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Author ID: zitikis.ricardas Recent zbMATH articles by "Zitikis, Ričardas"
Published as: Zitikis, Ričardas; Zitikis, R.; Zitikis, Ricardas; Zitikis, R. Eh.; Zitikas, R. Eh.
Homepage: http://www.stats.uwo.ca/faculty/zitikis/main.htm
External Links: MGP · ResearchGate · dblp
Documents Indexed: 125 Publications since 1988
Co-Authors: 53 Co-Authors with 112 Joint Publications
1,094 Co-Co-Authors
all top 5

Serials

9 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 The Mathematical Scientist
4 Statistics & Probability Letters
4 ASTIN Bulletin
4 North American Actuarial Journal
4 Journal of Statistical Theory and Practice
3 Annals of the Institute of Statistical Mathematics
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 Mathematical Methods of Statistics
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

Publications by Year

Citations contained in zbMATH Open

107 Publications have been cited 740 times in 405 Documents Cited by Year
Weighted premium calculation principles. Zbl 1141.91509
Furman, Edward; Zitikis, Ričardas
64
2008
Weighted risk capital allocations. Zbl 1189.62163
Furman, Edward; Zitikis, Ričardas
53
2008
Empirical estimation of risk measures and related quantities. Zbl 1084.62537
Jones, Bruce L.; Zitikis, Ričardas
45
2003
Estimating conditional tail expectation with actuarial applications in view. Zbl 1152.62027
Brazauskas, Vytaras; Jones, Bruce L.; Puri, Madan L.; Zitikis, Ričardas
37
2008
Risk measures, distortion parameters, and their empirical estimation. Zbl 1193.91065
Jones, Bruce L.; Zitikis, Ričardas
26
2007
Mean residual life processes. Zbl 0933.62106
Csörgő, Miklós; Zitikis, Ričardas
24
1996
Robust fitting of claim severity distributions and the method of trimmed moments. Zbl 1159.62067
Brazauskas, Vytaras; Jones, Bruce L.; Zitikis, Ričardas
15
2009
Strassen’s LIL for the Lorenz curve. Zbl 0868.60026
Csörgö, Miklós; Zitikis, Ričardas
14
1996
The Vervaat process. Zbl 0933.62043
Zitikis, Ričardas
13
1998
\(L\)-functions, processes, and statistics in measuring economic inequality and actuarial risks. Zbl 1245.91076
Greselin, Francesca; Puri, Madan L.; Zitikis, Ričardas
13
2009
Estimating the conditional tail expectation in the case of heavy-tailed losses. Zbl 1200.91142
Necir, Abdelhakim; Rassoul, Abdelaziz; Zitikis, Ričardas
12
2010
Testing hypotheses about absolute concentration curves and marginal conditional stochastic dominance. Zbl 1284.62284
Schechtman, Edna; Shelef, Amit; Yitzhaki, Shlomo; Zitikis, Ričardas
12
2008
Testing hypotheses about the equality of several risk measure values with applications in insurance. Zbl 1088.62126
Jones, Bruce L.; Puri, Madan L.; Zitikis, Ričardas
12
2006
Estimating the turning point of a bathtub-shaped failure distribution. Zbl 1130.62097
Bebbington, Mark; Lai, Chin-Diew; Zitikis, Ričardas
12
2008
Convex rearrangements of random elements. Zbl 1080.60055
Davydov, Youri; Zitikis, Ričardas
11
2004
The asymptotic distribution of the \(S\)-Gini index. Zbl 1073.62014
Zitikis, Ričardas; Gastwirth, Joseph L.
11
2002
Modelling deceleration in senescent mortality. Zbl 1210.91113
Bebbington, Mark; Lai, Chin-Diew; Zitikis, Ričardas
11
2011
On the rate of strong consistency of Lorenz curves. Zbl 0894.60031
Csörgő, Miklós; Zitikis, Ričardas
10
1997
Asymptotic confidence bands for the Lorenz and Bonferroni curves based on the empirical Lorenz curve. Zbl 0953.62045
Csörgő, Miklós; Gastwirth, Joseph L.; Zitikis, Ričardas
10
1998
Lower estimates of the convergence rate for \(U\)-statistics. Zbl 0839.60023
Bentkus, Vidmantas; Götze, Friedrich; Zitikis, Ričardas
10
1994
Consistent estimation of the intensity function of a cyclic Poisson process. Zbl 1038.62037
Helmers, Roelof; Mangku, I. Wayan; Zitikis, Ričardas
10
2003
Generalized Lorenz curves and convexifications of stochastic processes. Zbl 1054.60044
Davydov, Youri; Zitikis, Ričardas
10
2003
Bathtub-type curves in reliability and beyond. Zbl 1136.62064
Bebbington, Mark; Lai, Chin-Diew; Zitikis, Ričardas
10
2007
Reduction in mean residual life in the presence of a constant competing risk. Zbl 1164.90007
Bebbington, Mark; Lai, Chin-Diew; Zitikis, Ričardas
10
2008
Testing for stochastic dominance using the weighted McFadden-type statistic. Zbl 1345.62076
Horváth, Lajos; Kokoszka, Piotr; Zitikis, Ričardas
10
2006
Background risk models and stepwise portfolio construction. Zbl 1349.62517
Asimit, Alexandru V.; Vernic, Raluca; Zitikis, Ričardas
10
2016
Testing for the order of risk measures: an application of \(L\)-statistics in actuarial science. Zbl 1416.62587
Jones, Bruce L.; Zitikis, Ričardas
9
2005
Nested \(L\)-statistics and their use in comparing the riskness of portfolios. Zbl 1150.91025
Brazauskas, Vytaras; Jones, Bruce L.; Puri, Madan L.; Zitikis, Ričardas
9
2007
Weighted risk capital allocations in the presence of systematic risk. Zbl 1401.91139
Furman, Edward; Kuznetsov, Alexey; Zitikis, Ričardas
8
2018
On estimation of Poisson intensity functions. Zbl 0946.62076
Helmers, Roelof; Zitikis, Ričardas
8
1999
General Stein-type covariance decompositions with applications to insurance and finance. Zbl 1191.62097
Furman, Edward; Zitikis, Ričardas
8
2010
On weak convergence of random fields. Zbl 1333.60098
Davydov, Youri; Zitikis, Ričardas
8
2008
Statistical properties of a kernel-type estimator of the intensity function of a cyclic Poisson process. Zbl 1075.62025
Helmers, Roelof; Mangku, I. Wayan; Zitikis, Ričardas
7
2005
A monotonicity property of the composition of regularized and inverted-regularized gamma functions with applications. Zbl 1155.33002
Furman, Edward; Zitikis, Ričardas
7
2008
Beyond the Pearson correlation: heavy-tailed risks, weighted Gini correlations, and a Gini-type weighted insurance pricing model. Zbl 1390.91183
Furman, Edward; Zitikis, Ričardas
7
2017
On the general Bahadur-Kiefer, quantile and Vervaat processes: Old and new. Zbl 1029.62045
Csörgő, M.; Zitikis, R.
6
2002
Convex rearrangements, generalized Lorenz curves, and correlated Gaussian data. Zbl 1107.60017
Davydov, Youri; Khoshnevisan, Davar; Shi, Zhan; Zitikis, Ričardas
6
2007
Paths and indices of maximal tail dependence. Zbl 1390.62089
Furman, Edward; Su, Jianxi; Zitikis, Ričardas
6
2015
Convergence of generalized Lorenz curves based on stationary ergodic random sequences with deterministic noise. Zbl 1027.60033
Davydov, Youri; Zitikis, Ričardas
5
2002
Asymptotics of the \(L_p\)-norms of density estimators in the first-order autoregressive models. Zbl 1104.62034
Horváth, Lajos; Zitikis, Ričardas
5
2004
Prospect theory, indifference curves, and hedging risks. Zbl 1231.91097
Broll, Udo; Egozcue, Martín; Wong, Wing-Keung; Zitikis, Ričardas
5
2010
Zenga’s new index of economic inequality, its estimation, and an analysis of incomes in Italy. Zbl 1200.91251
Greselin, Francesca; Pasquazzi, Leo; Zitikis, Ričardas
5
2010
Optimum burn-in time for a bathtub shaped failure distribution. Zbl 1144.90356
Bebbington, Mark; Lai, Chin-Diew; Zitikis, Ričardas
5
2007
Testing goodness of fit based on densities of GARCH innovations. Zbl 1125.62103
Horváth, Lajos; Zitikis, Ričardas
5
2006
A proof of the shape of the Birnbaum-Saunders hazard rate function. Zbl 1147.62012
Bebbington, Mark; Lai, Chin-Diew; Zitikis, Ričardas
5
2008
Probabilities of large deviations for L-statistics. Zbl 0725.62019
Bentkus, V.; Zitikis, R.
5
1990
A non-parametric estimator for the doubly periodic Poisson intensity function. Zbl 1248.62137
Helmers, Roelof; Mangku, I. Wayan; Zitikis, Ričardas
5
2007
Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses. Zbl 1229.91155
Brahimi, Brahim; Meraghni, Djamel; Necir, Abdelhakim; Zitikis, Ričardas
5
2011
Do investors like to diversify? A study of Markowitz preferences. Zbl 1237.91205
Egozcue, Martín; García, Luis Fuentes; Wong, Wing-Keung; Zitikis, Ričardas
5
2011
The influence of deterministic noise on empirical measures generated by stationary processes. Zbl 1037.60035
Davydov, Youri; Zitikis, Ricardas
4
2004
Quantifying non-monotonicity of functions and the lack of positivity in signed measures. Zbl 1398.91323
Davydov, Youri; Zitikis, Ričardas
4
2017
Strong laws for generalized absolute Lorenz curves when data are stationary and ergodic sequences. Zbl 1076.60024
Helmers, Roelof; Zitikis, Ričardas
4
2005
Asymptotic expansions in the integral and local limit theorems in Banach spaces with applications to \(\omega\)-statistics. Zbl 0807.60007
Bentkus, Vidmantas; Götze, Friedrich; Zitikis, Ričardas
4
1993
Asymptotics of the \(L_p\)-norms of density estimators in the first-order autoregressive models. Zbl 1116.62340
Horváth, Lajos; Zitikis, Ričardas
4
2003
A robust heuristic estimator for the period of a Poisson intensity function. Zbl 1060.62040
Bebbington, Mark; Zitikis, Ričardas
4
2004
Probabilities of large deviations for L-statistics. Zbl 0706.62015
Bentkus, V.; Zitikis, R.
4
1990
Grüss-type bounds for covariances and the notion of quadrant dependence in expectation. Zbl 1228.60028
Egozcue, Martín; García, Luis Fuentes; Wong, Wing-Keung; Zitikis, Ričardas
4
2011
Log-supermodularity of weight functions, ordering weighted losses, and the loading monotonicity of weighted premiums. Zbl 1218.91094
Sendov, Hristo S.; Wang, Ying; Zitikis, Ričardas
4
2011
Beyond the Gompertz law: exploring the late-life mortality deceleration phenomenon. Zbl 1401.91098
Bebbington, Mark; Green, Rebecca; Lai, Chin-Diew; Zitikis, Ričardas
3
2014
Estimating the index of increase via balancing deterministic and random data. Zbl 1401.62043
Chen, L.; Davydov, Y.; Gribkova, N.; Zitikis, R.
3
2018
On confidence bands for the Lorenz and Goldie curves. Zbl 0887.62053
Csörgő, Miklós; Zitikis, Ričardas
3
1997
The order-statistic claim process with dependent claim frequencies and severities. Zbl 1425.62072
Sendova, Kristina P.; Zitikis, Ričardas
3
2012
Statistical foundations for assessing the difference between the classical and weighted-Gini betas. Zbl 06845133
Gribkova, N.; Zitikis, R.
3
2017
Pointwise and uniform asymptotics of the Vervaat error process. Zbl 1019.60027
Csáki, Endre; Csörgő, Miklós; Földes, Antónia; Shi, Zhan; Zitikis, Ričardas
3
2002
Grüss’s inequality, its probabilistic interpretation, and a sharper bound. Zbl 1175.26060
Zitikis, Ričardas
3
2009
Measuring the lack of monotonicity in functions. Zbl 1310.26010
Qoyyimi, Danang Teguh; Zitikis, Ričardas
3
2014
Monotonicity of ratios involving incomplete gamma functions with actuarial applications. Zbl 1165.60012
Furman, Edward; Zitikis, Ricardas
3
2008
The shape of the Borwein-Affleck-Girgensohn function generated by completely monotone and Bernstein functions. Zbl 1322.90067
Sendov, Hristo S.; Zitikis, Ričardas
3
2014
Asymptotic estimation of the \(E\)-Gini index. Zbl 1441.62917
Zitikis, Ričardas
2
2003
The covariance sign of transformed random variables with applications to economics and finance. Zbl 1217.91207
Egozcue, Martín; García, Luis Fuentes; Wong, Wing-Keung; Zitikis, Ričardas
2
2011
An index of monotonicity and its estimation: a step beyond econometric applications of the Gini index. Zbl 1416.62178
Davydov, Youri; Zitikis, Ričardas
2
2005
Robustification and performance evaluation of empirical risk measures and other vector-valued estimators. Zbl 1416.62580
Brazauskas, Vytaras; Jones, Bruce L.; Zitikis, Ričardas
2
2007
Weighted allocations, their concomitant-based estimators, and asymptotics. Zbl 1433.62295
Gribkova, Nadezhda; Zitikis, Ričardas
2
2019
On the Vervaat and Vervaat-error processes. Zbl 0956.62043
Csörgő, Miklós; Zitikis, Ričardas
2
1999
Edgeworth expansions and bootstrap for degenerate von Mises statistics. Zbl 0853.62019
Götze, F.; Zitikis, R.
2
1995
Deterministic noises that can be statistically distinguished from the random ones. Zbl 1111.62087
Davydov, Youri; Zitikis, Ričardas
2
2007
Estimating the renewal function when the second moment is infinite. Zbl 1111.62044
Bebbington, Mark; Davydov, Youri; Zitikis, Ričardas
2
2007
Reliability of modules with load-sharing components. Zbl 1211.90056
Bebbington, Mark; Lai, Chin-Diew; Zitikis, Ričardas
2
2007
Confidence regions for the intensity function of a cyclic Poisson process. Zbl 1205.60045
Helmers, Roelof; Wang, Qiying; Zitikis, Ričardas
2
2009
Heavy tailed capital incomes: Zenga index, statistical inference, and ECHP data analysis. Zbl 1302.62043
Greselin, Francesca; Pasquazzi, Leo; Zitikis, Ričardas
2
2014
Czekanowski’s index of overlap, its \(L_p\)-type extension, and bias reduction. Zbl 1188.62147
Mimoto, Nao; Zitikis, Ričardas
2
2009
Life expectancy of a bathtub shaped failure distribution. Zbl 1247.62253
Bebbington, 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 1328.62370
Qoyyimi, Danang Teguh; Zitikis, Ricardas
2
2015
Tail dependence of the Gaussian copula revisited. Zbl 1373.62223
Furman, Edward; Kuznetsov, Alexey; Su, Jianxi; Zitikis, Ričardas
2
2016
Contrasting the Gini and Zenga indices of economic inequality. Zbl 07265793
Greselin, Francesca; Pasquazzi, Leo; Zitikis, Ričardas
1
2013
Modeling human mortality using mixtures of bathtub shaped failure distributions. Zbl 1451.91147
Bebbington, Mark; Lai, Chin-Diew; Zitikis, Ričardas
1
2007
Optimal two-stage pricing strategies from the seller’s perspective under the uncertainty of buyer’s decisions. Zbl 1397.91220
Egozcue, Martín; Wu, Jiang; Zitikis, Ričardas
1
2017
CMPH: a multivariate phase-type aggregate loss distribution. Zbl 1393.91101
Ren, Jiandong; Zitikis, Ričardas
1
2017
Asymptotic expansions for derivatives of the distribution function of Anderson-Darling statistics. Zbl 0777.62026
Zitikas, R. Eh.
1
1989
Gini indices as areas and covariances: what is the difference between the two representations? Zbl 1416.62679
Schechtman, Edna; Zitikis, Ričardas
1
2006
An optimal strategy for maximizing the expected real-estate selling price: accept or reject an offer? Zbl 1423.62132
Egozcue, Martín; García, Luis Fuentes; Zitikis, Ričardas
1
2013
Assessing transfer functions in control systems. Zbl 1426.62142
Gribkova, Nadezhda; Zitikis, Ričardas
1
2019
A Berry-Esséen bound for multivariate \(L\)-estimates with explicit dependence on dimension. Zbl 0804.60023
Zitikis, Ričardas
1
1993
The Vervaat process in \(L_p\) spaces. Zbl 0991.60027
Csörgő, Miklós; Zitikis, Ričardas
1
2001
When inflation causes no increase in claim amounts. Zbl 1200.91134
Brazauskas, Vytaras; Jones, Bruce L.; Zitikis, Ričardas
1
2009
Large sample estimation of a family of economic inequality indices. Zbl 1128.62391
Zitikis, Ričardas
1
2002
Distributional analysis of empirical volatility in GARCH processes. Zbl 1158.62055
Horváth, Lajos; Kokoszka, Piotr; Zitikis, Ričardas
1
2008
Integration-segregation decisions under general value functions: “Create your own bundle-choose 1, 2 or all 3!”. Zbl 1282.90084
Egozcue, Martín; Massoni, Sébastien; Wong, Wing-Keung; Zitikis, Ričardas
1
2014
Smoothness of distribution function of \({\mathcal F}{\mathcal L}\)-statistic. II. Zbl 0716.62029
Zitikis, R.
1
1990
Asymptotic behaviour of linear combinations of functions of order statistics. Zbl 0732.62046
Norvaiša, Rimas; Zitikis, Ričardas
1
1991
Weak comonotonicity. Zbl 1431.91446
Wang, Ruodu; Zitikis, Ričardas
1
2020
Weighted allocations, their concomitant-based estimators, and asymptotics. Zbl 1433.62295
Gribkova, Nadezhda; Zitikis, Ričardas
2
2019
Assessing transfer functions in control systems. Zbl 1426.62142
Gribkova, Nadezhda; Zitikis, Ričardas
1
2019
Weighted risk capital allocations in the presence of systematic risk. Zbl 1401.91139
Furman, Edward; Kuznetsov, Alexey; Zitikis, Ričardas
8
2018
Estimating the index of increase via balancing deterministic and random data. Zbl 1401.62043
Chen, 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 1390.91183
Furman, Edward; Zitikis, Ričardas
7
2017
Quantifying non-monotonicity of functions and the lack of positivity in signed measures. Zbl 1398.91323
Davydov, Youri; Zitikis, Ričardas
4
2017
Statistical foundations for assessing the difference between the classical and weighted-Gini betas. Zbl 06845133
Gribkova, N.; Zitikis, R.
3
2017
Optimal two-stage pricing strategies from the seller’s perspective under the uncertainty of buyer’s decisions. Zbl 1397.91220
Egozcue, Martín; Wu, Jiang; Zitikis, Ričardas
1
2017
CMPH: a multivariate phase-type aggregate loss distribution. Zbl 1393.91101
Ren, Jiandong; Zitikis, Ričardas
1
2017
Should we opt for the Black Friday discounted price or wait until the Boxing Day? Zbl 1367.91060
Wu, Jiang; Zitikis, Ričardas
1
2017
Background risk models and stepwise portfolio construction. Zbl 1349.62517
Asimit, Alexandru V.; Vernic, Raluca; Zitikis, Ričardas
10
2016
Tail dependence of the Gaussian copula revisited. Zbl 1373.62223
Furman, Edward; Kuznetsov, Alexey; Su, Jianxi; Zitikis, Ričardas
2
2016
Paths and indices of maximal tail dependence. Zbl 1390.62089
Furman, Edward; Su, Jianxi; Zitikis, Ričardas
6
2015
Measuring association via lack of co-monotonicity: the loc index and a problem of educational assessment. Zbl 1328.62370
Qoyyimi, Danang Teguh; Zitikis, Ricardas
2
2015
Beyond the Gompertz law: exploring the late-life mortality deceleration phenomenon. Zbl 1401.91098
Bebbington, Mark; Green, Rebecca; Lai, Chin-Diew; Zitikis, Ričardas
3
2014
Measuring the lack of monotonicity in functions. Zbl 1310.26010
Qoyyimi, Danang Teguh; Zitikis, Ričardas
3
2014
The shape of the Borwein-Affleck-Girgensohn function generated by completely monotone and Bernstein functions. Zbl 1322.90067
Sendov, Hristo S.; Zitikis, Ričardas
3
2014
Heavy tailed capital incomes: Zenga index, statistical inference, and ECHP data analysis. Zbl 1302.62043
Greselin, Francesca; Pasquazzi, Leo; Zitikis, Ričardas
2
2014
Integration-segregation decisions under general value functions: “Create your own bundle-choose 1, 2 or all 3!”. Zbl 1282.90084
Egozcue, Martín; Massoni, Sébastien; Wong, Wing-Keung; Zitikis, Ričardas
1
2014
Contrasting the Gini and Zenga indices of economic inequality. Zbl 07265793
Greselin, Francesca; Pasquazzi, Leo; Zitikis, Ričardas
1
2013
An optimal strategy for maximizing the expected real-estate selling price: accept or reject an offer? Zbl 1423.62132
Egozcue, Martín; García, Luis Fuentes; Zitikis, Ričardas
1
2013
Convex combinations of quadrant dependent copulas. Zbl 1402.62092
Egozcue, Martín; Fuentes García, Luis; Wong, Wing-Keung; Zitikis, Ričardas
1
2013
The order-statistic claim process with dependent claim frequencies and severities. Zbl 1425.62072
Sendova, Kristina P.; Zitikis, Ričardas
3
2012
The smallest upper bound for the \(p\)th absolute central moment of a class of random variables. Zbl 1267.26019
Egozcue, Martín; García, Luis Fuentes; Wong, Wing-Keung; Zitikis, Ričardas
1
2012
Modelling deceleration in senescent mortality. Zbl 1210.91113
Bebbington, Mark; Lai, Chin-Diew; Zitikis, Ričardas
11
2011
Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses. Zbl 1229.91155
Brahimi, Brahim; Meraghni, Djamel; Necir, Abdelhakim; Zitikis, Ričardas
5
2011
Do investors like to diversify? A study of Markowitz preferences. Zbl 1237.91205
Egozcue, Martín; García, Luis Fuentes; Wong, Wing-Keung; Zitikis, Ričardas
5
2011
Grüss-type bounds for covariances and the notion of quadrant dependence in expectation. Zbl 1228.60028
Egozcue, Martín; García, Luis Fuentes; Wong, Wing-Keung; Zitikis, Ričardas
4
2011
Log-supermodularity of weight functions, ordering weighted losses, and the loading monotonicity of weighted premiums. Zbl 1218.91094
Sendov, Hristo S.; Wang, Ying; Zitikis, Ričardas
4
2011
The covariance sign of transformed random variables with applications to economics and finance. Zbl 1217.91207
Egozcue, Martín; García, Luis Fuentes; Wong, Wing-Keung; Zitikis, Ričardas
2
2011
Estimating the conditional tail expectation in the case of heavy-tailed losses. Zbl 1200.91142
Necir, Abdelhakim; Rassoul, Abdelaziz; Zitikis, Ričardas
12
2010
General Stein-type covariance decompositions with applications to insurance and finance. Zbl 1191.62097
Furman, Edward; Zitikis, Ričardas
8
2010
Prospect theory, indifference curves, and hedging risks. Zbl 1231.91097
Broll, Udo; Egozcue, Martín; Wong, Wing-Keung; Zitikis, Ričardas
5
2010
Zenga’s new index of economic inequality, its estimation, and an analysis of incomes in Italy. Zbl 1200.91251
Greselin, Francesca; Pasquazzi, Leo; Zitikis, Ričardas
5
2010
Life expectancy of a bathtub shaped failure distribution. Zbl 1247.62253
Bebbington, Mark; Lai, Chin-Diew; Zitikis, Ričardas
2
2010
Robust fitting of claim severity distributions and the method of trimmed moments. Zbl 1159.62067
Brazauskas, Vytaras; Jones, Bruce L.; Zitikis, Ričardas
15
2009
\(L\)-functions, processes, and statistics in measuring economic inequality and actuarial risks. Zbl 1245.91076
Greselin, Francesca; Puri, Madan L.; Zitikis, Ričardas
13
2009
Grüss’s inequality, its probabilistic interpretation, and a sharper bound. Zbl 1175.26060
Zitikis, Ričardas
3
2009
Confidence regions for the intensity function of a cyclic Poisson process. Zbl 1205.60045
Helmers, Roelof; Wang, Qiying; Zitikis, Ričardas
2
2009
Czekanowski’s index of overlap, its \(L_p\)-type extension, and bias reduction. Zbl 1188.62147
Mimoto, Nao; Zitikis, Ričardas
2
2009
When inflation causes no increase in claim amounts. Zbl 1200.91134
Brazauskas, Vytaras; Jones, Bruce L.; Zitikis, Ričardas
1
2009
Weighted premium calculation principles. Zbl 1141.91509
Furman, Edward; Zitikis, Ričardas
64
2008
Weighted risk capital allocations. Zbl 1189.62163
Furman, Edward; Zitikis, Ričardas
53
2008
Estimating conditional tail expectation with actuarial applications in view. Zbl 1152.62027
Brazauskas, Vytaras; Jones, Bruce L.; Puri, Madan L.; Zitikis, Ričardas
37
2008
Testing hypotheses about absolute concentration curves and marginal conditional stochastic dominance. Zbl 1284.62284
Schechtman, Edna; Shelef, Amit; Yitzhaki, Shlomo; Zitikis, Ričardas
12
2008
Estimating the turning point of a bathtub-shaped failure distribution. Zbl 1130.62097
Bebbington, Mark; Lai, Chin-Diew; Zitikis, Ričardas
12
2008
Reduction in mean residual life in the presence of a constant competing risk. Zbl 1164.90007
Bebbington, Mark; Lai, Chin-Diew; Zitikis, Ričardas
10
2008
On weak convergence of random fields. Zbl 1333.60098
Davydov, Youri; Zitikis, Ričardas
8
2008
A monotonicity property of the composition of regularized and inverted-regularized gamma functions with applications. Zbl 1155.33002
Furman, Edward; Zitikis, Ričardas
7
2008
A proof of the shape of the Birnbaum-Saunders hazard rate function. Zbl 1147.62012
Bebbington, Mark; Lai, Chin-Diew; Zitikis, Ričardas
5
2008
Monotonicity of ratios involving incomplete gamma functions with actuarial applications. Zbl 1165.60012
Furman, Edward; Zitikis, Ricardas
3
2008
Distributional analysis of empirical volatility in GARCH processes. Zbl 1158.62055
Horváth, Lajos; Kokoszka, Piotr; Zitikis, Ričardas
1
2008
Risk measures, distortion parameters, and their empirical estimation. Zbl 1193.91065
Jones, Bruce L.; Zitikis, Ričardas
26
2007
Bathtub-type curves in reliability and beyond. Zbl 1136.62064
Bebbington, Mark; Lai, Chin-Diew; Zitikis, Ričardas
10
2007
Nested \(L\)-statistics and their use in comparing the riskness of portfolios. Zbl 1150.91025
Brazauskas, Vytaras; Jones, Bruce L.; Puri, Madan L.; Zitikis, Ričardas
9
2007
Convex rearrangements, generalized Lorenz curves, and correlated Gaussian data. Zbl 1107.60017
Davydov, Youri; Khoshnevisan, Davar; Shi, Zhan; Zitikis, Ričardas
6
2007
Optimum burn-in time for a bathtub shaped failure distribution. Zbl 1144.90356
Bebbington, Mark; Lai, Chin-Diew; Zitikis, Ričardas
5
2007
A non-parametric estimator for the doubly periodic Poisson intensity function. Zbl 1248.62137
Helmers, Roelof; Mangku, I. Wayan; Zitikis, Ričardas
5
2007
Robustification and performance evaluation of empirical risk measures and other vector-valued estimators. Zbl 1416.62580
Brazauskas, Vytaras; Jones, Bruce L.; Zitikis, Ričardas
2
2007
Deterministic noises that can be statistically distinguished from the random ones. Zbl 1111.62087
Davydov, Youri; Zitikis, Ričardas
2
2007
Estimating the renewal function when the second moment is infinite. Zbl 1111.62044
Bebbington, Mark; Davydov, Youri; Zitikis, Ričardas
2
2007
Reliability of modules with load-sharing components. Zbl 1211.90056
Bebbington, Mark; Lai, Chin-Diew; Zitikis, Ričardas
2
2007
Modeling human mortality using mixtures of bathtub shaped failure distributions. Zbl 1451.91147
Bebbington, Mark; Lai, Chin-Diew; Zitikis, Ričardas
1
2007
“An actuarial premium pricing model for nonnormal insurance and financial risks in incomplete markets”, Zinoviy Landsman and Michael Sherris, January 2007. Zbl 1480.91202
Furman, Edward; Zitikis, Ričardas
1
2007
Testing hypotheses about the equality of several risk measure values with applications in insurance. Zbl 1088.62126
Jones, Bruce L.; Puri, Madan L.; Zitikis, Ričardas
12
2006
Testing for stochastic dominance using the weighted McFadden-type statistic. Zbl 1345.62076
Horváth, Lajos; Kokoszka, Piotr; Zitikis, Ričardas
10
2006
Testing goodness of fit based on densities of GARCH innovations. Zbl 1125.62103
Horváth, Lajos; Zitikis, Ričardas
5
2006
Gini indices as areas and covariances: what is the difference between the two representations? Zbl 1416.62679
Schechtman, Edna; Zitikis, Ričardas
1
2006
Testing for the order of risk measures: an application of \(L\)-statistics in actuarial science. Zbl 1416.62587
Jones, Bruce L.; Zitikis, Ričardas
9
2005
Statistical properties of a kernel-type estimator of the intensity function of a cyclic Poisson process. Zbl 1075.62025
Helmers, Roelof; Mangku, I. Wayan; Zitikis, Ričardas
7
2005
Strong laws for generalized absolute Lorenz curves when data are stationary and ergodic sequences. Zbl 1076.60024
Helmers, Roelof; Zitikis, Ričardas
4
2005
An index of monotonicity and its estimation: a step beyond econometric applications of the Gini index. Zbl 1416.62178
Davydov, Youri; Zitikis, Ričardas
2
2005
Convex rearrangements of random elements. Zbl 1080.60055
Davydov, Youri; Zitikis, Ričardas
11
2004
Asymptotics of the \(L_p\)-norms of density estimators in the first-order autoregressive models. Zbl 1104.62034
Horváth, Lajos; Zitikis, Ričardas
5
2004
The influence of deterministic noise on empirical measures generated by stationary processes. Zbl 1037.60035
Davydov, Youri; Zitikis, Ricardas
4
2004
A robust heuristic estimator for the period of a Poisson intensity function. Zbl 1060.62040
Bebbington, Mark; Zitikis, Ričardas
4
2004
Empirical estimation of risk measures and related quantities. Zbl 1084.62537
Jones, Bruce L.; Zitikis, Ričardas
45
2003
Consistent estimation of the intensity function of a cyclic Poisson process. Zbl 1038.62037
Helmers, Roelof; Mangku, I. Wayan; Zitikis, Ričardas
10
2003
Generalized Lorenz curves and convexifications of stochastic processes. Zbl 1054.60044
Davydov, Youri; Zitikis, Ričardas
10
2003
Asymptotics of the \(L_p\)-norms of density estimators in the first-order autoregressive models. Zbl 1116.62340
Horváth, Lajos; Zitikis, Ričardas
4
2003
Asymptotic estimation of the \(E\)-Gini index. Zbl 1441.62917
Zitikis, Ričardas
2
2003
The asymptotic distribution of the \(S\)-Gini index. Zbl 1073.62014
Zitikis, Ričardas; Gastwirth, Joseph L.
11
2002
On the general Bahadur-Kiefer, quantile and Vervaat processes: Old and new. Zbl 1029.62045
Csörgő, M.; Zitikis, R.
6
2002
Convergence of generalized Lorenz curves based on stationary ergodic random sequences with deterministic noise. Zbl 1027.60033
Davydov, Youri; Zitikis, Ričardas
5
2002
Pointwise and uniform asymptotics of the Vervaat error process. Zbl 1019.60027
Csáki, Endre; Csörgő, Miklós; Földes, Antónia; Shi, Zhan; Zitikis, Ričardas
3
2002
Large sample estimation of a family of economic inequality indices. Zbl 1128.62391
Zitikis, Ričardas
1
2002
The Vervaat process in \(L_p\) spaces. Zbl 0991.60027
Csörgő, Miklós; Zitikis, Ričardas
1
2001
On estimation of Poisson intensity functions. Zbl 0946.62076
Helmers, Roelof; Zitikis, Ričardas
8
1999
On the Vervaat and Vervaat-error processes. Zbl 0956.62043
Csörgő, Miklós; Zitikis, Ričardas
2
1999
The Vervaat process. Zbl 0933.62043
Zitikis, Ričardas
13
1998
Asymptotic confidence bands for the Lorenz and Bonferroni curves based on the empirical Lorenz curve. Zbl 0953.62045
Csörgő, Miklós; Gastwirth, Joseph L.; Zitikis, Ričardas
10
1998
On the rate of strong consistency of Lorenz curves. Zbl 0894.60031
Csörgő, Miklós; Zitikis, Ričardas
10
1997
On confidence bands for the Lorenz and Goldie curves. Zbl 0887.62053
Csörgő, Miklós; Zitikis, Ričardas
3
1997
Mean residual life processes. Zbl 0933.62106
Csörgő, Miklós; Zitikis, Ričardas
24
1996
Strassen’s LIL for the Lorenz curve. Zbl 0868.60026
Csörgö, Miklós; Zitikis, Ričardas
14
1996
Edgeworth expansions and bootstrap for degenerate von Mises statistics. Zbl 0853.62019
Götze, F.; Zitikis, R.
2
1995
Lower estimates of the convergence rate for \(U\)-statistics. Zbl 0839.60023
Bentkus, Vidmantas; Götze, Friedrich; Zitikis, Ričardas
10
1994
Asymptotic expansions in the integral and local limit theorems in Banach spaces with applications to \(\omega\)-statistics. Zbl 0807.60007
Bentkus, Vidmantas; Götze, Friedrich; Zitikis, Ričardas
4
1993
A Berry-Esséen bound for multivariate \(L\)-estimates with explicit dependence on dimension. Zbl 0804.60023
Zitikis, Ričardas
1
1993
...and 7 more Documents
all top 5

Cited by 559 Authors

65 Zitikis, Ričardas
23 Furman, Edward
12 Brazauskas, Vytaras
10 Davydov, Youri
10 Sordo, Miguel Ángel
10 Su, Jianxi
8 Asimit, Alexandru V.
8 Csörgő, Miklós
8 Gribkova, Nadezhda Viktorovna
7 Helmers, Roelof
7 Lai, Chin-Diew
6 Bebbington, Mark
6 Denuit, Michel M.
6 Jones, Bruce L.
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
5 Wong, Wing-Keung
4 Balakrishnan, Narayanaswamy
4 Fakoor, Vahid
4 Gómez-Déniz, Emilio
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
3 Ahn, Jae Youn
3 Arvanitis, Stelios
3 Brahimi, Brahim
3 Calderín Ojeda, Enrique
3 Choo, Weihao
3 de Jong, Piet
3 Fuentes García, Luis
3 Gao, Fuqing
3 Greselin, Francesca
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 Mukerjee, Hari
3 Okolewski, Andrzej
3 Pasquazzi, Leo
3 Puri, Madan Lal
3 Wang, Qiying
3 Wen, Limin
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 Deme, El Hadji
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 Guillou, Armelle
2 Gupta, Ashutosh
2 Hu, Taizhong
2 Hua, Lei
2 Kaishev, Vladimir K.
2 Kochar, Subhash C.
2 Kundu, Debasis
2 Leiva, Víctor
2 Linders, Daniël
2 Loisel, Stéphane
2 Louzada, Francisco
2 Mazucheli, Josmar
2 Mimoto, Nao
2 Mohtashami Borzadaran, Gholam Reza
2 Mussard, Stéphane
2 Ouraga, Téa
2 Parvardeh, Afshin
2 Paulauskas, Vygantas Ionovič
2 Penev, Spiridon I.
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Cited in 102 Serials

72 Insurance Mathematics & Economics
19 Journal of Statistical Planning and Inference
19 North American Actuarial Journal
16 Communications in Statistics. Theory and Methods
15 ASTIN Bulletin
14 Statistics & Probability Letters
10 Annals of the Institute of Statistical Mathematics
10 Metron
10 Scandinavian Actuarial Journal
9 Journal of Multivariate Analysis
9 Computational Statistics and Data Analysis
7 Lithuanian Mathematical Journal
7 Mathematical Methods of Statistics
7 Journal of Applied Statistics
7 Journal of Probability and Statistics
6 Metrika
6 The Annals of Statistics
6 Journal of Statistical Computation and Simulation
6 Journal of Statistical Theory and Practice
5 Journal of Econometrics
5 European Journal of Operational Research
5 Journal of Nonparametric Statistics
5 Statistical Inference for Stochastic Processes
4 The Annals of Probability
4 Statistical Papers
4 Methodology and Computing in Applied Probability
4 Electronic Journal of Statistics
4 Dependence Modeling
3 Journal of Mathematical Analysis and Applications
3 Journal of Theoretical Probability
3 Bernoulli
3 Mathematical Population Studies
3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
3 Econometric Theory
3 Applied Stochastic Models in Business and Industry
2 Scandinavian Journal of Statistics
2 Applied Mathematics and Computation
2 Journal of Applied Probability
2 Journal of Computational and Applied Mathematics
2 Acta Mathematicae Applicatae Sinica. English Series
2 Statistics
2 Probability Theory and Related Fields
2 Annals of Operations Research
2 Automation and Remote Control
2 Mathematical Programming. Series A. Series B
2 Journal of Mathematical Sciences (New York)
2 Lifetime Data Analysis
2 Journal of Inequalities and Applications
2 Australian & New Zealand Journal of Statistics
2 The Econometrics Journal
2 Extremes
2 Probability in the Engineering and Informational Sciences
2 Statistical Methodology
2 The Annals of Applied Statistics
2 European Actuarial Journal
2 Chilean Journal of Statistics
1 Advances in Applied Probability
1 Mathematical Biosciences
1 Bulletin of Mathematical Biology
1 Automatica
1 Fuzzy Sets and Systems
1 Journal of the American Statistical Association
1 Journal of Economic Theory
1 Mathematics of Operations Research
1 Proceedings of the American Mathematical Society
1 Theoretical Population Biology
1 Journal of Time Series Analysis
1 Acta Mathematica Hungarica
1 Mathematical and Computer Modelling
1 European Journal of Applied Mathematics
1 Applications of Mathematics
1 Communications in Statistics. Simulation and Computation
1 Stochastic Processes and their Applications
1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
1 Vestnik St. Petersburg University. Mathematics
1 Test
1 Mathematical Problems in Engineering
1 Finance and Stochastics
1 Far East Journal of Theoretical Statistics
1 International Journal of Theoretical and Applied Finance
1 Quantitative Finance
1 Journal of Systems Science and Complexity
1 Decisions in Economics and Finance
1 Iranian Journal of Science and Technology. Transaction A: Science
1 Central European Journal of Mathematics
1 Statistical Methods and Applications
1 Sibirskie Èlektronnye Matematicheskie Izvestiya
1 Journal of Industrial and Management Optimization
1 International Journal of Parallel, Emergent and Distributed Systems
1 The B. E. Journal of Theoretical Economics
1 Involve
1 Science China. Mathematics
1 International Journal of Stochastic Analysis
1 Sankhyā. Series B
1 Random Matrices: Theory and Applications
1 Statistics and Computing
1 Decision Analysis
1 Journal of Theoretical Biology
1 Bayesian Analysis
1 Journal of Statistical Distributions and Applications
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