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Mathematics

D-Index
30
Citations
3726
World Ranking
3528
National Ranking
145

Overview

Ričardas Zitikis is affiliated with the University of Western Ontario in Canada. Their research primarily focuses on Economics, Econometrics and Finance, with significant contributions in related subfields such as Management Science and Operations Research, Statistics and Probability, Economics and Econometrics, Artificial Intelligence, and Finance.

The scientist's work covers several key topics, including:

  • Risk and Portfolio Optimization
  • Monetary Policy and Economic Impact
  • Financial Risk and Volatility Modeling
  • Statistical Methods and Inference
  • Anomaly Detection Techniques and Applications
  • Income, Poverty, and Inequality
  • Probability and Risk Models

Ričardas Zitikis has been published in a number of academic venues. The most frequent venues of publication include:

  • SSRN Electronic Journal
  • arXiv (Cornell University)
  • Insurance Mathematics and Economics
  • Annals of the Institute of Statistical Mathematics
  • Quality & Quantity

Among recent papers authored or coauthored by Zitikis are:

  • "An Axiomatic Foundation for the Expected Shortfall" (2020) in Management Science
  • "Empirical tail conditional allocation and its consistency under minimal assumptions" (2021) in Annals of the Institute of Statistical Mathematics
  • "Inference for the tail conditional allocation: Large sample properties, insurance risk assessment, and compound sums of concomitants" (2022) in Insurance Mathematics and Economics
  • "Inference for the tail conditional allocation: large sample properties, insurance risk assessment, and compound sums of concomitants" (2022) in SSRN Electronic Journal
  • "Measuring income inequality via percentile relativities" (2024) in Quality & Quantity

Zitikis frequently collaborates with several coauthors, including:

  • Nadezhda Gribkova
  • Ning Sun
  • Jianxi Su
  • Chen Yang
  • Vytaras Brazauskas

Best Publications

  • A flexible Weibull extension

    Mark Bebbington;Chin-Diew Lai;Ričardas Zitikis

  • Weighted premium calculation principles

    Edward Furman;Ričardas Zitikis

  • Weighted risk capital allocations

    Edward Furman;Ričardas Zitikis

  • Empirical Estimation of Risk Measures and Related Quantities

    Ričardas Zitikis

  • Estimating conditional tail expectation with actuarial applications in view

    Vytaras Brazauskas;Bruce L. Jones;Madan L. Puri;Ričardas Zitikis

  • Gini-type measures of risk and variability: Gini shortfall, capital allocations, and heavy-tailed risks

    Edward Furman;Ruodu Wang;Ričardas Zitikis

  • Useful periods for lifetime distributions with bathtub shaped hazard rate functions

    M. Bebbington;Chin-Diew Lai;R. Zitikis

  • Risk measures, distortion parameters, and their empirical estimation

    Bruce L. Jones;Ričardas Zitikis

  • Estimating the conditional tail expectation in the case of heavy-tailed losses.

    Abdelhakim Necir;Abdelaziz Rassoul;Ričardas Zitikis

  • Prospect Theory, Indifference Curves, and Hedging Risks

    Udo Broll;Martin Egozcue;Wing Keung Wong;Ricardas Zitikis

  • Zenga's new index of economic inequality, its estimation, and an analysis of incomes in Italy.

    Francesca Greselin;Leo Pasquazzi;Ričardas Zitikis

  • $L$-functions, processes, and statistics in measuring economic inequality and actuarial risks

    Francesca Greselin;Madan L. Puri;Ricardas Zitikis

  • Testing for stochastic dominance using the weighted McFadden-type statistic

    Lajos Horváth;Piotr Kokoszka;Ričardas Zitikis

  • The discrete additive Weibull distribution: A bathtub-shaped hazard for discontinuous failure data

    Mark Bebbington;Chin-Diew Lai;Morgan Wellington;Ričardas Zitikis

  • Consistent estimation of the intensity function of a cyclic Poisson process

    Roelof Helmers;I. Wayan Mangku;Ričardas Zitikis

  • TESTING HYPOTHESES ABOUT ABSOLUTE CONCENTRATION CURVES AND MARGINAL CONDITIONAL STOCHASTIC DOMINANCE

    Edna Schechtman;Amit Shelef;Shlomo Yitzhaki;Ričardas Zitikis

  • The Asymptotic Distribution of the S–Gini Index

    Ričardas Zitikis;Joseph L. Gastwirth

  • Robust fitting of claim severity distributions and the method of trimmed moments

    Vytaras Brazauskas;Bruce L. Jones;Ričardas Zitikis

  • Mean residual life processes

    Unknown

  • Contrasting the Gini and Zenga indices of economic inequality

    Francesca Greselin;Leo Pasquazzi;Ričardas Zitikis

  • Prospect Performance Evaluation: Making a Case for a Non-asymptotic UMPU Test

    Zhidong Bai;Yongchang Hui;Wing-Keung Wong;Ričardas Zitikis

  • Prospect Theory, Indifference Curves, and Hedging Risks

    Udo Broll;Martin Egozcue;Martin Egozcue;Ricardas Zitikis;Wing-Keung Wong

  • Prospect Performance Evaluation: Making a Case for a Non-Asymptotic UMPU Test

    Wing-Keung Wong;Ricardas Zitikis;Zhidong Bai;Yongchang Hui

  • Consistent estimation of the intensity function of a cyclic Poisson process

    R. Helmers;I.W. Mangku;R. Zitikis

Frequent Co-Authors

Wing-Keung Wong
Wing-Keung Wong Asian University
Madan L. Puri
Madan L. Puri Indiana University
Lajos Horváth
Lajos Horváth University of Utah
Piotr Kokoszka
Piotr Kokoszka Colorado State University
Shlomo Yitzhaki
Shlomo Yitzhaki Hebrew University of Jerusalem
Joseph L. Gastwirth
Joseph L. Gastwirth George Washington University
Friedrich Götze
Friedrich Götze Bielefeld University
Zhidong Bai
Zhidong Bai Northeast Normal University
D. N. P. Murthy
D. N. P. Murthy University of Queensland
Davar Khoshnevisan
Davar Khoshnevisan University of Utah

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