Welcome

Ricardas Zitikis

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

News

 
Newest co-authors
- 56th co-author: Jiang Wu
- 55th co-author: Alexey Kuznetsov
- 54th co-author: Jianxi Su
- All my co-authors
 
Teaching (2016-2017)
- Act Sci 9912B: Risk Measures and Dependence (Course flier)
- Stat Sci 4861B/9861B: Time Series
 
Publication news
Google Scholar
Research Gate
- Black Friday or Boxing Day? (to appear in TMS)
- Tail dependence of the Gaussian copula (2016)
- Dynamic cost-benefit analysis of evacuations (2016)
- Stepwise portfolio construction (2016)
 

- Paths of maximal dependence (2015)

- Educational assessment (2015)
- Ignorance, lotteries, and inequality (2015)
- Assessing variation (2015)
- Trends in disguise (2015)
 
- Lack of monotonicity (December 2014 issue)
- Heavy tailed capital incomes (2014)
- Portfolio optimization via perturbation (2014)
- Borwein, Affleck, and Girgensohn (2014)
- Mortality deceleration (2014)
- Bundling (2014)
 
- Strategies (2013)
- Military matters (2013)
- Background risk (2013)
- Economic inequality (2013)
- Coupling matters (2013)