Ričardas Zitikis
Western University(CA)
Publications by Year
Research Areas
Financial Risk and Volatility Modeling, Risk and Portfolio Optimization, Insurance, Mortality, Demography, Risk Management, Probability and Risk Models, Statistical Distribution Estimation and Applications
Most-Cited Works
- → A flexible Weibull extension(2006)321 cited
- → Weighted premium calculation principles(2007)147 cited
- → Empirical Estimation of Risk Measures and Related Quantities(2003)124 cited
- → Gini-type measures of risk and variability: Gini shortfall, capital allocations, and heavy-tailed risks(2017)109 cited
- → Estimating conditional tail expectation with actuarial applications in view(2008)109 cited
- → An Axiomatic Foundation for the Expected Shortfall(2020)107 cited
- → Weighted Pricing Functionals With Applications to Insurance(2009)91 cited