Items where Author is "Landsman, Z."
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Owadally, I. & Landsman, Z. (2013). A characterization of optimal portfolios under the tail mean-variance criterion. Insurance: Mathematics and Economics, 52(2), pp. 213-221. doi: 10.1016/j.insmatheco.2012.12.004
Landsman, Z. & Tsanakas, A. (2012). Parameter Uncertainty in Exponential Family Tail Estimation. ASTIN Bulletin, 42(1), pp. 123-152. doi: 10.2143/AST.42.1.2160738
Landsman, Z. & Tsanakas, A. (2006). Stochastic ordering of bivariate elliptical distributions. Statistics and Probability Letters, 76(5), pp. 488-494. doi: 10.1016/j.spl.2005.08.016