Edit Profile (opens in new tab) Zitikis, Ričardas Compute Distance To: Compute Author ID: zitikis.ricardas Published as: Zitikis, Ričardas; Zitikis, R.; Zitikis, Ricardas; Zitikis, R. Eh.; Zitikas, R. Eh. more...less Homepage: http://www.stats.uwo.ca/faculty/zitikis/main.htm External Links: MGP · ResearchGate · dblp Documents Indexed: 128 Publications since 1988 Co-Authors: 54 Co-Authors with 115 Joint Publications 1,517 Co-Co-Authors all top 5 Co-Authors 13 single-authored 16 Bebbington, Mark S. 13 Lai, Chin-Diew 12 Davydov, Youri 11 Furman, Edward 10 Csörgő, Miklós 10 Egozcue, Martin 9 Jones, Bruce L. 8 Wong, Wing-Keung 7 Fuentes García, Luis 7 Gribkova, Nadezhda Viktorovna 6 Bentkus, Vidmants-Kastytis 6 Helmers, Roelof 5 Brazauskas, Vytaras 5 Horváth, Lajos 4 Greselin, Francesca 4 Puri, Madan Lal 4 Su, Jianxi 3 Götze, Friedrich 3 Mangku, I. Wayan 3 Pasquazzi, Leo 2 Gastwirth, Joseph Lewis 2 Kokoszka, Piotr S. 2 Kuznetsov, Alexey 2 Necir, Abdelhakim 2 Qoyyimi, Danang Teguh 2 Schechtman, Edna 2 Sendov, Hristo S. 2 Shi, Zhan 2 Sun, Ning 2 Wang, Ruodu 2 Wu, Jiang 2 Yang, Chen 1 Asimit, Alexandru V. 1 Bennett, Christopher J. 1 Brahimi, Brahim 1 Broll, Udo 1 Csáki, Endre 1 Földes, Antónia 1 Green, Rebecca 1 Khoshnevisan, Davar 1 Massoni, Sébastien 1 Meraghni, Djamel 1 Mimoto, Nao 1 Moldavskaya, Elina M. 1 Norvaiša, Rimas 1 Rassoul, Abdelaziz 1 Ren, Jiandong 1 Sendova, Kristina P. 1 Shelef, Amit 1 Vernic, Raluca 1 Wang, Qiuqi 1 Wang, Qiying 1 Wang, Ying 1 Yitzhaki, Shlomo all top 5 Serials 10 Insurance Mathematics & Economics 7 Lithuanian Mathematical Journal 7 Journal of Statistical Planning and Inference 5 Journal of Multivariate Analysis 5 Metron 5 Litovskiĭ Matematicheskiĭ Sbornik 4 Annals of the Institute of Statistical Mathematics 4 The Mathematical Scientist 4 Statistics & Probability Letters 4 ASTIN Bulletin 4 North American Actuarial Journal 4 Journal of Statistical Theory and Practice 3 Mathematical Methods of Statistics 3 Methodology and Computing in Applied Probability 3 Econometric Theory 3 Journal of Probability and Statistics 2 Proceedings of the American Mathematical Society 2 Journal of Theoretical Probability 2 European Journal of Operational Research 2 Australian & New Zealand Journal of Statistics 2 Journal of Applied Statistics 2 Statistical Inference for Stochastic Processes 2 Scandinavian Actuarial Journal 2 IMA Journal of Management Mathematics 2 Journal of Theoretical Biology 2 Dependence Modeling 1 Journal of Mathematical Analysis and Applications 1 The Annals of Probability 1 The Annals of Statistics 1 Journal of Applied Probability 1 Journal of Econometrics 1 Journal of Optimization Theory and Applications 1 Probability and Mathematical Statistics 1 Acta Applicandae Mathematicae 1 American Journal of Mathematical and Management Sciences 1 Pakistan Journal of Statistics 1 Applied Mathematics Letters 1 Statistical Papers 1 Mathematical Population Studies 1 Journal of Inequalities and Applications 1 Journal of Applied Mathematics and Decision Sciences 1 Extremes 1 Applied Stochastic Models in Business and Industry 1 JIPAM. Journal of Inequalities in Pure & Applied Mathematics 1 Stochastic Models 1 AMRX. Applied Mathematics Research eXpress 1 Central European Journal of Mathematics 1 Statistical Methodology 1 Journal of Mathematical Inequalities 1 Mathematical Geosciences 1 Statistics and Its Interface 1 Journal of Statistical Distributions and Applications 1 Modern Stochastics. Theory and Applications all top 5 Fields 93 Statistics (62-XX) 49 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 44 Probability theory and stochastic processes (60-XX) 8 Real functions (26-XX) 6 Operations research, mathematical programming (90-XX) 3 Numerical analysis (65-XX) 1 Special functions (33-XX) 1 Integral transforms, operational calculus (44-XX) 1 Geophysics (86-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 110 Publications have been cited 819 times in 444 Documents Cited by ▼ Year ▼ Weighted premium calculation principles. Zbl 1141.91509Furman, Edward; Zitikis, Ričardas 72 2008 Weighted risk capital allocations. Zbl 1189.62163Furman, Edward; Zitikis, Ričardas 57 2008 Empirical estimation of risk measures and related quantities. Zbl 1084.62537Jones, Bruce L.; Zitikis, Ričardas 46 2003 Estimating conditional tail expectation with actuarial applications in view. Zbl 1152.62027Brazauskas, Vytaras; Jones, Bruce L.; Puri, Madan L.; Zitikis, Ričardas 41 2008 Risk measures, distortion parameters, and their empirical estimation. Zbl 1193.91065Jones, Bruce L.; Zitikis, Ričardas 26 2007 Mean residual life processes. Zbl 0933.62106Csörgő, Miklós; Zitikis, Ričardas 25 1996 Robust fitting of claim severity distributions and the method of trimmed moments. Zbl 1159.62067Brazauskas, Vytaras; Jones, Bruce L.; Zitikis, Ričardas 18 2009 Estimating the conditional tail expectation in the case of heavy-tailed losses. Zbl 1200.91142Necir, Abdelhakim; Rassoul, Abdelaziz; Zitikis, Ričardas 15 2010 The asymptotic distribution of the \(S\)-Gini index. Zbl 1073.62014Zitikis, Ričardas; Gastwirth, Joseph L. 15 2002 Strassen’s LIL for the Lorenz curve. Zbl 0868.60026Csörgö, Miklós; Zitikis, Ričardas 14 1996 \(L\)-functions, processes, and statistics in measuring economic inequality and actuarial risks. Zbl 1245.91076Greselin, Francesca; Puri, Madan L.; Zitikis, Ričardas 14 2009 Background risk models and stepwise portfolio construction. Zbl 1349.62517Asimit, Alexandru V.; Vernic, Raluca; Zitikis, Ričardas 14 2016 The Vervaat process. Zbl 0933.62043Zitikis, Ričardas 14 1998 Testing hypotheses about absolute concentration curves and marginal conditional stochastic dominance. Zbl 1284.62284Schechtman, Edna; Shelef, Amit; Yitzhaki, Shlomo; Zitikis, Ričardas 14 2008 Convex rearrangements of random elements. Zbl 1080.60055Davydov, Youri; Zitikis, Ričardas 14 2004 Estimating the turning point of a bathtub-shaped failure distribution. Zbl 1130.62097Bebbington, Mark; Lai, Chin-Diew; Zitikis, Ričardas 12 2008 Testing hypotheses about the equality of several risk measure values with applications in insurance. Zbl 1088.62126Jones, Bruce L.; Puri, Madan L.; Zitikis, Ričardas 12 2006 Modelling deceleration in senescent mortality. Zbl 1210.91113Bebbington, Mark; Lai, Chin-Diew; Zitikis, Ričardas 11 2011 Asymptotic confidence bands for the Lorenz and Bonferroni curves based on the empirical Lorenz curve. Zbl 0953.62045Csörgő, Miklós; Gastwirth, Joseph L.; Zitikis, Ričardas 11 1998 Consistent estimation of the intensity function of a cyclic Poisson process. Zbl 1038.62037Helmers, Roelof; Mangku, I. Wayan; Zitikis, Ričardas 11 2003 Generalized Lorenz curves and convexifications of stochastic processes. Zbl 1054.60044Davydov, Youri; Zitikis, Ričardas 10 2003 Lower estimates of the convergence rate for \(U\)-statistics. Zbl 0839.60023Bentkus, Vidmantas; Götze, Friedrich; Zitikis, Ričardas 10 1994 Bathtub-type curves in reliability and beyond. Zbl 1136.62064Bebbington, Mark; Lai, Chin-Diew; Zitikis, Ričardas 10 2007 Testing for stochastic dominance using the weighted McFadden-type statistic. Zbl 1345.62076Horváth, Lajos; Kokoszka, Piotr; Zitikis, Ričardas 10 2006 Reduction in mean residual life in the presence of a constant competing risk. Zbl 1164.90007Bebbington, Mark; Lai, Chin-Diew; Zitikis, Ričardas 10 2008 On the rate of strong consistency of Lorenz curves. Zbl 0894.60031Csörgő, Miklós; Zitikis, Ričardas 10 1997 Testing for the order of risk measures: an application of \(L\)-statistics in actuarial science. Zbl 1416.62587Jones, Bruce L.; Zitikis, Ričardas 9 2005 Weighted risk capital allocations in the presence of systematic risk. Zbl 1401.91139Furman, Edward; Kuznetsov, Alexey; Zitikis, Ričardas 9 2018 General Stein-type covariance decompositions with applications to insurance and finance. Zbl 1191.62097Furman, Edward; Zitikis, Ričardas 9 2010 On weak convergence of random fields. Zbl 1333.60098Davydov, Youri; Zitikis, Ričardas 9 2008 Nested \(L\)-statistics and their use in comparing the riskness of portfolios. Zbl 1150.91025Brazauskas, Vytaras; Jones, Bruce L.; Puri, Madan L.; Zitikis, Ričardas 9 2007 Beyond the Pearson correlation: heavy-tailed risks, weighted Gini correlations, and a Gini-type weighted insurance pricing model. Zbl 1390.91183Furman, Edward; Zitikis, Ričardas 8 2017 On estimation of Poisson intensity functions. Zbl 0946.62076Helmers, Roelof; Zitikis, Ričardas 8 1999 Zenga’s new index of economic inequality, its estimation, and an analysis of incomes in Italy. Zbl 1200.91251Greselin, Francesca; Pasquazzi, Leo; Zitikis, Ričardas 8 2010 Paths and indices of maximal tail dependence. Zbl 1390.62089Furman, Edward; Su, Jianxi; Zitikis, Ričardas 7 2015 A monotonicity property of the composition of regularized and inverted-regularized gamma functions with applications. Zbl 1155.33002Furman, Edward; Zitikis, Ričardas 7 2008 Statistical properties of a kernel-type estimator of the intensity function of a cyclic Poisson process. Zbl 1075.62025Helmers, Roelof; Mangku, I. Wayan; Zitikis, Ričardas 7 2005 Convex rearrangements, generalized Lorenz curves, and correlated Gaussian data. Zbl 1107.60017Davydov, Youri; Khoshnevisan, Davar; Shi, Zhan; Zitikis, Ričardas 6 2007 Probabilities of large deviations for L-statistics. Zbl 0725.62019Bentkus, V.; Zitikis, R. 6 1990 Do investors like to diversify? A study of Markowitz preferences. Zbl 1237.91205Egozcue, Martín; García, Luis Fuentes; Wong, Wing-Keung; Zitikis, Ričardas 6 2011 Asymptotics of the \(L_p\)-norms of density estimators in the first-order autoregressive models. Zbl 1104.62034Horváth, Lajos; Zitikis, Ričardas 6 2004 Statistical foundations for assessing the difference between the classical and weighted-Gini betas. Zbl 06845133Gribkova, N.; Zitikis, R. 6 2017 On the general Bahadur-Kiefer, quantile and Vervaat processes: Old and new. Zbl 1029.62045Csörgő, M.; Zitikis, R. 6 2002 Weighted allocations, their concomitant-based estimators, and asymptotics. Zbl 1433.62295Gribkova, Nadezhda; Zitikis, Ričardas 5 2019 Testing goodness of fit based on densities of GARCH innovations. Zbl 1125.62103Horváth, Lajos; Zitikis, Ričardas 5 2006 Optimum burn-in time for a bathtub shaped failure distribution. Zbl 1144.90356Bebbington, Mark; Lai, Chin-Diew; Zitikis, Ričardas 5 2007 A non-parametric estimator for the doubly periodic Poisson intensity function. Zbl 1248.62137Helmers, Roelof; Mangku, I. Wayan; Zitikis, Ričardas 5 2007 Prospect theory, indifference curves, and hedging risks. Zbl 1231.91097Broll, Udo; Egozcue, Martín; Wong, Wing-Keung; Zitikis, Ričardas 5 2010 Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses. Zbl 1229.91155Brahimi, Brahim; Meraghni, Djamel; Necir, Abdelhakim; Zitikis, Ričardas 5 2011 A proof of the shape of the Birnbaum-Saunders hazard rate function. Zbl 1147.62012Bebbington, Mark; Lai, Chin-Diew; Zitikis, Ričardas 5 2008 Convergence of generalized Lorenz curves based on stationary ergodic random sequences with deterministic noise. Zbl 1027.60033Davydov, Youri; Zitikis, Ričardas 5 2002 Weighted pricing functionals with applications to insurance. Zbl 1483.91194Furman, Edward; Zitikis, Ričardas 4 2009 Beyond the Gompertz law: exploring the late-life mortality deceleration phenomenon. Zbl 1401.91098Bebbington, Mark; Green, Rebecca; Lai, Chin-Diew; Zitikis, Ričardas 4 2014 Log-supermodularity of weight functions, ordering weighted losses, and the loading monotonicity of weighted premiums. Zbl 1218.91094Sendov, Hristo S.; Wang, Ying; Zitikis, Ričardas 4 2011 Heavy tailed capital incomes: Zenga index, statistical inference, and ECHP data analysis. Zbl 1302.62043Greselin, Francesca; Pasquazzi, Leo; Zitikis, Ričardas 4 2014 Grüss-type bounds for covariances and the notion of quadrant dependence in expectation. Zbl 1228.60028Egozcue, Martín; García, Luis Fuentes; Wong, Wing-Keung; Zitikis, Ričardas 4 2011 The influence of deterministic noise on empirical measures generated by stationary processes. Zbl 1037.60035Davydov, Youri; Zitikis, Ricardas 4 2004 Asymptotics of the \(L_p\)-norms of density estimators in the first-order autoregressive models. Zbl 1116.62340Horváth, Lajos; Zitikis, Ričardas 4 2003 Tail dependence of the Gaussian copula revisited. Zbl 1373.62223Furman, Edward; Kuznetsov, Alexey; Su, Jianxi; Zitikis, Ričardas 4 2016 Quantifying non-monotonicity of functions and the lack of positivity in signed measures. Zbl 1398.91323Davydov, Youri; Zitikis, Ričardas 4 2017 Probabilities of large deviations for L-statistics. Zbl 0706.62015Bentkus, V.; Zitikis, R. 4 1990 Grüss’s inequality, its probabilistic interpretation, and a sharper bound. Zbl 1175.26060Zitikis, Ričardas 4 2009 Asymptotic expansions in the integral and local limit theorems in Banach spaces with applications to \(\omega\)-statistics. Zbl 0807.60007Bentkus, Vidmantas; Götze, Friedrich; Zitikis, Ričardas 4 1993 A robust heuristic estimator for the period of a Poisson intensity function. Zbl 1060.62040Bebbington, Mark; Zitikis, Ričardas 4 2004 Asymptotic estimation of the \(E\)-Gini index. Zbl 1441.62917Zitikis, Ričardas 4 2003 Strong laws for generalized absolute Lorenz curves when data are stationary and ergodic sequences. Zbl 1076.60024Helmers, Roelof; Zitikis, Ričardas 4 2005 The order-statistic claim process with dependent claim frequencies and severities. Zbl 1425.62072Sendova, Kristina P.; Zitikis, Ričardas 3 2012 The shape of the Borwein-Affleck-Girgensohn function generated by completely monotone and Bernstein functions. Zbl 1322.90067Sendov, Hristo S.; Zitikis, Ričardas 3 2014 Measuring the lack of monotonicity in functions. Zbl 1310.26010Qoyyimi, Danang Teguh; Zitikis, Ričardas 3 2014 Monotonicity of ratios involving incomplete gamma functions with actuarial applications. Zbl 1165.60012Furman, Edward; Zitikis, Ricardas 3 2008 On confidence bands for the Lorenz and Goldie curves. Zbl 0887.62053Csörgő, Miklós; Zitikis, Ričardas 3 1997 Estimating the index of increase via balancing deterministic and random data. Zbl 1401.62043Chen, L.; Davydov, Y.; Gribkova, N.; Zitikis, R. 3 2018 Pointwise and uniform asymptotics of the Vervaat error process. Zbl 1019.60027Csáki, Endre; Csörgő, Miklós; Földes, Antónia; Shi, Zhan; Zitikis, Ričardas 3 2002 “An actuarial premium pricing model for nonnormal insurance and financial risks in incomplete markets”, Zinoviy Landsman and Michael Sherris, January 2007. Zbl 1480.91202Furman, Edward; Zitikis, Ričardas 3 2007 An index of monotonicity and its estimation: a step beyond econometric applications of the Gini index. Zbl 1416.62178Davydov, Youri; Zitikis, Ričardas 2 2005 Robustification and performance evaluation of empirical risk measures and other vector-valued estimators. Zbl 1416.62580Brazauskas, Vytaras; Jones, Bruce L.; Zitikis, Ričardas 2 2007 Contrasting the Gini and Zenga indices of economic inequality. Zbl 07265793Greselin, Francesca; Pasquazzi, Leo; Zitikis, Ričardas 2 2013 Modeling human mortality using mixtures of bathtub shaped failure distributions. Zbl 1451.91147Bebbington, Mark; Lai, Chin-Diew; Zitikis, Ričardas 2 2007 Weak comonotonicity. Zbl 1431.91446Wang, Ruodu; Zitikis, Ričardas 2 2020 The covariance sign of transformed random variables with applications to economics and finance. Zbl 1217.91207Egozcue, Martín; García, Luis Fuentes; Wong, Wing-Keung; Zitikis, Ričardas 2 2011 Edgeworth expansions and bootstrap for degenerate von Mises statistics. Zbl 0853.62019Götze, F.; Zitikis, R. 2 1995 Life expectancy of a bathtub shaped failure distribution. Zbl 1247.62253Bebbington, Mark; Lai, Chin-Diew; Zitikis, Ričardas 2 2010 Measuring association via lack of co-monotonicity: the loc index and a problem of educational assessment. Zbl 1328.62370Qoyyimi, Danang Teguh; Zitikis, Ricardas 2 2015 Asymptotic expansions in the local limit theorem for \(\omega ^ 2_ n\) statistics. Zbl 0662.62052Zitikis, R. Eh. 2 1988 On the Vervaat and Vervaat-error processes. Zbl 0956.62043Csörgő, Miklós; Zitikis, Ričardas 2 1999 Confidence regions for the intensity function of a cyclic Poisson process. Zbl 1205.60045Helmers, Roelof; Wang, Qiying; Zitikis, Ričardas 2 2009 Risk measures induced by efficient insurance contracts. Zbl 1484.91411Wang, Qiuqi; Wang, Ruodu; Zitikis, Ričardas 2 2022 Czekanowski’s index of overlap, its \(L_p\)-type extension, and bias reduction. Zbl 1188.62147Mimoto, Nao; Zitikis, Ričardas 2 2009 Deterministic noises that can be statistically distinguished from the random ones. Zbl 1111.62087Davydov, Youri; Zitikis, Ričardas 2 2007 Estimating the renewal function when the second moment is infinite. Zbl 1111.62044Bebbington, Mark; Davydov, Youri; Zitikis, Ričardas 2 2007 Reliability of modules with load-sharing components. Zbl 1211.90056Bebbington, Mark; Lai, Chin-Diew; Zitikis, Ričardas 2 2007 An optimal strategy for maximizing the expected real-estate selling price: accept or reject an offer? Zbl 1423.62132Egozcue, Martín; García, Luis Fuentes; Zitikis, Ričardas 1 2013 Assessing transfer functions in control systems. Zbl 1426.62142Gribkova, Nadezhda; Zitikis, Ričardas 1 2019 The Vervaat process in \(L_p\) spaces. Zbl 0991.60027Csörgő, Miklós; Zitikis, Ričardas 1 2001 Gini indices as areas and covariances: what is the difference between the two representations? Zbl 1416.62679Schechtman, Edna; Zitikis, Ričardas 1 2006 CMPH: a multivariate phase-type aggregate loss distribution. Zbl 1393.91101Ren, Jiandong; Zitikis, Ričardas 1 2017 Large sample estimation of a family of economic inequality indices. Zbl 1128.62391Zitikis, Ričardas 1 2002 Asymptotic expansions for derivatives of the distribution function of Anderson-Darling statistics. Zbl 0777.62026Zitikas, R. Eh. 1 1989 Convex combinations of quadrant dependent copulas. Zbl 1402.62092Egozcue, Martín; Fuentes García, Luis; Wong, Wing-Keung; Zitikis, Ričardas 1 2013 Should we opt for the Black Friday discounted price or wait until the Boxing Day? Zbl 1367.91060Wu, Jiang; Zitikis, Ričardas 1 2017 Risk measures induced by efficient insurance contracts. Zbl 1484.91411Wang, Qiuqi; Wang, Ruodu; Zitikis, Ričardas 2 2022 Empirical tail conditional allocation and its consistency under minimal assumptions. Zbl 1497.62117Gribkova, N. V.; Su, J.; Zitikis, R. 1 2022 Weak comonotonicity. Zbl 1431.91446Wang, Ruodu; Zitikis, Ričardas 2 2020 Weighted allocations, their concomitant-based estimators, and asymptotics. Zbl 1433.62295Gribkova, Nadezhda; Zitikis, Ričardas 5 2019 Assessing transfer functions in control systems. Zbl 1426.62142Gribkova, Nadezhda; Zitikis, Ričardas 1 2019 Weighted risk capital allocations in the presence of systematic risk. Zbl 1401.91139Furman, Edward; Kuznetsov, Alexey; Zitikis, Ričardas 9 2018 Estimating the index of increase via balancing deterministic and random data. Zbl 1401.62043Chen, L.; Davydov, Y.; Gribkova, N.; Zitikis, R. 3 2018 Beyond the Pearson correlation: heavy-tailed risks, weighted Gini correlations, and a Gini-type weighted insurance pricing model. Zbl 1390.91183Furman, Edward; Zitikis, Ričardas 8 2017 Statistical foundations for assessing the difference between the classical and weighted-Gini betas. Zbl 06845133Gribkova, N.; Zitikis, R. 6 2017 Quantifying non-monotonicity of functions and the lack of positivity in signed measures. Zbl 1398.91323Davydov, Youri; Zitikis, Ričardas 4 2017 CMPH: a multivariate phase-type aggregate loss distribution. Zbl 1393.91101Ren, Jiandong; Zitikis, Ričardas 1 2017 Should we opt for the Black Friday discounted price or wait until the Boxing Day? Zbl 1367.91060Wu, Jiang; Zitikis, Ričardas 1 2017 Optimal two-stage pricing strategies from the seller’s perspective under the uncertainty of buyer’s decisions. Zbl 1397.91220Egozcue, Martín; Wu, Jiang; Zitikis, Ričardas 1 2017 Background risk models and stepwise portfolio construction. Zbl 1349.62517Asimit, Alexandru V.; Vernic, Raluca; Zitikis, Ričardas 14 2016 Tail dependence of the Gaussian copula revisited. Zbl 1373.62223Furman, Edward; Kuznetsov, Alexey; Su, Jianxi; Zitikis, Ričardas 4 2016 Paths and indices of maximal tail dependence. Zbl 1390.62089Furman, Edward; Su, Jianxi; Zitikis, Ričardas 7 2015 Measuring association via lack of co-monotonicity: the loc index and a problem of educational assessment. Zbl 1328.62370Qoyyimi, Danang Teguh; Zitikis, Ricardas 2 2015 Beyond the Gompertz law: exploring the late-life mortality deceleration phenomenon. Zbl 1401.91098Bebbington, Mark; Green, Rebecca; Lai, Chin-Diew; Zitikis, Ričardas 4 2014 Heavy tailed capital incomes: Zenga index, statistical inference, and ECHP data analysis. Zbl 1302.62043Greselin, Francesca; Pasquazzi, Leo; Zitikis, Ričardas 4 2014 The shape of the Borwein-Affleck-Girgensohn function generated by completely monotone and Bernstein functions. Zbl 1322.90067Sendov, Hristo S.; Zitikis, Ričardas 3 2014 Measuring the lack of monotonicity in functions. Zbl 1310.26010Qoyyimi, Danang Teguh; Zitikis, Ričardas 3 2014 Integration-segregation decisions under general value functions: “Create your own bundle-choose 1, 2 or all 3!”. Zbl 1282.90084Egozcue, Martín; Massoni, Sébastien; Wong, Wing-Keung; Zitikis, Ričardas 1 2014 Contrasting the Gini and Zenga indices of economic inequality. Zbl 07265793Greselin, Francesca; Pasquazzi, Leo; Zitikis, Ričardas 2 2013 An optimal strategy for maximizing the expected real-estate selling price: accept or reject an offer? Zbl 1423.62132Egozcue, Martín; García, Luis Fuentes; Zitikis, Ričardas 1 2013 Convex combinations of quadrant dependent copulas. Zbl 1402.62092Egozcue, Martín; Fuentes García, Luis; Wong, Wing-Keung; Zitikis, Ričardas 1 2013 The order-statistic claim process with dependent claim frequencies and severities. Zbl 1425.62072Sendova, Kristina P.; Zitikis, Ričardas 3 2012 The smallest upper bound for the \(p\)th absolute central moment of a class of random variables. Zbl 1267.26019Egozcue, Martín; García, Luis Fuentes; Wong, Wing-Keung; Zitikis, Ričardas 1 2012 Modelling deceleration in senescent mortality. Zbl 1210.91113Bebbington, Mark; Lai, Chin-Diew; Zitikis, Ričardas 11 2011 Do investors like to diversify? A study of Markowitz preferences. Zbl 1237.91205Egozcue, Martín; García, Luis Fuentes; Wong, Wing-Keung; Zitikis, Ričardas 6 2011 Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses. Zbl 1229.91155Brahimi, Brahim; Meraghni, Djamel; Necir, Abdelhakim; Zitikis, Ričardas 5 2011 Log-supermodularity of weight functions, ordering weighted losses, and the loading monotonicity of weighted premiums. Zbl 1218.91094Sendov, Hristo S.; Wang, Ying; Zitikis, Ričardas 4 2011 Grüss-type bounds for covariances and the notion of quadrant dependence in expectation. Zbl 1228.60028Egozcue, Martín; García, Luis Fuentes; Wong, Wing-Keung; Zitikis, Ričardas 4 2011 The covariance sign of transformed random variables with applications to economics and finance. Zbl 1217.91207Egozcue, Martín; García, Luis Fuentes; Wong, Wing-Keung; Zitikis, Ričardas 2 2011 Estimating the conditional tail expectation in the case of heavy-tailed losses. Zbl 1200.91142Necir, Abdelhakim; Rassoul, Abdelaziz; Zitikis, Ričardas 15 2010 General Stein-type covariance decompositions with applications to insurance and finance. Zbl 1191.62097Furman, Edward; Zitikis, Ričardas 9 2010 Zenga’s new index of economic inequality, its estimation, and an analysis of incomes in Italy. Zbl 1200.91251Greselin, Francesca; Pasquazzi, Leo; Zitikis, Ričardas 8 2010 Prospect theory, indifference curves, and hedging risks. Zbl 1231.91097Broll, Udo; Egozcue, Martín; Wong, Wing-Keung; Zitikis, Ričardas 5 2010 Life expectancy of a bathtub shaped failure distribution. Zbl 1247.62253Bebbington, Mark; Lai, Chin-Diew; Zitikis, Ričardas 2 2010 Robust fitting of claim severity distributions and the method of trimmed moments. Zbl 1159.62067Brazauskas, Vytaras; Jones, Bruce L.; Zitikis, Ričardas 18 2009 \(L\)-functions, processes, and statistics in measuring economic inequality and actuarial risks. Zbl 1245.91076Greselin, Francesca; Puri, Madan L.; Zitikis, Ričardas 14 2009 Weighted pricing functionals with applications to insurance. Zbl 1483.91194Furman, Edward; Zitikis, Ričardas 4 2009 Grüss’s inequality, its probabilistic interpretation, and a sharper bound. Zbl 1175.26060Zitikis, Ričardas 4 2009 Confidence regions for the intensity function of a cyclic Poisson process. Zbl 1205.60045Helmers, Roelof; Wang, Qiying; Zitikis, Ričardas 2 2009 Czekanowski’s index of overlap, its \(L_p\)-type extension, and bias reduction. Zbl 1188.62147Mimoto, Nao; Zitikis, Ričardas 2 2009 When inflation causes no increase in claim amounts. Zbl 1200.91134Brazauskas, Vytaras; Jones, Bruce L.; Zitikis, Ričardas 1 2009 Weighted premium calculation principles. Zbl 1141.91509Furman, Edward; Zitikis, Ričardas 72 2008 Weighted risk capital allocations. Zbl 1189.62163Furman, Edward; Zitikis, Ričardas 57 2008 Estimating conditional tail expectation with actuarial applications in view. Zbl 1152.62027Brazauskas, Vytaras; Jones, Bruce L.; Puri, Madan L.; Zitikis, Ričardas 41 2008 Testing hypotheses about absolute concentration curves and marginal conditional stochastic dominance. Zbl 1284.62284Schechtman, Edna; Shelef, Amit; Yitzhaki, Shlomo; Zitikis, Ričardas 14 2008 Estimating the turning point of a bathtub-shaped failure distribution. Zbl 1130.62097Bebbington, Mark; Lai, Chin-Diew; Zitikis, Ričardas 12 2008 Reduction in mean residual life in the presence of a constant competing risk. Zbl 1164.90007Bebbington, Mark; Lai, Chin-Diew; Zitikis, Ričardas 10 2008 On weak convergence of random fields. Zbl 1333.60098Davydov, Youri; Zitikis, Ričardas 9 2008 A monotonicity property of the composition of regularized and inverted-regularized gamma functions with applications. Zbl 1155.33002Furman, Edward; Zitikis, Ričardas 7 2008 A proof of the shape of the Birnbaum-Saunders hazard rate function. Zbl 1147.62012Bebbington, Mark; Lai, Chin-Diew; Zitikis, Ričardas 5 2008 Monotonicity of ratios involving incomplete gamma functions with actuarial applications. Zbl 1165.60012Furman, Edward; Zitikis, Ricardas 3 2008 Distributional analysis of empirical volatility in GARCH processes. Zbl 1158.62055Horváth, Lajos; Kokoszka, Piotr; Zitikis, Ričardas 1 2008 Risk measures, distortion parameters, and their empirical estimation. Zbl 1193.91065Jones, Bruce L.; Zitikis, Ričardas 26 2007 Bathtub-type curves in reliability and beyond. Zbl 1136.62064Bebbington, Mark; Lai, Chin-Diew; Zitikis, Ričardas 10 2007 Nested \(L\)-statistics and their use in comparing the riskness of portfolios. Zbl 1150.91025Brazauskas, Vytaras; Jones, Bruce L.; Puri, Madan L.; Zitikis, Ričardas 9 2007 Convex rearrangements, generalized Lorenz curves, and correlated Gaussian data. Zbl 1107.60017Davydov, Youri; Khoshnevisan, Davar; Shi, Zhan; Zitikis, Ričardas 6 2007 Optimum burn-in time for a bathtub shaped failure distribution. Zbl 1144.90356Bebbington, Mark; Lai, Chin-Diew; Zitikis, Ričardas 5 2007 A non-parametric estimator for the doubly periodic Poisson intensity function. Zbl 1248.62137Helmers, Roelof; Mangku, I. Wayan; Zitikis, Ričardas 5 2007 “An actuarial premium pricing model for nonnormal insurance and financial risks in incomplete markets”, Zinoviy Landsman and Michael Sherris, January 2007. Zbl 1480.91202Furman, Edward; Zitikis, Ričardas 3 2007 Robustification and performance evaluation of empirical risk measures and other vector-valued estimators. Zbl 1416.62580Brazauskas, Vytaras; Jones, Bruce L.; Zitikis, Ričardas 2 2007 Modeling human mortality using mixtures of bathtub shaped failure distributions. Zbl 1451.91147Bebbington, Mark; Lai, Chin-Diew; Zitikis, Ričardas 2 2007 Deterministic noises that can be statistically distinguished from the random ones. Zbl 1111.62087Davydov, Youri; Zitikis, Ričardas 2 2007 Estimating the renewal function when the second moment is infinite. Zbl 1111.62044Bebbington, Mark; Davydov, Youri; Zitikis, Ričardas 2 2007 Reliability of modules with load-sharing components. Zbl 1211.90056Bebbington, Mark; Lai, Chin-Diew; Zitikis, Ričardas 2 2007 Testing hypotheses about the equality of several risk measure values with applications in insurance. Zbl 1088.62126Jones, Bruce L.; Puri, Madan L.; Zitikis, Ričardas 12 2006 Testing for stochastic dominance using the weighted McFadden-type statistic. 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Zbl 1128.62391Zitikis, Ričardas 1 2002 The Vervaat process in \(L_p\) spaces. Zbl 0991.60027Csörgő, Miklós; Zitikis, Ričardas 1 2001 On estimation of Poisson intensity functions. Zbl 0946.62076Helmers, Roelof; Zitikis, Ričardas 8 1999 On the Vervaat and Vervaat-error processes. Zbl 0956.62043Csörgő, Miklós; Zitikis, Ričardas 2 1999 The Vervaat process. Zbl 0933.62043Zitikis, Ričardas 14 1998 Asymptotic confidence bands for the Lorenz and Bonferroni curves based on the empirical Lorenz curve. Zbl 0953.62045Csörgő, Miklós; Gastwirth, Joseph L.; Zitikis, Ričardas 11 1998 On the rate of strong consistency of Lorenz curves. Zbl 0894.60031Csörgő, Miklós; Zitikis, Ričardas 10 1997 On confidence bands for the Lorenz and Goldie curves. Zbl 0887.62053Csörgő, Miklós; Zitikis, Ričardas 3 1997 Mean residual life processes. Zbl 0933.62106Csörgő, Miklós; Zitikis, Ričardas 25 1996 Strassen’s LIL for the Lorenz curve. Zbl 0868.60026Csörgö, Miklós; Zitikis, Ričardas 14 1996 Edgeworth expansions and bootstrap for degenerate von Mises statistics. Zbl 0853.62019Götze, F.; Zitikis, R. 2 1995 ...and 10 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 630 Authors 67 Zitikis, Ričardas 23 Furman, Edward 12 Brazauskas, Vytaras 12 Su, Jianxi 11 Davydov, Youri 10 Gribkova, Nadezhda Viktorovna 10 Sordo, Miguel Ángel 8 Asimit, Alexandru V. 8 Csörgő, Miklós 7 Bebbington, Mark S. 7 Denuit, Michel M. 7 Helmers, Roelof 7 Lai, Chin-Diew 6 Jones, Bruce L. 6 Wong, Wing-Keung 5 Bentkus, Vidmants-Kastytis 5 Egozcue, Martin 5 Götze, Friedrich 5 Mangku, I. Wayan 5 Nadarajah, Saralees 5 Necir, Abdelhakim 5 Suarez-Llorens, Alfonso 5 Tse, SzeMan 5 Vernic, Raluca 4 Balakrishnan, Narayanaswamy 4 Fakoor, Vahid 4 Gómez-Déniz, Emilio 4 Greselin, Francesca 4 Guillou, Armelle 4 Jing, Bingyi 4 Kleefeld, Andreas 4 Landsman, Zinoviy M. 4 Li, Xiaohu 4 Meraghni, Djamel 4 Qin, Gengsheng 4 Rassoul, Abdelaziz 4 Shyamalkumar, Nariankadu D. 4 Stupfler, Gilles 4 Wang, Ruodu 3 Ahn, Jae Youn 3 Arvanitis, Stelios 3 Brahimi, Brahim 3 Calderín Ojeda, Enrique 3 Choo, Weihao 3 de Jong, Piet 3 Deme, El Hadji 3 Fuentes García, Luis 3 Gao, Fuqing 3 Guillen, Montserrat 3 Gupta, Ramesh Chandra 3 Horváth, Lajos 3 Kałuszka, Marek 3 Karlis, Dimitris 3 Kim, Joseph Hyun Tae 3 Kulik, Rafał 3 Kuznetsov, Alexey 3 Kye, Yisub 3 Loisel, Stéphane 3 Mohtashami Borzadaran, Gholam Reza 3 Mukerjee, Hari 3 Okolewski, Andrzej 3 Pasquazzi, Leo 3 Psarrakos, Georgios 3 Puri, Madan Lal 3 Ren, Jiandong 3 Robert, Christian Yann 3 Sreelakshmi, N. 3 Wang, Qiying 3 Wen, Limin 3 Woo, Jae-Kyung 3 Wozabal, Nancy 3 Wu, Xianyi 3 You, Yinping 3 Zhao, Yichuan 2 Asadi, Majid 2 Azarnoosh, H. A. 2 Badescu, Alexandru M. 2 Belzunce, Félix 2 Bolancé, Catalina 2 Borges, Patrick 2 Cheng, Fuxia 2 Cheung, Ka Chun 2 Dentcheva, Darinka 2 Dey, Sanku 2 Dhaene, Jan 2 Dimitrova, Dimitrina S. 2 Gastwirth, Joseph Lewis 2 Ghalibaf, Mohammad Bolbolian 2 Ghorai, Jugal K. 2 Girard, Stéphane 2 Goegebeur, Yuri 2 Guo, Xu 2 Gupta, Ashutosh 2 Hu, Taizhong 2 Hua, Lei 2 Kaishev, Vladimir K. 2 Kattumannil, Sudheesh Kumar 2 Kochar, Subhash C. 2 Kovalevskiĭ, Artëm Pavlovich 2 Kundu, Debasis ...and 530 more Authors all top 5 Cited in 111 Serials 76 Insurance Mathematics & Economics 21 North American Actuarial Journal 19 Journal of Statistical Planning and Inference 17 Communications in Statistics. 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Series B ...and 11 more Serials all top 5 Cited in 22 Fields 325 Statistics (62-XX) 197 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 127 Probability theory and stochastic processes (60-XX) 22 Numerical analysis (65-XX) 21 Operations research, mathematical programming (90-XX) 8 Biology and other natural sciences (92-XX) 7 Real functions (26-XX) 3 Computer science (68-XX) 3 Systems theory; control (93-XX) 2 Combinatorics (05-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Measure and integration (28-XX) 2 Special functions (33-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Convex and discrete geometry (52-XX) 2 Statistical mechanics, structure of matter (82-XX) 2 Information and communication theory, circuits (94-XX) 1 History and biography (01-XX) 1 Functions of a complex variable (30-XX) 1 Integral transforms, operational calculus (44-XX) 1 Functional analysis (46-XX) 1 Operator theory (47-XX) Citations by Year