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Measuring discrete risks on infinite domains : theoretical foundations, conditional five number summaries, and data analyses
Yu, Daoping
;
Brazauskas, Vytaras
;
Zitikis, Ričardas
- In:
North American actuarial journal : NAAJ ; leading the …
28
(
2024
)
3
,
pp. 678-694
Persistent link: https://www.econbiz.de/10015189558
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Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses
Brahimi, Brahim
;
Meraghni, Djamel
;
Necir, Abdelhakim
; …
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 325-334
Persistent link: https://www.econbiz.de/10009404717
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3
Integration-segregation decisions under general value functions : "create your own bundle - choose 1, 2 or all 3!"
Egozcue, Martín
;
Massoni, Sébastien
;
Wong, Wing Keung
; …
- In:
IMA journal of management mathematics
25
(
2014
)
1
,
pp. 57-72
Persistent link: https://www.econbiz.de/10010242802
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Examining the distributional effects of mililitary service on earnings : a test of imitial dominance
Bennett, Christopher J.
;
Zitikis, Ričardas
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10009715108
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5
Prospect performance evaluation : making a case for a non-asymptotic UMPU test
Bai, Zhidong
;
Hui, Yongchang
;
Wong, Wing Keung
; …
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 703-732
Persistent link: https://www.econbiz.de/10009671870
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6
Log-supermodularity of weight functions, ordering weighted losses, and the loading monotonicity of weighted premiums
Sendov, Hristo S.
;
Wang, Yinglei
;
Zitikis, Ričardas
- In:
Insurance / Mathematics & economics
48
(
2011
)
2
,
pp. 257-264
Persistent link: https://www.econbiz.de/10008989326
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7
A distributional analysis of treatment effects on subpopulations of a socioeconomic experiment
Wang, Liqun
;
Voia, Marcel-Christian
;
Zitikis, Ričardas
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10003840894
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8
The covariance sign of transformed random variables with applications to economics and finance
Egozcue, Martín
;
García, Luis Fuentes
;
Wong, Wing Keung
; …
- In:
IMA journal of management mathematics
22
(
2011
)
3
,
pp. 291-300
Persistent link: https://www.econbiz.de/10009297123
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9
Weighted premium calculation principles
Furman, Edward
;
Zitikis, Ričardas
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 459-465
Persistent link: https://www.econbiz.de/10003682584
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10
Testing for stochastic dominance using the weighted McFadden-type statistic
Horváth, Lajos
;
Kokoszka, Piotr
;
Zitikis, Ričardas
- In:
Journal of econometrics
133
(
2006
)
1
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pp. 191-205
Persistent link: https://www.econbiz.de/10003354571
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