Ricardas Zitikis

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Medförfattare

Mark BebbingtonProfessor in Geostatistics, Massey UniversityVerifierad e-postadress på massey.ac.nz
Chin Diew LaiProfessor Emeritus of StatisticsVerifierad e-postadress på massey.ac.nz
Edward (Ed) FurmanDepartment of Mathematics and Statistics, York University, Toronto, ON, CanadaVerifierad e-postadress på mathstat.yorku.ca
Wing-Keung WongAsia UniversityVerifierad e-postadress på asia.edu.tw
Miklos CsorgoDistinguished Research Professor of Mathematics and Statistics, Carleton UniversityVerifierad e-postadress på math.carleton.ca
Francesca GreselinAssociate Professor in Statistics, University of Milano BicoccaVerifierad e-postadress på unimib.it
Vytaras BrazauskasUniversity of Wisconsin-MilwaukeeVerifierad e-postadress på uwm.edu
Madan PuriProfessor of Mathematics, Indiana UniversityVerifierad e-postadress på indiana.edu
Abdelhakim NecirUniversité de biskra,PhDVerifierad e-postadress på univ-biskra.dz
Nadezhda GribkovaSt.Petersburg State University. St.Petersburg Transport University, Higher School of EconomicsVerifierad e-postadress på hse.ru
I Wayan MangkuIPB UniversityVerifierad e-postadress på apps.ipb.ac.id
Ruodu WangUniversity of WaterlooVerifierad e-postadress på uwaterloo.ca
RASSOUL Abdelazizenseignant de mathématiques, Ecole Nationale Supérieure d'Hydraulique, Blida, AlgérieVerifierad e-postadress på ensh.dz
Piotr KokoszkaProfessor of Statistics, Colorado State UniversityVerifierad e-postadress på colostate.edu
F. GotzeUniversität Bielefeld, Fakultät für MathematikVerifierad e-postadress på math.uni-bielefeld.de
Vali AsimitProfessor in Actuarial Analytics, Cass Business School, City, University of LondonVerifierad e-postadress på city.ac.uk
Vernic RalucaConferentiar, Universitatea Ovidius ConstantaVerifierad e-postadress på univ-ovidius.ro
Alexey KuznetsovDepartment of Mathematics and Statistics, York UniversityVerifierad e-postadress på yorku.ca
Danang Teguh QoyyimiUniversitas Gadjah MadaVerifierad e-postadress på ugm.ac.id
Jianxi SuAssistant Professor of Actuarial Science, Purdue UniversityVerifierad e-postadress på purdue.edu

Ricardas Zitikis

School of Maths and Stats, Western University (London, Ontario)

Verifierad e-postadress på stats.uwo.ca - Startsida

Quantitative Risk Management Risk Measures Reliability Theory Risk Analysis and Management Enterprise Risk Management


Titel Sortera efter citat Sortera efter år Sortera efter titel	Citeras av Citeras av	År
A flexible Weibull extension M Bebbington, CD Lai, R Zitikis Reliability Engineering & System Safety 92 (6), 719-726, 2007	265	2007
Weighted premium calculation principles E Furman, R Zitikis Insurance: Mathematics and Economics 42 (1), 459-465, 2008	135	2008
Empirical estimation of risk measures and related quantities BL Jones, R Zitikis North American Actuarial Journal 7 (4), 44-54, 2003	132	2003
Weighted risk capital allocations E Furman, R Zitikis Insurance: Mathematics and Economics 43 (2), 263-269, 2008	122	2008
Estimating conditional tail expectation with actuarial applications in view V Brazauskas, BL Jones, ML Puri, R Zitikis Journal of Statistical Planning and Inference 138 (11), 3590-3604, 2008	96	2008
Modeling human mortality using mixtures of bathtub shaped failure distributions M Bebbington, CD Lai, R Zitikis Journal of Theoretical Biology 245 (3), 528-538, 2007	79	2007
Useful periods for lifetime distributions with bathtub shaped hazard rate functions M Bebbington, CD Lai, R Zitikis IEEE Transactions on Reliability 55 (2), 245-251, 2006	74	2006
Weighted pricing functionals with applications to insurance: an overview E Furman, R Zitikis North American Actuarial Journal 13 (4), 483-496, 2009	73	2009
Do investors like to diversify? A study of Markowitz preferences M Egozcue, LF García, WK Wong, R Zitikis European Journal of Operational Research 215 (1), 188-193, 2011	70	2011
Prospect theory, indifference curves, and hedging risks U Broll, M Egozcue, WK Wong, R Zitikis Applied Mathematics Research Express 2010 (2), 142-153, 2010	70	2010
Risk measures, distortion parameters, and their empirical estimation BL Jones, R Zitikis Insurance: Mathematics and Economics 41 (2), 279-297, 2007	65	2007
Testing for stochastic dominance using the weighted McFadden-type statistic L Horváth, P Kokoszka, R Zitikis Journal of Econometrics 133 (1), 191-205, 2006	65	2006
L-functions, processes, and statistics in measuring economic inequality and actuarial risks R Zitikis, F Greselin, ML Puri Statistics and Its Interface, 2009	61	2009
Zenga's new index of economic inequality, its estimation, and an analysis of incomes in Italy F Greselin, L Pasquazzi, R Zitikis Journal of Probability and Statistics 2010, 2010	55	2010
Estimating the conditional tail expectation in the case of heavy-tailed losses A Necir, A Rassoul, R Zitikis Journal of Probability and Statistics 2010, 2010	52	2010
Consistent estimation of the intensity function of a cyclic Poisson process R Helmers, IW Mangku, R Zitikis Journal of Multivariate Analysis 84 (1), 19-39, 2003	52	2003
Mean residual life processes M Csörgő, R Zitikis The Annals of Statistics 24 (4), 1717-1739, 1996	52	1996
Gini-type measures of risk and variability: Gini shortfall, capital allocations, and heavy-tailed risks E Furman, R Wang, R Zitikis Journal of Banking & Finance 83, 70-84, 2017	46	2017
The asymptotic distribution of the S–Gini index R Zitikis, JL Gastwirth Australian & New Zealand Journal of Statistics 44 (4), 439-446, 2002	45	2002
The discrete additive Weibull distribution: A bathtub-shaped hazard for discontinuous failure data M Bebbington, CD Lai, M Wellington, R Zitikis Reliability Engineering & System Safety 106, 37-44, 2012	43	2012

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