Prof. Ehud Makov

Ehud Makov

 

 

 

 

 

Ph.D., University College, London University, 1984

Rabin building, Room: 8066

+972-4-8249620 (3620)

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Ehud Makov

 

 

 

 

 

Ph.D., University College, London University, 1984

Rabin building, Room: 8066

+972-4-8249620 (3620)

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

Short Bio

Udi Makov  is a professor of statistics. He is the director of the Actuarial Program and the founder and head of the Actuarial Research Centre, both at the University of Haifa. He is an academic member of the Israeli Association of Actuaries and a member of the Royal Statistical Society; UK. Professor Makov graduated in Industrial Engineering and Management  from the Technion - Israel Institute of Technology, and obtained his M.Sc in Operational Research from the same institute. His Ph.D, in Mathematical Statistics, is from the University of London (University College). Professor Makov's fields of research are non-life Insurance, with particular emphasis on credibility, loss- reserves and usage based insurance, risk measures, portfolio optimization, mortality projections and Bayesian statistics.  

Research interests

Actuary and finance, Bayesian statistics.    

Selected Publications

  • Chan, J.S.K., Choy, S.T.B. and Makov, U.E. Robust Bayesian analysis of loss reserves data using scale mixtures distributions. Journal of Applied Statistics, 1-16, 2015.
  • Landsman Z. andLandsman Z. and Makov U. Minimization of a function of a quadratic functional with application to optimal portfolio selection. J. Optim. Theory Appl., 2015. Makov U. Minimization of a function of a quadratic functional with application to optimal portfolio selection. J. Optim. Theory Appl., 2015.
  • Landsman Z., Makov U., and Shushi T. A new class of distributions based on Hurwitz zeta function with applications for risk management. The open Statistics and Probability Journal, 7, 2016.
  • Landsman, Z., Makov, U., & Shushi, T. (2016). Multivariate tail conditional expectation for elliptical distributions. Insurance: Mathematics and Economics,70, 216-223.
  • Makov, U.E. and Weiss J. (2016). Predictive modeling for usage-based auto insurance. In Vol. 2 of Frees, E. W., Derrig, R. A. and Meyers, G. (Eds.). Predictive Modeling Applications in Actuarial Science. Refereed.
  • Zinoviy L, Makov U, and Shushi T. (2016). Tail Conditional Moments for Elliptical and Log-Elliptical distributions. Insurance: Mathematics and Economics. 71, 179-188.
  • Zinoviy L, Makov U, and Shushi T. (2017). Extended generalized skew-elliptical distributions and their moments. Sankhya 79-A, Part1, 76-100
  • Fima Klebaner, Zinoviy Landsman, Udi Makov, Jing Yao, (2017). Optimal Portfolios with Downside Risk. Quantitative Finance, 315-325.
  • Chan, J.S.K., Choy, S.T.B., Makov, U.E. & Landsman, Z. (2018) Modeling insurance losses using contaminated generalised Beta type II distribution. To appear in ASTIN Bulletin.
  • Landsman, Z., Makov U, and Shushi T. (2018). A multivariate tail covariance measure for elliptical distributions. Insurance: Mathematics and Economics,  27-35.
  • Landsman, Z., Makov, U., & Shushi, T. (2018). A Generalized Measure for the Optimal Portfolio Selection Problem and its Explicit Solution. Risks6, 19.
  • Langbord, L. Landsman, Z. and Makov, U. (2018). Objective Bayesian Estimation of the Mean of Severity and Frequency Distributions. Accepted May 30, 2018 by the Variance
  • Langbord, L., Landsman, Z., & Makov, U. E. (2019). Intrinsic objective Bayesian estimation of the mean of the Tweedie family. Scandinavian Actuarial Journal, 1-19.
ביה"ס לקרימינולוגיה, אוניברסיטת חיפה, הר הכרמל 31905 I בניין אשכול, קומה 23 I טלפון: 04-8288991

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