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Ricardas Zitikis
Ricardas Zitikis
School of Maths and Stats, Western University (London, Ontario)
Verified email at stats.uwo.ca - Homepage
Title
Cited by
Cited by
Year
A flexible Weibull extension
M Bebbington, CD Lai, R Zitikis
Reliability Engineering & System Safety 92 (6), 719-726, 2007
4032007
Weighted premium calculation principles
E Furman, R Zitikis
Insurance: Mathematics and Economics 42 (1), 459-465, 2008
1772008
Weighted risk capital allocations
E Furman, R Zitikis
Insurance: Mathematics and Economics 43 (2), 263-269, 2008
1622008
Empirical estimation of risk measures and related quantities
BL Jones, R Zitikis
North American Actuarial Journal 7 (4), 44-54, 2003
1572003
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
1412008
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
1052017
An Axiomatic Foundation for the Expected Shortfall
R Wang, R Zitikis
Management Science, 2020
962020
Weighted pricing functionals with applications to insurance: an overview
E Furman, R Zitikis
North American Actuarial Journal 13 (4), 483-496, 2009
932009
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
932006
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
902007
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
852011
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
852010
Risk measures, distortion parameters, and their empirical estimation
BL Jones, R Zitikis
Insurance: Mathematics and Economics 41 (2), 279-297, 2007
822007
Prospect theory, indifference curves, and hedging risks
U Broll, M Egozcue, WK Wong, R Zitikis
Applied Mathematics Research Express 2010 (2), 142-153, 2010
812010
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
752012
Zenga’s new index of economic inequality, its estimation, and an analysis of incomes in Italy
F Greselin, L Pasquazzi, R Zitikis
https://www.emis.de/journals/HOA/JPS/Volume2010/718905.abs.html, 2010
712010
Robust fitting of claim severity distributions and the method of trimmed moments
V Brazauskas, BL Jones, R Zitikis
Journal of Statistical Planning and Inference 139 (6), 2028-2043, 2009
702009
Testing for stochastic dominance using the weighted McFadden-type statistic
L Horváth, P Kokoszka, R Zitikis
Journal of Econometrics 133 (1), 191-205, 2006
692006
L-functions, processes, and statistics in measuring economic inequality and actuarial risks
R Zitikis, F Greselin, ML Puri
Statistics and Its Interface, 2009
682009
Mean residual life processes
M Csörgő, R Zitikis
The Annals of Statistics 24 (4), 1717-1739, 1996
611996
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Articles 1–20