lee, Sharon X. 3 Lei, Qingzhu 3 Liseo, Brunero 3 Liu, Xin 3 Lopes, Hedibert Freitas 3 Lu, Xiaosun 3 Marchette, David J. 3 Markatou, Marianthi 3 Martin, Ryan 3 Mayo-Iscar, Agustin 3 Mengersen, Kerrie L. 3 Moulines, Eric 3 Murphy, Thomas Brendan 3 Nadarajah, Saralees 3 Popović, Božidar V. 3 Priebe, Carey E. 3 Rydén, Tobias 3 Shao, Yongzhao 3 Sriram, T. N. 3 Tang, Niansheng 3 Tarpey, Thaddeus 3 Taylor, Greg 3 Vicari, Donatella 3 Vittadini, Giorgio 3 Walther, Günther 3 Wedel, Michel 3 Wu, Jingjing ...and 1,121 more Authors all top 5 Cited in 149 Serials 72 Computational Statistics and Data Analysis 53 Communications in Statistics. Theory and Methods 34 Journal of Statistical Planning and Inference 34 Insurance Mathematics & Economics 28 Communications in Statistics. Simulation and Computation 26 Statistics & Probability Letters 20 Journal of Multivariate Analysis 19 Journal of Statistical Computation and Simulation 19 Journal of Applied Statistics 17 Psychometrika 17 The Annals of Statistics 17 Biometrics 17 Journal of Classification 17 Statistics and Computing 14 Journal of Econometrics 12 The Canadian Journal of Statistics 12 North American Actuarial Journal 11 Annals of the Institute of Statistical Mathematics 10 Scandinavian Journal of Statistics 10 ASTIN Bulletin 10 Advances in Data Analysis and Classification. ADAC 9 Journal of the Royal Statistical Society. Series B. Statistical Methodology 8 Statistics 8 Computational Statistics 8 Pattern Recognition 8 The Annals of Applied Statistics 7 Test 7 Statistical Papers 7 Scandinavian Actuarial Journal 6 Statistical Science 6 European Journal of Operational Research 6 Electronic Journal of Statistics 5 Statistical Modelling 5 Modern Stochastics. Theory and Applications 4 Applied Mathematics and Computation 4 Biometrical Journal 4 Journal of Computational and Applied Mathematics 4 Journal of Mathematical Psychology 4 Revue de Statistique Appliquée 4 Econometric Reviews 4 Theory of Probability and Mathematical Statistics 4 Statistical Methodology 4 Bayesian Analysis 3 Automatica 3 Journal of the American Statistical Association 3 Kybernetika 3 International Journal of Approximate Reasoning 3 Mathematical and Computer Modelling 3 Applied Mathematics. Series B (English Edition) 3 Mathematical Problems in Engineering 3 Journal of the Royal Statistical Society. Series C. Applied Statistics 3 Quantitative Finance 3 European Actuarial Journal 3 Journal of Theoretical Biology 2 Artificial Intelligence 2 Metrika 2 Information Sciences 2 International Statistical Review 2 Journal of Optimization Theory and Applications 2 Mathematica Slovaca 2 Metron 2 Operations Research Letters 2 American Journal of Mathematical and Management Sciences 2 Neural Networks 2 Annals of Operations Research 2 Machine Learning 2 International Journal of Adaptive Control and Signal Processing 2 The Annals of Applied Probability 2 Journal of Global Optimization 2 Stochastic Processes and their Applications 2 Mathematical Methods of Statistics 2 Journal of Mathematical Sciences (New York) 2 Bernoulli 2 Journal of Nonparametric Statistics 2 PAA. Pattern Analysis and Applications 2 Australian & New Zealand Journal of Statistics 2 Probability in the Engineering and Informational Sciences 2 Methodology and Computing in Applied Probability 2 Statistical Methods and Applications 2 Journal of Statistical Theory and Practice 2 Journal of Computational and Graphical Statistics 2 Journal of Agricultural, Biological, and Environmental Statistics 2 Journal of Mathematics 2 Journal of Function Spaces 2 AIMS Mathematics 2 Statistical Theory and Related Fields 1 Computers & Mathematics with Applications 1 Computer Physics Communications 1 Discrete Applied Mathematics 1 Information Processing Letters 1 Journal of Computational Physics 1 Journal of Mathematical Analysis and Applications 1 Mathematical Biosciences 1 Physica A 1 Rocky Mountain Journal of Mathematics 1 Annales de l’Institut Fourier 1 Fuzzy Sets and Systems 1 Journal of Computer and System Sciences 1 Proceedings of the American Mathematical Society 1 Scandinavian Actuarial Journal ...and 49 more Serials all top 5 Cited in 24 Fields 690 Statistics (62-XX) 115 Numerical analysis (65-XX) 90 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 70 Probability theory and stochastic processes (60-XX) 32 Computer science (68-XX) 26 Operations research, mathematical programming (90-XX) 25 Biology and other natural sciences (92-XX) 10 Systems theory; control (93-XX) 7 Calculus of variations and optimal control; optimization (49-XX) 5 Information and communication theory, circuits (94-XX) 4 Functional analysis (46-XX) 3 Integral transforms, operational calculus (44-XX) 3 Geophysics (86-XX) 2 Combinatorics (05-XX) 2 Special functions (33-XX) 2 Approximations and expansions (41-XX) 2 Statistical mechanics, structure of matter (82-XX) 2 Astronomy and astrophysics (85-XX) 1 General and overarching topics; collections (00-XX) 1 Commutative algebra (13-XX) 1 Algebraic geometry (14-XX) 1 Ordinary differential equations (34-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Operator theory (47-XX) Citations by Year