Shushi, T. & Yao, J. (2020). Multivariate Risk Measures Based on Conditional Expectation and Systemic Risk for Exponential Dispersion Model. Insurance: Mathematics and Economics. Accepted.
Bäuerle N., Shushi T. (2020). Risk Management with Tail Quasi-Linear Means. Annals of Actuarial Science (Cambridge University Press). 1-18.
Landsman, Z., Makov, U., & Shushi, T. (2019). Portfolio Optimization by a Bivariate Functional of the Mean and Variance. Journal of Optimization Theory and Applications, 1-14. Accepted.
Landsman, Z., Makov, U., & Shushi, T. (2019). Analytic solution to the portfolio optimization problem in a mean-variance-skewness model. The European Journal of Finance, 1-14.
Shushi, T. (2019). The Minkowski length of a spherical random vector. Statistics & Probability Letters, 153, 104-107.
Adcock, C., Landsman, Z., & Shushi, T. (2019). Stein’s Lemma for generalized skew-elliptical random vectors. Communications in Statistics-Theory and Methods, 1-16.
Shushi, T. (2018). Towards a Topological Representation of Risks and Their Measures. Risks, 6, 1-15.
Landsman, Z., Makov, U., & Shushi, T. (2018). A Multivariate tail covariance measure for elliptical distributions. Insurance: Mathematics and Economics. 81, 27-35.
Shushi, T. (2018). Generalized skew-elliptical distributions are closed under affine transformations. Statistics & Probability Letters, 134, 1-4.
Landsman, Z, Makov, U., & Shushi, T. (2018). A Generalized Measure for the Optimal Portfolio Selection Problem and its Explicit Solution. Risks, 6, 1-15.
Shushi, T. (2018). A proof for the existence of multivariate singular generalized skew-elliptical density functions. Statistics and Probability Letters. 50-55.
Shushi T. (2017). Skew-elliptical distributions with applications in risk theory. European Actuarial Journal, 7, 1-20.
Landsman, Z., Makov, U., & Shushi, T. (2016). Tail conditional moments for elliptical and log-elliptical distributions. Insurance: Mathematics and Economics, 71, 179-188.
Landsman, Z., Makov, U., & Shushi, T. (2016). Multivariate tail conditional expectation for elliptical distributions. Insurance: Mathematics and Economics, 70, 216-223.
Aharonov, Y., Cohen, E., & Shushi, T. (2016). Accommodating Retrocausality with Free Will. Quanta, 5, 53-60.
