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Ričardas Zitikis · Study
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Author
Ričardas Zitikis
24 works
· latest 2024
· 1 institutions
cluster: provisional
ORCID 0000-0002-2663-0030
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17
Citations
1,354
Works here
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Most cited in this library
Weighted premium calculation principles
2007 · 147 citations
Weighted risk capital allocations
2008 · 139 citations
Empirical Estimation of Risk Measures and Related Quantities
2003 · 121 citations
An Axiomatic Foundation for the Expected Shortfall
2019 · 118 citations
Gini-Type Measures of Risk and Variability: Gini Shortfall, Capital Allocations, and Heavy-Tailed Risks
2016 · 109 citations
Works
24 shown
A Tweet Data Analysis for Detecting Emerging Operational Risks
Springer eBooks
·
2024
·
4 authors
·
other
3
citations
A text analysis of operational risk loss descriptions
The Journal of Operational Risk
·
2023
·
4 authors
2
citations
A text analysis for Operational Risk loss descriptions
arXiv (Cornell University)
·
2022
·
4 authors
·
preprint
·
Open access
3
citations
The Slicing Method: Determining Insensitivity Regions of Probability Weighting Functions
Computational Economics
·
2022
·
3 authors
·
Open access
2
citations
A Text Analysis for Operational Risk Loss Descriptions
SSRN Electronic Journal
·
2022
·
4 authors
·
preprint
·
Open access
4
citations
An Axiomatic Foundation for the Expected Shortfall
Management Science
·
2019
·
2 authors
·
Open access
118
citations
Should we opt for the Black Friday discounted price or wait until the Boxing Day?
RePEc: Research Papers in Economics
·
2016
·
2 authors
·
preprint
·
Open access
4
citations
Gini-Type Measures of Risk and Variability: Gini Shortfall, Capital Allocations, and Heavy-Tailed Risks
Journal of Banking & Finance
·
2016
·
3 authors
·
Open access
109
citations
Integration-segregation decisions under general value functions: 'Create your own bundle--choose 1, 2 or all 3!'
IMA Journal of Management Mathematics
·
2012
·
4 authors
·
Open access
12
citations
Beyond the Gompertz law: exploring the late-life mortality deceleration phenomenon
Scandinavian Actuarial Journal
·
2012
·
4 authors
25
citations
Prospect Performance Evaluation: Making a Case for a Non-asymptotic UMPU Test
Journal of Financial Econometrics
·
2012
·
4 authors
46
citations
Do investors like to diversify? A study of Markowitz preferences
European Journal of Operational Research
·
2011
·
4 authors
·
Open access
76
citations
Modelling Deceleration in Senescent Mortality
Mathematical Population Studies
·
2011
·
3 authors
·
Open access
36
citations
Prospect Theory, Indifference Curves, and Hedging Risks
Applied Mathematics Research eXpress
·
2010
·
4 authors
·
Open access
73
citations
Estimating the Conditional Tail Expectation in the Case of Heavy‐Tailed Losses
Journal of Probability and Statistics
·
2010
·
3 authors
·
Open access
57
citations
Prospect Theory and Hedging Risks
SSRN Electronic Journal
·
2010
·
4 authors
·
preprint
·
Open access
7
citations
Weighted Pricing Functionals With Applications to Insurance
North American Actuarial Journal
·
2009
·
2 authors
81
citations
Robust fitting of claim severity distributions and the method of trimmed moments
Journal of Statistical Planning and Inference
·
2008
·
3 authors
·
Open access
52
citations
Weighted risk capital allocations
Insurance Mathematics and Economics
·
2008
·
2 authors
·
Open access
139
citations
Estimating conditional tail expectation with actuarial applications in view
Journal of Statistical Planning and Inference
·
2008
·
4 authors
108
citations
Weighted premium calculation principles
Insurance Mathematics and Economics
·
2007
·
2 authors
·
Open access
147
citations
Risk measures, distortion parameters, and their empirical estimation
Insurance Mathematics and Economics
·
2006
·
2 authors
49
citations
Modeling human mortality using mixtures of bathtub shaped failure distributions
Journal of Theoretical Biology
·
2006
·
3 authors
80
citations
Empirical Estimation of Risk Measures and Related Quantities
North American Actuarial Journal
·
2003
·
2 authors
121
citations