Ricardas Zitikis

Department of Statistical and Actuarial Sciences
University of Western Ontario
1151 Richmond Street North
London, Ontario N6A 5B7
Tel: 519-432-7370
Fax: 519-661-3813
Email: zitikisATstatsDOTuwoDOTca
Research and Consulting
Curriculum Vitae


Newest co-authors
- 58th co-author: Jiandong Ren
- 57th co-author: Wenjun Jiang
- 56th co-author: Jiang Wu
- All my co-authors
Teaching (Winter 2017)
- Act Sci 9912B: Risk Measures and Dependence (Course flyer)
- Stat Sci 4861B/9861B: Time Series
Recent publications
Google Scholar
Research Gate
- Black Friday or Boxing Day?
- Balancing the interests of the cedent and the reinsurer
- Tail dependence of the Gaussian copula
- Dynamic cost-benefit analysis of evacuations
- Stepwise portfolio construction

- Paths of maximal dependence

- Educational assessment
- Ignorance, lotteries, and inequality
- Assessing variation
- Trends in disguise
- Lack of monotonicity
- Heavy tailed capital incomes
- Portfolio optimization via perturbation
- Borwein, Affleck, and Girgensohn
- Mortality deceleration
- Bundling
- Strategies
- Military matters
- Background risk
- Economic inequality
- Coupling matters