| Research |
| Back to the Main Page (Ricardas Zitikis) |
My research centres on decision making under risk and uncertainty, and deals with technical, social, and biological systems. The research naturally overlaps with areas such as reliability engineering, economics, finance, and insurance, with techniques and methods based on mathematics, probability, and statistics. With numerous research projects completed world-wide and gained enormous experience, I am thrilled and delighted to be a part of ventures in London, ON, that also stimulate my academic research at the UWO. |
| Decision Theory and Practice Group (DTPG) |
| RESEARCH AREAS (in which I have worked and published) |
| • Actuarial science (risk measures, insurance,...) |
| • Econometrics (economic inequality, time series,...) |
| • Economics (utility theory, preferences,...) |
| • Finance (portfolio theory, CAPM,...) |
| • Mathematics (function theory, inequalities,...) |
| • Probability (limit theorems, dependence,...) |
| • Risk analysis (reliability, lifetime analysis,...) |
| • Statistics (statistical inference, applications,...) |
| • Stochastic processes (empirical, quantile, Vervaat, Poisson,...) |
| • Theoretical biology (lifetime phases, ageing,...) |
| JOURNALS (where I have published) |
|
| A |
| • Acta Applicandae Mathematicae |
| • American Journal of Mathematical and Management Sciences |
| • Annals of the Institute of Statistical Mathematics |
| • Annals of Probability |
| • Annals of Statistics |
| • Applied Mathematics Research Express |
| • Applied Stochastic Models in Business and Industry |
| • ASTIN Bulletin - The Journal of the International Actuarial Association |
| • Australian and New Zealand Journal of Statistics |
| C |
| • Central European Journal of Mathematics |
| • Communications in Dependability and Quality Management |
| E |
| • Econometric Theory |
| • European Journal of Operational Research |
| I |
| • IEEE Transactions on Reliability |
| • IMA Journal of Management Mathematics |
| • International Journal of Performability Engineering |
| • Insurance: Mathematics and Economics |
| J |
| • Journal of Applied Mathematics and Decision Sciences |
| • Journal of Applied Probability |
| • Journal of Applied Statistics |
| • Journal of Econometrics |
| • Journal of Financial Econometrics |
| • Journal of Inequalities and Applications |
| • Journal of Inequalities in Pure and Applied Mathematics |
| • Journal of the Japan Statistical Society |
| • Journal of Mathematical Analysis and Applications |
| • Journal of Mathematical Inequalities |
| • Journal of Multivariate Analysis |
| • Journal of Probability and Statistics |
| • Journal of Statistical Planning and Inference |
| • Journal of Theoretical Biology |
| • Journal of Theoretical Probability |
| K |
| • Kotuitui: New Zealand Journal of Social Sciences Online |
| L |
| • Lithuanian Mathematical Journal |
| M |
| • Mathematical Population Studies |
| • The Mathematical Scientist |
| • Methodology and Computing in Applied Probability |
| • Metron - International Journal of Statistics |
| N |
| • New Zealand Journal of Crop and Horticultural Science |
| • North American Actuarial Journal |
| P |
| • Pakistan Journal of Statistics |
| • Probability and Mathematical Statistics |
| • Proceedings of the American Mathematical Society |
| • Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability |
| R |
| • Reliability Engineering and System Safety |
| • Reliability and Risk Analysis: Theory and Applications |
| S |
| • Scandinavian Actuarial Journal |
| • Statistical Inference for Stochastic Processes |
| • Statistical Methodology |
| • Statistical Papers |
| • Statistics and Its Interface |
| • Statistics and Probability Letters |
| • Stochastic Models |