| Tail conditional expectations for elliptical distributions ZM Landsman, EA Valdez North American Actuarial Journal 7 (4), 55-71, 2003 | 482 | 2003 |
| Tail variance premium with applications for elliptical portfolio of risks E Furman, Z Landsman ASTIN Bulletin: The Journal of the IAA 36 (2), 433-462, 2006 | 173 | 2006 |
| Risk capital decomposition for a multivariate dependent gamma portfolio E Furman, Z Landsman Insurance: Mathematics and Economics 37 (3), 635-649, 2005 | 126 | 2005 |
| Some results on the CTE-based capital allocation rule J Dhaene, L Henrard, Z Landsman, A Vandendorpe, S Vanduffel Insurance: Mathematics and Economics 42 (2), 855-863, 2008 | 112 | 2008 |
| Mean location and sample mean location on manifolds: asymptotics, tests, confidence regions H Hendriks, Z Landsman Journal of Multivariate Analysis 67 (2), 227-243, 1998 | 104 | 1998 |
| Risk measures and insurance premium principles Z Landsman, M Sherris Insurance: Mathematics and Economics 29 (1), 103-115, 2001 | 100 | 2001 |
| Stein's Lemma for elliptical random vectors Z Landsman, J Nešlehová Journal of Multivariate Analysis 99 (5), 912-927, 2008 | 90 | 2008 |
| Tail conditional expectations for exponential dispersion models Z Landsman, EA Valdez ASTIN Bulletin: The Journal of the IAA 35 (1), 189-209, 2005 | 88 | 2005 |
| Multivariate Tweedie distributions and some related capital-at-risk analyses E Furman, Z Landsman Insurance: Mathematics and Economics 46 (2), 351-361, 2010 | 73 | 2010 |
| Multivariate Pareto portfolios: TCE-based capital allocation and divided differences A Chiragiev, Z Landsman Scandinavian Actuarial Journal 2007 (4), 261-280, 2007 | 72 | 2007 |
| On the tail mean–variance optimal portfolio selection Z Landsman Insurance: Mathematics and Economics 46 (3), 547-553, 2010 | 66 | 2010 |
| Economic capital allocations for non-negative portfolios of dependent risks E Furman, Z Landsman ASTIN Bulletin: The Journal of the IAA 38 (2), 601-619, 2008 | 55 | 2008 |
| Exponential dispersion models and credibility ZM Landsman, UE Makov Scandinavian Actuarial Journal 1998 (1), 89-96, 1998 | 51 | 1998 |
| Multivariate tail conditional expectation for elliptical distributions Z Landsman, U Makov, T Shushi Insurance: Mathematics and Economics 70, 216-223, 2016 | 50 | 2016 |
| Optimal portfolios with downside risk F Klebaner, Z Landsman, U Makov, J Yao Quantitative Finance 17 (3), 315-325, 2017 | 43 | 2017 |
| A multivariate tail covariance measure for elliptical distributions Z Landsman, U Makov, T Shushi Insurance: Mathematics and Economics 81, 27-35, 2018 | 41 | 2018 |
| Industrial job-shop scheduling with random operations and different priorities D Golenko-Ginzburg, S Kesler, Z Landsman International journal of production economics 40 (2-3), 185-195, 1995 | 41 | 1995 |
| Tail conditional moments for elliptical and log-elliptical distributions Z Landsman, U Makov, T Shushi Insurance: Mathematics and Economics 71, 179-188, 2016 | 40 | 2016 |
| On the generalization of Stein's Lemma for elliptical class of distributions Z Landsman Statistics & probability letters 76 (10), 1012-1016, 2006 | 39 | 2006 |
| Credibility evaluation for the exponential dispersion family Z Landsman, UE Makov Insurance: Mathematics and Economics 24 (1-2), 23-29, 1999 | 37 | 1999 |