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Biography

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. Qoyyimi, D.T. and Zitikis, R. (2015) Measuring association via lack of co-monotonicity: the LOC index and a problem of educational assessment, Dependence Modeling, 3 (1), 83–97.
  2. Furman, E., Su, J. and Zitikis, R. (2015) Paths and indices of maximal tail dependence, ASTIN Bulletin, 45 (3), 661–678.
  3. Bebbington, M. and Zitikis, R. (2016) Dynamic uncertainty in cost-benefit analysis of evacuation prior to a volcanic eruption, Mathematical Geosciences, 48 (2), 123–148.
  4. Furman, E., Kuznetsov, A., Su, J. and Zitikis, R. (2016) Tail dependence of the Gaussian copula revisited, Insurance: Mathematics and Economics, 69 (July), 97–103.
  5. Asimit, A.V., Vernic, R. and Zitikis, R. (2016) Background risk models and stepwise portfolio construction, Methodology and Computing in Applied Probability, 18 (3), 805–827.
  6. Bennett, C.J. and Zitikis, R. (2015) Ignorance, lotteries, and measures of economic inequality, Journal of Economic Inequality, 13 (2), 309–316.
  7. Qoyyimi, D.T. and Zitikis, R. (2015) Measuring association via lack of co-monotonicity: the LOC index and a problem of educational assessment, Dependence Modeling, 3 (1), 83–97.
  8. Brazauskas, V., Jones, B.L. and Zitikis, R. (2015) Trends in disguise, Annals of Actuarial Science, 9 (1), 58–71.
  9. Gadrich, T., Bashkansky, E. and Zitikis, R. (2015) Assessing variation: a unifying approach for all scales of measurement, Quality & Quantity, 49 (3), 1145–1167.
  10. Egozcue, M., Massoni, S., Wong, W.K. and Zitikis, R. (2014) Integration-segregation decisions under general value functions: “Create your own bundle–choose 1, 2 or all 3!”, IMA Journal of Management Mathematics, 25 (1), 57–72.
  11. Sendov, H. S. and Zitikis, R. (2014) The shape of the Borwein-Affleck-Girgensohn function generated by completely monotone and Bernstein functions, Journal of Optimization Theory and Applications, 160 (1), 67–89.
  12. Greselin, F., Pasquazzi, L. and Zitikis, R. (2014) Heavy tailed capital incomes: Zenga index, statistical inference, and ECHP data analysis, Extremes, 17 (1), 127–155.
  13. Bebbington, M., Green, R., Lai, C.D. and Zitikis, R. (2014) Beyond the Gompertz law: exploring the late-life mortality deceleration phenomenon, Scandinavian Actuarial Journal, 2014 (3), 189–207.
  14. Bennett, C.J. and Zitikis, R. (2014) Estimation of optimal portfolio weights under parameter uncertainty and user-specified constraints: a perturbation method, Journal of Statistical Theory and Practice, 8 (3, Special Issue on “Advances in Interdisciplinary Statistics and Combinatorics”), 423–438.
  15. Qoyyimi, D.T. and Zitikis, R. (2014) Measuring the lack of monotonicity in functions, The Mathematical Scientist, 39 (2), 107–117.
  16. Egozcue, M., Fuentes Garcıa, L., Wong, W.K. and Zitikis, R. (2013) Convex combinations of quadrant dependent copulas, Applied Mathematics Letters, 26 (2), 249–251.
  17. Greselin, F., Pasquazzi, L. and Zitikis, R. (2013) Contrasting the Gini and Zenga indices of economic inequality, Journal of Applied Statistics, 40 (2), 282–297.
  18. Bennett, C.J. and Zitikis, R. (2013) Examining the distributional effects of military service on earnings: a test of initial dominance, Journal of Business & Economic Statistics, 31 (1), 1–15.
  19. Egozcue, M., Fuentes Garcıa, L. and Zitikis, R. (2013) An optimal strategy for maximizing the expected real-estate selling price: accept or reject an offer? Journal of Statistical Theory and Practice, 7 (3), 596–609.
  20. Asimit, A.V., Vernic, R. and Zitikis, R. (2013) Evaluating risk measures and capital allocations based on multi-losses driven by a heavy-tailed background risk: the multivariate Pareto-II model, Risks, 1 (1), 14–33.
  21. Egozcue, M., Fuentes Garcıa, L., Wong, W.K. and Zitikis, R. (2012) The smallest upper bound for the pth absolute central moment of a class of random variables, The Mathematical Scientist, 37 (2), 125–131.
  22. Bebbington, M., Lai, C.D., Wellington, M. and Zitikis, R. (2012) The discrete additive Weibull distribution: A bathtub-shaped hazard for discontinuous failure data, Reliability Engineering and System Safety, 106 (October), 37–44.
  23. Bai, Z., Hui, Y., Wong, W.K. and Zitikis, R. (2012) Prospect performance evaluation: making a case for a non-asymptotic UMPU test, Journal of Financial Econometrics, 10 (4), 703–732.


Profile Details

http://www.stats.uwo.ca/faculty/zitikis/main.htm

https://www.researchgate.net/profile/Ricardas_Zitikis

https://scholar.google.ca/citations?hl=en&user=miIEeRsAAAAJ&view_op=list_works&sortby=pubdate