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Ricardas Zitikis

Identifiers

  • name variant Ricardas Zitikis 0.60 · backfill

Papers (8)

  1. Should we opt for the Black Friday discounted price or wait until the Boxing Day? stat.AP · 2016 · author #2
  2. Tail dependence of the Gaussian copula revisited stat.AP · 2016 · author #4
  3. Beyond the Pearson correlation: heavy-tailed risks, weighted Gini correlations, and a Gini-type weighted insurance pricing model math.ST · 2016 · author #2
  4. Measuring economic inequality and risk: a unifying approach based on personal gambles, societal preferences and references stat.ME · 2015 · author #2
  5. Measuring association via lack of co-monotonicity: the LOC index and a problem of educational assessment stat.ME · 2015 · author #2
  6. Measuring the lack of monotonicity in functions stat.AP · 2014 · author #2
  7. Revisiting Gruss's inequality: covariance bounds,QDE but not QD copulas, and central moments math.PR · 2010 · author #4
  8. Log-supermodularity of weight functions and the loading monotonicity of weighted insurance premiums q-fin.RM · 2010 · author #3

Mentions

  • 1010.5605 #4 · backfill · confidence 0.70 Ricardas Zitikis
  • 1008.3427 #3 · backfill · confidence 0.70 Ricardas Zitikis

Frequent Coauthors