Selected Publications

Risk Analysis, Data Analysis, and Actuarial Science

Liu, J., & Shushi, T. (2023). Asymptotics of the loss-based tail risk measures in the presence of extreme risks. European Actuarial Journal, 1-20. Accepted.‏

Loperfido N, & Shushi T. (2023). Optimal Portfolio Projections for Skew-Elliptically Distributed Portfolio Returns‏. Journal of Optimization Theory and Applications. Accepted.

Hadad E, Shushi T, & Yosef R. (2023). Measuring Systemic Governmental Reinsurance Risks of Extreme Risk Events. Risks. Accepted.

Shushi, T. (2022). The optimal solution of ESG portfolio selection models that are based on the average ESG score. Operations Research Letters. Accepted.

Landsman, Z., & Shushi T. (2022). The location of a minimum variance squared distance functional. Insurance: Mathematics and Economics, 105, 64-78.

Landsman Z., Shushi T. (2021). Modeling random vectors of dependent risks with different elliptical components. Annals of Actuarial Science, 16, 6-24.

Barkai, I., Shushi, T., & Yosef, R. (2021). A cryptocurrency risk–return analysis for bull and bear regimes. The Journal of Alternative Investments, 24, 95-118.

Shushi, T. & Yao, J. (2020). Multivariate risk measures based on conditional expectation and systemic risk for Exponential Dispersion Models. Insurance: Mathematics and Economics, 93, 178-186.

Bäuerle, N., & Shushi, T. (2020). Risk management with Tail Quasi-Linear Means. Annals of Actuarial Science, 14, 170-187.

Landsman, Z., Makov, U., & Shushi, T. (2019). Portfolio Optimization by a Bivariate Functional of the Mean and Variance. Journal of Optimization Theory and Applications, 185, 622-651.

Shushi, T. (2019). Explicit formulas for the cumulants and the vector-valued odd moments of the multivariate linearly skewed elliptical distributions. Communications in Statistics-Theory and Methods, 48(12), 3085-3091.

Shushi, T. (2019). A note on the coefficients of elliptical random variables. Statistics & Probability Letters, 152, 153-155.

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.

Shushi, T. (2018). Stein’s lemma for truncated elliptical random vectors. Statistics & Probability Letters, 137, 297-303.

Shushi, T. (2018). Towards a Topological Representation of Risks and Their Measures. Risks, 6(4), 134.

Shushi T. (2018). Explicit formulas for the cumulants and the vector-valued odd moments of the multivariate linearly skewed elliptical distributions. Communications in Statistics - Theory & Methods, 48, 3085-3091.

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.

Theoretical Physics: Quantum Mechanics and Out of the Spectra phenomena

Shushi, T. (2024). A non-standard coupling between quantum systems originated from their kinetic energy. Annalen der Physik. Accepted.

Aharonov, Y., & Shushi, T. (2024). Improving the proof of the Born rule using a physical requirement on the dynamics of quantum particles. Quantum Studies: Mathematics and Foundations. Accepted

Shushi, T. (2023). Geometric analogy between quantum dynamics and curved space through quantum hydrodynamics. Classical and Quantum Gravity, 40(18), 187001.‏

Shushi, T. (2023). Classicality of single quantum particles in curved spacetime through the hydrodynamical reformulation of quantum mechanics. Journal of Physics A: Mathematical and Theoretical. Accepted.

Shushi, T. (2023). How Distorting the Trajectories of Quantum Particles Shapes the Statistical Properties of their Ensemble. International Journal of Theoretical Physics, 62(6), 110.‏

Shushi T. (2023). Reduced role of the wavefunctions' curvature of quantum potentials in non-standard quantum systems. Physics Letters A. Accepted.

Shushi, T. (2023). An appearance of classical matter from the self-organizing process of quantum systems. Europhysics Letters, 141, 64001.‏

Shushi, T. (2023). A note on the mechanics emerged from systems with a stochastic process of the time variable. Physica A: Statistical Mechanics and its Applications, 128334.

Amit, G., Japha, Y., Shushi, T., Folman, R., & Cohen, E. (2023). Countering a fundamental law of attraction with quantum wavepacket engineering. Physical Review Research.

Aharonov, Y., Colombo, F., Jordan, A. N., Sabadini, I., Shushi, T., Struppa, D. C., & Tollaksen, J. (2022). On superoscillations and supershifts in several variables. Quantum Studies: Mathematics and Foundations, 1-17.

Aharonov, Y., & Shushi, T. (2022). Complex-Valued Classical Behavior from the Correspondence Limit of Quantum Mechanics with Two Boundary Conditions. Foundations of Physics, 52, 1-7.

Aharonov Y., & Shushi T. (2022). The Super Dirac Delta Function and its Applications in Quantum Measurements. Quantum Studies: Mathematics and Foundations. 1-6.

Aharonov, Y., Colombo, F., Sabadini, I., Shushi, T., Struppa, D. C., & Tollaksen, J. (2021). A new method to generate superoscillating functions and supershifts. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 477, 20210020.

Aharonov, Y., & Shushi, T. (2020). A new class of superoscillatory functions based on a generalized polar coordinate system. Quantum Studies: Mathematics and Foundations, 7(3), 307-313.

Aharonov, Y., Cohen, E., & Shushi, T. (2018). Is the quilted multiverse consistent with a thermodynamic arrow of time?. Frontiers in Physics, 6, 4.

Aharonov, Y., Cohen, E., & Shushi, T. (2016). Accommodating Retrocausality with Free Will. Quanta, 5(1), 53-60.

Elitzur, A. C., Cohen, E., & Shushi, T. (2015). The Too-Late-Choice Experiment: Bell's Proof within a Setting where the Nonlocal Effect's Target is an Earlier Event. International Journal of Quantum Foundations.

Selected Publications

For the full list of publications, clear here

Ben-Gurion Univeristy of the Negev