# Department of Statistics

## University of Haifa

**Zinoviy Landsman **

** Professor**

**Address:** Department of Statistics, University of Haifa

Haifa, Israel 31905

**Tel:** 972-4-8249003 **Fax:** 972-4-8253849

**E. mail:** landsman@stat.haifa.ac.il

**Higher Education**

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

**Research interests**

- Statistical inference. Actuary and Finance: Risk measures, Optimal portfolio selection, Option pricing. Statistics on manifolds. Nonparametric statistics.

**Recent Publications **(lp_internet.ps)

- Landsman, Z., Rom, M., "On distances and goodness-of-fit tests for detecting multimodal distributions".
*Metrika*, 42 , 1995, pp. 421-439. - Golenko-Ginzburg, D., Kesler, Landsman, Z., "Industrial job-shop scheduling with random operations and different priorities".
*International Journal of Production Economics*, 40 , 1995, pp. 185-195. - Hendriks, H., Landsman, Z., "Asymptotic tests for mean location on manifolds".
*Comptes Rendus De L'Academie Des Sciences , Ser. 1 , Mathematics*, 1996, pp. 773-778. - Hendriks, H., Landsman, Z., "Asymptotic behavior of sample mean location for manifolds".
*Statistics and Probability Letters*, 26, 1996, pp. 169-178. - Landsman, Z. Sample quantiles and additive statistics: information, sufficiency, estimation.
*Journal of Statistical Planning and Inference*, 52 , 1996, pp. 93-108. - Hendriks, H., Landsman, Z., Ruymgaart, F., "Asymptotic behavior of sample mean location for spheres".
*Journal of Multivariate Analysis*, 59, 2, 1996, pp. 141-152. - Kagan, A. Landsman, Z., "Statistical meaning of Carlen's superadditivity of the Fisher information".
*Statistics and Probability Letters*, 32 , 1997, pp. 175-179. - Landsman, Z., Makov, U., "Exponential Dispersion Models and Credibility".
*Scandinavian Actuarial Journal*, 1998, 1, pp. 89-96. - Hendriks, H., Landsman, Z., "Mean location and sample mean location on manifolds : asymptotics, tests, confidence regions".
*Journal of Multivariate Analysis*, 1998, 67, pp. 227-243. - Kagan, A., Landsman, Z., "Relation between the covariance and Fisher information matrices.
*Statistics & Probability Letters*, 1999, 4 , 1, pp. 7-13. - Landsman, Z., Makov, U., "Credibility evaluations for exponential dispersian families".
*Insurance: Mathematics & Economics*, 1999, 24, pp 33-39. - Landsman, Z., Makov, U., " On Stochastic approximation and credibility".
*Scandinavian Actuarial Journal*, 1999, 1, 15-31. - Landsman, Z., Makov, U., " Sequential credibility evaluation for symmetric location claim distributions".
*Insurance: Mathematics & Economics, 1999*, 24, 291-300. - Landsman, Z., "On the minimum of Fisher information about scale parameter and the singular Sturme-Liuville problem",
*Journal of Statistical Planning and Inference*, 2000, 88, 29-35. - Landsman, Z., Makov, U., "On Credibility evaluation and the tail area of the Exponential Dispersion Family",
*Insurance: Mathematics & Economics*, 2000, 27, 277-283. - Landsman, Z., "Second order minimax estimation of mean value for exponential dispersion models",
*Journal of Statistical Planning and Inference*, 2001, 98, 57-71. - Landsman, Z., Sherris, M., "Risk measures and insurance premum principles",
*Insurance: Mathematics & Economics*, 2001, 98, 57-71. - Landsman, Z., Makov, U., "Sequential quasi credibility for scale dispersion models", To appear in:
*Scandinavian Actuarial Journal*, 2002. - Landsman Z. "Credibility theory: a new view from the theory of second order optimal statistics.",
*Insurance: Mathematics and Economics,*30, 2002, 351-362. (pdf file) - Landsman, Z., Valdez, A. E., "Tail Conditional Expectations for Elliptical Distributions",
*North American Actuarial Journal*, 2003, 7, 4, 55-71. (pdf file) - Landsman, Z., Furman, E., "Risk Capital Decomposition for a Multivariate Gamma Portfolio".
- The research can be found at the University of Haifa Data Archive. (in press)
- Landsman, Z., Sherris, M., "Insurance and Asset Pricing in Incomplete Markets with Heavy Tailed Risks".
- The research can be found at the University of Haifa Data Archive.
- Landsman Z. " Second Order Bayes Prediction of Functionals of Exponential Dispersion Distributions and an Application to the Prediction of the Tails.",
*Astin Bulletin,*Vol. 34, No. 2,2004, pp. 285-298. - The abstract can be found at the University of Haifa Data Archive. (pdf file)
- Landsman, Z., "On the generalization of Esscher and variance premiums modified for the elliptical family of distributions.",
*Insurance: Mathematics and Economics,*35, 2004, pp 563�579. - The abstract can be found at the University of Haifa Data Archive. (pdf file)
- Landsman, Z., Valdez, E., "Tail conditional expectation for exponential dispersion models".
*ASTIN Bulletin,*35, 1, 2005, 189-209. - Landsman, Z., Tsanakas, A., "Stochastic ordering of bivariate elliptical distributions",
*Statistics & Probability Letters,*76, 5, 2006, 488-495. - Fielding, M., Klebaner, F., Landsman, Z., "Random volatility and option prices with the generalized Student-t distribution",
*Advances and Applications in Statistics*, 6, 1, 2006, 111-120. - Landsman, Z., "On the generalization of Stein's lemma for elliptical class of distributions",
*Statistics & Probability Letters,*76, 10, 2006, 1012-1016. - Landsman, Z., Furman, E., "On Some Risk-Adjusted Tail Based Risk Measures",
*Journal of Actuarial Practice,*2006. - E. Furman and Z. Landsman. "Tail Variance Premium with Applications for Elliptical Portfolio of Risks",
*ASTIN BULLETINE*, 2006, 36 (2). p 433-462. - H. Hendriks and Z. Landsman. "Asymptotic Data Analysis on Manifolds".
*Annals of Statistics*, 2007, 35 (1), p. 109-131. - Z. Landsman and M. Sherris. "An actuarial premium pricing model for non-Normal insurance and financial risks in incomplete markets".
*North American Actuarial Journal*, 2007, 11 (1), p. 119-135. - A. Chiragiev and Z. Landsman. "Multivariate Pareto Portfolios: TCE-based Capital Allocation and Divided Differencess".
*Scandinavian Actuarial Journal*, 2007, 4, p. 261-280 - Z. Landsman "Minimization of the root of a quadratic functional under an affine equality constraint".
*Journal of Computational and Applied Mathematics*, 2008, 216, 319 -- 327 - Z. Landsman and J. Neslehova. "Stein's Lemma for elliptical random vectors".
*Journal of Multivariate Analysis*, 2008, 99,5, 912-927 - Z. Landsman "Minimization of the root of a quadratic functional under a system of affine equality constraints with application to portfolio managements".
*Journal of Computational and Applied Mathematics*, 2008, 220, 2, 739-748. - E. Furman and Z. Landsman. "Economic Capital Allocations for Non-Negative Portfolios of Dependent Risks"
*ASTIN Bulletin,*2008, 38, 2, 601-619 - F. Klebaner and Z. Landsman "Option Pricing for Log-Symmetric Distributions of Returns."
*Methodology and Computing in Applied Probability*, 2009, 11, 339-357. - Z. Landsman. "Elliptical families and copulas: tilting and premiums, capital allocation ",
*Scandinavian Actuarial Journal,*2009, 2, 85-103 - A. Chiragiev and Z. Landsman "Multivariate Flexible Pareto Model: Dependency Structure, Properties and Characterizations ",
*Statistics and Probability Letters,*2009, 79, 16, 1733-1743 - E. Furman and Z. Landsman "Multivariate Tweedie distributions and some related capital-at-risk analysis",
*Insurance, Mathematics and Economics,*2010, 351-361 - Z. Landsman "On the tail mean-variance optimal portfolio selection",
*Insurance, Mathematics and Economics,*2010, 547-553 - Z. Landsman and U. Makov. "Translation invariant and positive homogeneous risk measures and optimal portfolio management",
*European Journal of Finance,*2010, 4, 307-320 - S. Bar-Lev, D. Bshouty, Z. Landsman. "Second order minimax estimation of the mean",
*Journal of Statistical Planning and Inference,*2010, 11, 3282-3294 - Z. Landsman and Steven Vanduffel. "Bounds for some general sums of random variables",
*Statistics and Probability Letters,*2011, 3, 382-391 - Z. Landsman and U. Makov. "Translation-invariant and positive-homogeneous risk measures and optimal portfolio management in the presence of a riskless component",
*Insurance: Mathematics and Economics,*2012, 1, 94-98 - Z. Landsman and A. Tsanakas. "Parameter uncertainty in exponential family tail estimation",
*ASTIN Bulletin,*2012, 1, 123-152 - I. Owadally, Z. Landsman. "A characterization of optimal portfolios under the tail mean �variance criterion",
*Insurance: Mathematics and Economics,*March 2013, 2, 213-221 - Z. Landsman, N. Pat, J. Dhaene. "Tail Variance Premiums for Log-Elliptical Distributions",
*Insurance: Mathematics and Economics,*May 2013, 3, 441-447 - D.H., Alai, Z. Landsman , M. Sherris. "Lifetime dependence modelling using a truncated multivariate gamma distribution",
*Insurance: Mathematics and Economics,*May 2013, 3, 542-549 - Z. Landsman, S. Vanduffel, J. Yao. "A note on Stein's lemma for multivariate elliptical distributions",
*Journal of Statistical Planning and Inference,*2013, 11, 2016 � 2022 - Hamza, K., Klebaner F, Landsman, Z. Tan, Y Option Pricing for Symmetric Levy Returns with Applications,
*Asia-Pacific Finan Markets*, 2015, Volume 22, Issue 1, pp 27-52 - Landsman, Z., Vanduffel, S., Yao, J. Some Stein-type inequalities for multivariate elliptical distributions and applications,
*Statistics \& Probability Letters*, Volume 97, February 2015, Pages 54-62 - D. Alai, Z. Landsman, M. Sherris. A Multivariate Tweedie Life time Model : Censoring and Truncation.
*Insurance: Mathematics and Economics*, 2015, Volume 64, pp. 203-2013 - Ignatieva, K. and Landsman, Z. Estimating the tails of loss severity via conditional risk measures for the family of symmetric generalized hyperbolic distributions.
*Insurance: Mathematics and Economics*, 2015, Volume 65, pp. 172-186 - Landsman, Z. and Makov, U. Minimization of a function of a quadratic functional with application to optimal portfolio selection.
*Journal of Optimization Theory and Applications*, 2016, vol. 170, 1, 308-322 - Bar-Lev, S.K, Boukai, B, \& Landsman, Z. The Kendal- Ressel Exponential Dispersion Model: Some Statistical Aspects and Estimation.
*International Journal of Statistics and Probability*, Vol. 5 2016, No. 3 - D. Alai, Z. Landsman, M. Sherris. Multivariate Tweedie lifetimes: the impact of dependence.
*Scandinavian Actuarial Journal*, 2016, vol. 8, 692�712 - D. Alai, Z. Landsman, M. Sherris. Modelling lifetime dependence for older ages using a multivariate Pareto distribution.
*Insurance: Mathematics and Economics*, Vol. 70, 2016, 272-285 - Landsman, Z. and Makov U, Shushi, T. A new class of distributions based on Hurwitz zeta function with applications for risk management.
*The open Statistics and Probability Journal*, Vol. 7, 2016. - Landsman, Z. and Makov U, Shushi, T. Multivariate tail conditional expectation for elliptical distributions.
*Insurance: Mathematics and Economics*, Vol. 70, 2016, 216-223 - Landsman, Z. and Makov U, Shushi, T. Extended generalized skew-elliptical distributions and their moments.
*Sankhya A.*, 2016, DOI:10.1007/s13171-016-0090-2 - Landsman, Z. and Makov U, Shushi, T. Tail Conditional Moments for Elliptical and Log-Elliptical distributions.
*Insurance: Mathematics and Economics*, Vol. 71, 2016, 179-188 - Landsman, Z. and Valdez, E. The tail Stein's identity with applications to risk measures.
*North American Actuarial Journal*, 2016,**20**(4), pp313–-326, 2016 - Hendrics, H. and Landsman, Z. A generalization of multivariate Pareto distributions: tail risk measures, divided differences, asymptotics.
*Scandinavian Actuarial Journal.*, 2017, VOL.**2017**, NO. 9, 785-803 - Z. Landsman, U. Makov, T. Shushi. Extended generalised skew-elliptical distributions and their moments.
*Sankhya*2017,**79-A,**Part1, 76-100 - D. Alai, Z. Landsman. Lifetime dependence models generated by multiply monotone functions.
*Scandinavian Actuarial Journal,*2018 , VOL.**2018**, NO. 7, 576–60 - J.Chan, S. Choy, U. Makov and Z. Landsman. Modelling insurance losses using contaminated 2 generalised beta type-II distribution.
*Astin Bulletin*, Volume**48**, Issue 2, May 2018 , pp. 871-904 - Z. Landsman, U. Makov, T. Shushi. A Multivariate tail covariance measure for elliptical distributions.
*Insurance: Mathematics and Economics*,**81**, July 2018, Pages 27-35 - L. Langbord, Z. Landsman, U. Makov. Objective Bayesian Estimation of the Mean of Severity and Frequency Distributions.
*Variance,*2019, To appear

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**Courses taught this semester**

- Statistical Method in Actuary - ����� ��������� ���������, 2005/6
- Linear Models - ������ ��������� ���"�, 2005/6
- Risk measures and insurance premium principles - ���� ������� �������� ����� ������, 2007/8

**Previous years:**

- Robust Statistics- ��������� ����� ���"�, 2004/5
- Statistical Methods in Actuary - ����� ��������� ������ ���"�, 2004/5
- Project MA - ������ �� ���"�, 2004/5
- Statistical Methods in Actuary - (2003/4 - ����� ��������� ������)
- Linear Models - 2004
- Optimal Problems in Actuary and Statistics
- Linear Models - 2003
- Goodness-of-fit tests and metrics - ����� ��� ����� �������� ���"�, 2001/2
- Statistical Methods in Actuary - ����� ��������� ������ ���"�, 2001/2
- Robust Statistics