Zinoviy Landsman

Management Science and Operations Research · 2001–2016

A researcher in the Science corpus: 9 papers; trusts 17 researchers and is trusted by 28 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 29 citations into it; #860 of 11,946 by trust here, #1,105 by citations
• Finance — 28 citations into it; #1,115 of 10,518 by trust here, #1,689 by citations
• Economics and Econometrics — 24 citations into it; #2,755 of 23,481 by trust here, #5,522 by citations
• Statistics and Probability — 18 citations into it
• Demography — 8 citations into it; #3,945 of 4,236 by trust here, #3,641 by citations
• General Decision Sciences — 5 citations into it

Whom Zinoviy Landsman trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Shaun S. Wang
2. N. H. Bingham
3. Emiliano A. Valdez
4. Dirk Tasche
5. H. Panjer
6. Jun Cai
7. Rüdiger Kiesel
8. Edward Furman
9. Alexander J. McNeil
10. Paul Embrechts

Who trusts Zinoviy Landsman overall

1. Edward Furman
2. Emiliano A. Valdez
3. Ricardas Zitikis
4. Arthur Chiragiev
5. Hélène Cossette
6. Edward W. Frees
7. L. Zhu
8. Jan Dhaene
9. Vytaras Brazauskas
10. Haijun Li

Papers from Zinoviy Landsman's perspective

Ordered by how strongly the researchers Zinoviy Landsman trusts endorse each paper. Same corpus, a different order for every researcher.

1. Coherent allocation of risk capital
2. Modelling Extremal Events for Insurance and Finance
3. Expected shortfall and beyond
4. Risk contributions and performance measurement
5. The Theory of Dispersion Models
6. Statistical Inference Using Extreme Order Statistics
7. Multivariate extremes, aggregation and dependence in elliptical distributions (Advances in Applied Probability)
8. An Introduction to Multivariate Statistical Analysis
9. An Introduction to Probability Theory and Its Applications
10. Tail Conditional Expectations for Exponential Dispersion Models (ASTIN Bulletin: The Journal of the International Actuarial Association)

Their papers

• Tail Conditional Expectations for Elliptical Distributions (2003) — 398 citations
• Risk measures and insurance premium principles (2001) — 51 citations
• Risk capital decomposition for a multivariate dependent gamma portfolio (2005) — 103 citations
• Tail Conditional Expectations for Exponential Dispersion Models (2005) — 84 citations
• Stein's Lemma for elliptical random vectors (2008) — 78 citations
• Multivariate Pareto portfolios: TCE-based capital allocation and divided differences (2007) — 63 citations
• On the Tail Mean-Variance optimal portfolio selection (2010) — 75 citations
• Multivariate tail conditional expectation for elliptical distributions (2016) — 52 citations
• Multivariate Tweedie distributions and some related capital-at-risk analyses (2010) — 68 citations