Portfolio Optimization by a Bivariate Functional of the Mean and Variance von Landsman, Z., Makov, U., Shushi, T.

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Portrait of the Polana–Eulalia family complex: Surface homogeneity revealed from near-infrared spectroscopy von Pinilla-Alonso, Noemí, de León, J., Walsh, K.J., Campins, H., Lorenzi, V., Delbo, M., DeMeo, F., Licandro, J., Landsman, Z., Lucas, M.P., Alí-Lagoa, V., Burt, B.

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Visible spectroscopy of the Polana–Eulalia family complex: Spectral homogeneity von de León, J., Pinilla-Alonso, N., Delbo, M., Campins, H., Cabrera-Lavers, A., Tanga, P., Cellino, A., Bendjoya, P., Gayon-Markt, J., Licandro, J., Lorenzi, V., Morate, D., Walsh, K.J., DeMeo, F., Landsman, Z., Alí-Lagoa, V.

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Compositional characterization of V-type candidate asteroids identified using the MOVIS catalogue von Medeiros, H, de León, J, Lazzaro, D, Popescu, M, Lorenzi, V, Pinilla-Alonso, N, Landsman, Z, Rizos, J L, Morate, D

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MODELLING INSURANCE LOSSES USING CONTAMINATED GENERALISED BETA TYPE-II DISTRIBUTION von Chan, J.S.K., Choy, S.T.B., Makov, U.E., Landsman, Z.

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Some results on the CTE-based capital allocation rule von Dhaene, J., Henrard, L., Landsman, Z., Vandendorpe, A., Vanduffel, S.

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Translation-invariant and positive-homogeneous risk measures and optimal portfolio management von Landsman, Z., Makov, U.

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On the Tail Mean–Variance optimal portfolio selection von Landsman, Zinoviy

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Multivariate Tweedie distributions and some related capital-at-risk analyses von Furman, Edward, Landsman, Zinoviy

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Parameter Uncertainty in Exponential Family Tail Estimation von Landsman, Z., Tsanakas, A.

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Risk capital decomposition for a multivariate dependent gamma portfolio von Furman, Edward, Landsman, Zinoviy

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Tail variance premiums for log-elliptical distributions von Landsman, Z, Pat, N, Dhaene, Jan

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On the generalization of Stein's Lemma for elliptical class of distributions von Landsman, Zinoviy

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Translation-invariant and positive-homogeneous risk measures and optimal portfolio management in the presence of a riskless component von Landsman, Zinoviy, Makov, Udi

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On the generalization of Esscher and variance premiums modified for the elliptical family of distributions von Landsman, Zinoviy

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A new class of generalised hyper-elliptical distributions and their applications in computing conditional tail risk measures von Ignatieva, K, Landsman, Z

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Stochastic ordering of bivariate elliptical distributions von Landsman, Zinoviy, Tsanakas, Andreas

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Credibility theory: a new view from the theory of second order optimal statistics von Landsman, Zinoviy

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Tail Conditional Expectations for Exponential Dispersion Models von Landsman, Zinoviy, Valdez, Emiliano A.

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Second-order minimax estimation of the mean value for exponential dispersion models von Landsman, Zinoviy

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