Dr. Ricardas Zitikis

Department of Statistical and Actuarial Sciences

University of Western Ontario, Canada

Email: zitikis@stats.uwo.ca

Qualifications

1988 Ph.D., Vilnius University, Lithuania

1985 M.Sc., Vilnius University, Lithuania

Publications (Selected)

1. Gao, P., Yang, C., Sun, N., & Zitikis, R. (2025). Predicting classification errors using NLP-based machine learning algorithms and expert opinions. Machine Learning with Applications, 100630.
2. Gao, P., Yang, C., Sun, N., & Zitikis, R. (2025). Predicting classification errors using NLP-based machine learning algorithms and expert opinions. Machine Learning with Applications, 100630.
3. Gao, P., Sun, N., & Wang, X. (2024). Natural language processing-based detection of systematic anomalies among the narratives of consumer complaints. Journal of Operational Risk.
4. Di Vincenzo, D., Greselin, F., Piacenza, F., & Zitikis, R. (2024). A tweet data analysis for detecting emerging operational risks. In Mathematical and Statistical Methods for Actuarial Sciences and Finance (pp. 136-142). Cham: Springer Nature Switzerland.
5. Brazauskas, V., Greselin, F., & Zitikis, R. (2024). Measuring income inequality via percentile relativities. Quality & Quantity, 58(5), 4859-4896.
6. Wei, Y., & Zitikis, R. (2023). Assessing the difference between integrated quantiles and integrated cumulative distribution functions. Insurance: Mathematics and Economics, 111, 163-172.
7. Sun, N., Yang, C., & Zitikis, R. (2022). Tail maximal dependence in bivariate models: Estimation and applications. Mathematical Methods of Statistics, 31(4), 170-196.
8. Wang, Q., Wang, R., & Zitikis, R. (2022). Risk measures induced by efficient insurance contracts. Insurance: Mathematics and Economics, 103, 56-65.
9. Gribkova, N. V., Su, J., & Zitikis, R. (2022). Inference for the tail conditional allocation: large sample properties, insurance risk assessment, and compound sums of concomitants. Insurance: Mathematics and Economics, 107, 199-222.
10. Gribkova, N. V., Su, J., & Zitikis, R. (2022). Empirical tail conditional allocation and its consistency under minimal assumptions. Annals of the Institute of Statistical Mathematics, 1-23.
11. Gribkova, N., & Zitikis, R. (2020). Detecting intrusions in control systems: A rule of thumb, its justification and illustrations. Journal of Statistics and Management Systems, 23(8), 1285-1304.
12. Sun, N., Yang, C., & Zitikis, R. (2020). A statistical methodology for assessing the maximal strength of tail dependence. ASTIN Bulletin: The Journal of the IAA, 50(3), 799-825.
13. Wang, R., & Zitikis, R. (2020). Weak comonotonicity. European Journal of Operational Research, 282(1), 386-397.
14. Wang, R., & Zitikis, R. (2021). An axiomatic foundation for the Expected Shortfall. Management Science, 67(3), 1413-1429.
15. Gribkova, N., & Zitikis, R. (2019). Assessing transfer functions in control systems. Journal of Statistical Theory and Practice, 13(2), 35.
16. Greselin, F., Piacenza, F., & Zitikis, R. (2019). Practice oriented and Monte Carlo based estimation of the value-at-risk for operational risk measurement. Risks, 7(2), 50.
17. Gribkova, N., & Zitikis, R. (2019). Statistical detection and classification of background risks affecting inputs and outputs. Metron, 77(1), 1-18.
18. Gribkova, N., & Zitikis, R. (2019). Statistical detection and classification of background risks affecting inputs and outputs. Metron, 77(1), 1-18.
19. Greselin, F., & Zitikis, R. (2018). From the classical Gini index of income inequality to a new Zenga-type relative measure of risk: A modeller’s perspective. Econometrics, 6(1), 4.

Profile Details

WoS Researcher: GKW-8092-2022

https://www.uwo.ca/stats/people/bios/ricardas-zitikis.html

https://scholar.google.com.hk/citations?user=miIEeRsAAAAJ&hl=zh-CN&oi=sra

https://www.researchgate.net/profile/Ricardas-Zitikis