Prof. Zinoviy Landsman

zinoviy

 

 

 

 

 

Ph.D., Romanovsky Mathematical Institute, Tashkent, USSR, 1978

Rabin building, Room: 8072

+972-4-8249003 (3003)

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Personal website

zinoviy

 

 

 

 

 

Ph.D., Romanovsky Mathematical Institute, Tashkent, USSR, 1978

Rabin building, Room: 8072

+972-4-8249003 (3003)

This email address is being protected from spambots. You need JavaScript enabled to view it.

Personal website

Short Bio

Zinoviy Landsman joined the Department of Statistics in 1991.  He obtained an M.A. degree (1972)  from Tashkent State University in Probability and Mathematical Statistics, and a Ph.D. degree (1978)  in Mathematical Statistics from Romanovsky Mathematical Institute. Prof. Landsman has held visiting positions at the School of Risk and Actuarial Studies, Business School, University of New South Wales, Sidney; School of Mathematical Sciences,  Monash University,  Melbourne; Mathematics Department, Faculty of Science, Radboud University, Nijmegen (the Netherlands).   He is currently an Associate Editor of  Insurance: Mathematics and Economics.  His research has been supported by various funding agencies including the Israel Science Foundation (ISF), Actuarial Education and Research Fund (AERF) of the American Society of Actuary (SoA), Committee on Knowledge Extension Research (CKER) of SoA. 

Research interests

  Statistical inference; statistics on manifolds; actuary and finance: risk measures; optimal portfolio selection; option pricing.  

Selected Publications

  • Landsman, Z. (1996). Sample quantiles and additive statistics: information, sufficiency, estimation. Journal of Statistical Planning and Inference 52, 93-108. 
  • Landsman, Z. (2001). Second order minimax estimation of mean value for exponential dispersion models. Journal of Statistical Planning and Inference 98, 57-71.
  • Landsman, Z., Sherris, M. (2001). Risk measures and insurance premium principles. Insurance: Mathematics & Economics 98 57-71.
  • Landsman Z. (2002). Credibility theory: a new view from the theory of second order optimal statistics. Insurance: Mathematics and Economics 30, 351-362.
  • Landsman, Z., Valdez, A. E. (2003). Tail conditional expectations for elliptical distributions. North American Actuarial Journal 7 55-71.
  • Landsman, Z., Valdez, E., (2005). Tail conditional expectation for exponential dispersion models. ASTIN Bulletin 35, 189-209.
  • Hendriks, H. and Landsman, Z. (2007).  Asymptotic Data Analysis on Manifolds. Annals of Statistics 35, 109-131.
  • Landsman, Z. and Neslehova, J. (2008). Stein's lemma for elliptical random vectors. Journal of Multivariate Analysis 99, 912-927
  • Landsman, Z. (2010). On the tail mean-variance optimal portfolio selection. Insurance: Mathematics and Economics, 547-553
  • Alai, D., Landsman, Z. and Sherris, M. (2015). A multivariate Tweedie life time model: censoring and truncation. Insurance: Mathematics and Economics 64, 203-2013
  • Landsman, Z. and Makov, U. (2015). Minimization of a function of a quadratic functional with application to optimal portfolio selection. Journal of Optimization Theory and Applications
ביה"ס לקרימינולוגיה, אוניברסיטת חיפה, הר הכרמל 31905 I בניין אשכול, קומה 23 I טלפון: 04-8288991

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