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Do investors like to diversify? A study of Markowitz preferences
Egozcue, Martín; García, Luis Fuentes; Wong, Wing-Keung; … - In: European journal of operational research : EJOR 215 (2011) 1, pp. 188-194
Persistent link: https://www.econbiz.de/10009290549
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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. 325-335
Persistent link: https://www.econbiz.de/10009807359
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On weak convergence of random fields
Davydov, Youri; Zitikis, Ričardas - In: Annals of the Institute of Statistical Mathematics : AISM 60 (2008) 2, pp. 345-366
Persistent link: https://www.econbiz.de/10008053166
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Risk measures, distortion parameters, and their empirical estimation
Jones, Bruce L.; Zitikis, Ričardas - In: Insurance / Mathematics & economics 41 (2007) 2, pp. 279
Persistent link: https://www.econbiz.de/10007753084
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Reply to S. Nadarajah concerning “A flexible Weibull extension”, Reliability Engineering and System Safety (2007; 92: 719–26)
Bebbington, Mark; Lai, Chin-Diew; Zitikis, Ričardas - In: Reliability engineering & system safety 92 (2007) 10, pp. 1485
Persistent link: https://www.econbiz.de/10007769322
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A flexible Weibull extension
Bebbington, Mark; Lai, Chin-Diew; Zitikis, Ričardas - In: Reliability engineering & system safety 92 (2007) 6, pp. 719-726
Persistent link: https://www.econbiz.de/10007772266
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Weighted premium calculation principles
Furman, Edward; Zitikis, Ričardas - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 459-465
Persistent link: https://www.econbiz.de/10007905809
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TESTING HYPOTHESES ABOUT ABSOLUTE CONCENTRATION CURVES AND MARGINAL CONDITIONAL STOCHASTIC DOMINANCE
Schechtman, Edna; Shelef, Amit; Yitzhaki, Shlomo; … - In: Econometric theory 24 (2008) 4, pp. 1044-1062
Persistent link: https://www.econbiz.de/10008069001
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Balancing burn-in and mission times in environments with catastrophic and repairable failures
Bebbington, Mark; Lai, Chin-Diew; Zitikis, Ričardas - In: Reliability engineering & system safety 94 (2009) 8, pp. 1314-1321
Persistent link: https://www.econbiz.de/10008253134
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Weighted risk capital allocations
Furman, Edward; Zitikis, Ričardas - In: Insurance / Mathematics & economics 43 (2008) 2, pp. 263-269
Persistent link: https://www.econbiz.de/10008104608