Ricardas Zitikis

Management Science and Operations Research · 2002–2017

A researcher in the Science corpus: 15 papers; trusts 33 researchers and is trusted by 23 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 66 citations into it; #1,967 of 11,946 by trust here, #1,559 by citations
• Economics and Econometrics — 55 citations into it; #9,134 of 23,481 by trust here, #13,168 by citations
• Finance — 46 citations into it; #2,697 of 10,518 by trust here, #2,660 by citations
• Statistics and Probability — 38 citations into it; #4,066 of 12,932 by trust here, #3,330 by citations
• Demography — 16 citations into it; #1,096 of 4,236 by trust here, #1,259 by citations
• General Decision Sciences — 9 citations into it
• Sociology and Political Science — 8 citations into it; #10,354 of 22,756 by trust here, #19,300 by citations
• Statistical Learning Theory — 6 citations into it

Whom Ricardas Zitikis trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Robert Serfling
2. Zinoviy Landsman
3. Andreas Tsanakas
4. Vytaras Brazauskas
5. Michel Denault
6. B. Jones
7. Emiliano A. Valdez
8. Edward Furman
9. Shaun S. Wang
10. Jan Dhaene

Who trusts Ricardas Zitikis overall

1. Edward Furman
2. Francesca Greselin
3. G. Barrett
4. Darinka Dentcheva †
5. Gauss Moutinho Cordeiro
6. Madan Lal Puri
7. Stephen G. Donald
8. Spiridon I. Penev
9. Abdelaati Daouia
10. Edwin M. M. Ortega

Papers from Ricardas Zitikis's perspective

Ordered by how strongly the researchers Ricardas Zitikis trusts endorse each paper. Same corpus, a different order for every researcher.

1. Convex measures of risk and trading constraints (Finance and Stochastics)
2. Approximation Theorems of Mathematical Statistics
3. Coherent allocation of risk capital
4. The Theory of Dispersion Models
5. Loss Models: From Data to Decisions, 2nd edition
6. Statistical Size Distributions in Economics and Actuarial Sciences
7. Testing for stochastic dominance using the weighted McFadden-type statistic
8. Tail Conditional Expectations for Exponential Dispersion Models (ASTIN Bulletin: The Journal of the International Actuarial Association)
9. Favorable Estimators for Fitting Pareto Models: A Study Using Goodness-of-fit Measures with Actual Data (ASTIN Bulletin: The Journal of the International Actuarial Association)
10. Efficient and Robust Fitting of Lognormal Distributions

Their papers

• The Asymptotic Distribution of the S–Gini Index (2002) — 49 citations
• Empirical Estimation of Risk Measures and Related Quantities (2003) — 138 citations
• A flexible Weibull extension (2007) — 352 citations
• Estimating conditional tail expectation with actuarial applications in view (2008) — 119 citations
• Risk measures, distortion parameters, and their empirical estimation (2007) — 58 citations
• Testing for stochastic dominance using the weighted McFadden-type statistic (2006) — 59 citations
• Weighted Premium Calculation Principles (2008) — 157 citations
• Weighted Pricing Functionals With Applications to Insurance (2009) — 74 citations
• Weighted Risk Capital Allocations (2008) — 146 citations
• Robust fitting of claim severity distributions and the method of trimmed moments (2009) — 56 citations
• $L$-functions, processes, and statistics in measuring economic inequality and actuarial risks (2009) — 58 citations
• Gini-Type Measures of Risk and Variability: Gini Shortfall, Capital Allocations, and Heavy-Tailed Risks (2017) — 114 citations
• Zenga's New Index of Economic Inequality, Its Estimation, and an Analysis of Incomes in Italy (2010) — 50 citations
• Estimating the conditional tail expectation in the case of heavy-tailed losses. (2010) — 64 citations
• Prospect Theory, Indifference Curves, and Hedging Risks (2010) — 64 citations