Welcome

E-mail: zitikisATstatsDOTuwoDOTca, rzitikisATuwoDOTca

Ricardas Zitikis

School of Mathematical and Statistical Sciences, Western University
Western Science Centre 274, 1151 Richmond Street North
London, Ontario N6A 5B7, Canada
 
Research and Consulting
Curriculum Vitae
 
Newest co-authors
- Nadezhda Gribkova
- Lingzhi Chen
- Ruodu Wang
.....and here are all my co-authors
 
Recent publications
- Allocations, concomitants, and asymptotics [view on SharedIt]
- Relative measures of income and risk
- Weighted risk capital allocations
- CMPH ...what is it?
- The classical and weighted-Gini betas
- Measuring and comparing student performance
- Assessing monotonicity
- Gini-type measures of risk and variability
- Pearson, Gini, and WIPM
- An adaptation of the classical CAPM to insurance
- Optimal two-stage pricing strategies
- 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