Udi E. Makov: search on Z-Library

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1

Analytic solution to the portfolio optimization problem in a mean-variance-skewness model

Landsman, Zinoviy, Makov, Udi, Shushi, Tomer

Journal:

European Journal of Finance

Year:

2019

Language:

english

File:

PDF, 1.28 MB

english, 2019

2

Optimal portfolios with downside risk

Klebaner, Fima, Landsman, Zinoviy, Makov, Udi, Yao, Jing

Journal:

Quantitative Finance

Year:

2016

Language:

english

File:

PDF, 560 KB

english, 2016

3

Principal Applications of Bayesian Methods in Actuarial Science

Journal:

North American Actuarial Journal

Year:

2001

Language:

english

File:

PDF, 139 KB

english, 2001

4

Translation-invariant and positive-homogeneous risk measures and optimal portfolio management in the presence of a riskless component

Zinoviy Landsman, Udi Makov

Journal:

Insurance: Mathematics and Economics

Year:

2012

Language:

english

File:

PDF, 234 KB

english, 2012

5

Minimization of a Function of a Quadratic Functional with Application to Optimal Portfolio Selection

Landsman, Zinoviy, Makov, Udi

Journal:

Journal of Optimization Theory and Applications

Year:

2016

Language:

english

File:

PDF, 547 KB

english, 2016

6

Exponential dispersion models and credibility

Landsman, Zinoviy M., Makov, Udi E.

Journal:

Scandinavian Actuarial Journal

Year:

1998

Language:

english

File:

PDF, 382 KB

english, 1998

7

Tail Conditional Expectations for Generalized Skew — Elliptical Distributions

Landsman, Zinoviy, Makov, Udi, Shushi, Tomer

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 246 KB

english, 2013

8

A Multivariate Tail Covariance Measure for Elliptical Distributions

Landsman, Zinoviy, Makov, Udi, Shushi, Tomer

Journal:

SSRN Electronic Journal

Year:

2017

Language:

english

File:

PDF, 234 KB

english, 2017

9

Some aspects of Bayesian loss-robustness

Journal:

Journal of Statistical Planning and Inference

Year:

1994

Language:

english

File:

PDF, 639 KB

english, 1994

10

Sequential credibility evaluation for symmetric location claim distributions

Zinoviy Landsman, Udi E. Makov

Journal:

Insurance: Mathematics and Economics

Year:

1999

Language:

english

File:

PDF, 89 KB

english, 1999

11

A multivariate tail covariance measure for elliptical distributions

Landsman, Zinoviy, Makov, Udi, Shushi, Tomer

Journal:

Insurance: Mathematics and Economics

Year:

2018

Language:

english

File:

PDF, 481 KB

english, 2018

12

Intrinsic objective Bayesian estimation of the mean of the Tweedie family

Langbord, Limor, Landsman, Zinoviy, Makov, Udi E.

Journal:

Scandinavian Actuarial Journal

Year:

2019

File:

PDF, 1.78 MB

2019

13

Credibility evaluation for the exponential dispersion family

Zinoviy Landsman, Udi E. Makov

Journal:

Insurance: Mathematics and Economics

Year:

1999

Language:

english

File:

PDF, 84 KB

english, 1999

14

Robustness via a mixture of exponential power distributions

Alon Hazan, Zinoviy Landsman, Udi E Makov

Journal:

Computational Statistics & Data Analysis

Year:

2003

Language:

english

File:

PDF, 701 KB

english, 2003

15

A Generalized Measure for the Optimal Portfolio Selection Problem and its Explicit Solution

Landsman, Zinoviy, Makov, Udi, Shushi, Tomer

Journal:

Year:

2018

Language:

english

File:

PDF, 489 KB

english, 2018

16

Robust Bayesian analysis of loss reserving data using scale mixtures distributions

Choy, S.T. Boris, Chan, Jennifer S.K., Makov, Udi E.

Journal:

Journal of Applied Statistics

Year:

2015

Language:

english

File:

PDF, 382 KB

english, 2015

17

Sequential Quasi-Credibility for Scale Dispersion Models

Landsman, Zinoviy, Makov, Udi

Journal:

Scandinavian Actuarial Journal

Year:

2003

Language:

english

File:

PDF, 157 KB

english, 2003

18

Tail conditional moments for elliptical and log-elliptical distributions

Landsman, Zinoviy, Makov, Udi, Shushi, Tomer

Journal:

Insurance: Mathematics and Economics

Year:

2016

Language:

english

File:

PDF, 356 KB

english, 2016

19

On credibility evaluation and the tail area of the exponential dispersion family

Zinoviy Landsman, Udi E. Makov

Journal:

Insurance: Mathematics and Economics

Year:

2000

Language:

english

File:

PDF, 90 KB

english, 2000

20

Contaminated Exponential Dispersion Loss Models

Landsman, Zinoviy M., Makov, Udi E.

Journal:

North American Actuarial Journal

Year:

2003

Language:

english

File:

PDF, 314 KB

english, 2003

21

Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution

Chan, Jennifer S.K., Boris Choy, S.T., Makov, Udi E.

Journal:

Year:

2008

Language:

english

File:

PDF, 3.61 MB

english, 2008

22

Computer intensive methods for inference on parameters of complex models — A Bayesian alternative

Ayala Cohen, Udi Makov, Ruth Boneh

Journal:

Journal of Statistical Planning and Inference

Year:

1995

Language:

english

File:

PDF, 769 KB

english, 1995

23

[IEEE 2009 International Conference on Computer Engineering and Technology (ICCET) - Singapore, Singapore (2009.01.22-2009.01.24)] 2009 International Conference on Computer Engineering and Technology - Sensory Mapping Algorithm and Enhanced Product Development

Makov, Udi E., Ben-Assor, M., Saguy, I. Sam

Year:

2009

Language:

english

File:

PDF, 318 KB

english, 2009

24

Loss robustness via Fisher-weighted squared-error loss function

Journal:

Insurance: Mathematics and Economics

Year:

1995

Language:

english

File:

PDF, 372 KB

english, 1995

25

Special Issue: Practical Bayesian Statistics || A Bayesian Treatment of the `Missing Suspect' Problem in Forensic Science

Journal:

Journal of the Royal Statistical Society: Series D (The Statistician)

Year:

1987

Language:

english

File:

PDF, 703 KB

english, 1987

26

Proceedings of the 1982 I.O.S. Annual Conference on Practical Bayesian Statistics || Approximate Bayesian Procedures for Dynamic Linear Models in the Presence of Jumps

Journal:

Journal of the Royal Statistical Society: Series D (The Statistician)

Year:

1983

Language:

english

File:

PDF, 612 KB

english, 1983

27

Bayesian and approximate bayesian solutions to simultaneous estimation of multiple dynamic processes

Journal:

Communication in Statistics- Theory and Methods

Year:

1991

Language:

english

File:

PDF, 527 KB

english, 1991

28

Extended Generalized Skew-Elliptical Distributions and their Moments

Landsman, Zinoviy, Makov, Udi, Shushi, Tomer

Journal:

Year:

2017

Language:

english

File:

PDF, 522 KB

english, 2017

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