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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. 279-297
Persistent link: https://www.econbiz.de/10003755648
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Beyond the pearson correlation : heavy-tailed risks, weighted gini correlations, and a Gini-type weighted insurance pricing model
Furman, Edward; Zitikis, Ričardas - In: Astin bulletin : the journal of the International … 47 (2017) 3, pp. 919-942
Persistent link: https://www.econbiz.de/10011763689
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Weighted risk capital allocations in the presence of systematic risk
Furman, Edward; Kuznetsov, Alexey; Zitikis, Ričardas - In: Insurance / Mathematics & economics 79 (2018), pp. 75-81
Persistent link: https://www.econbiz.de/10011825387
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Special issue "risk, ruin and survival: decision making in insurance and finance"
Ren, Jiandong; Sendova, Kristina; Zitikis, Ričardas - In: Risks : open access journal 7 (2019) 3/96, pp. 1-7
Persistent link: https://www.econbiz.de/10012126429
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Weak comonotonicity
Wang, Ruodu; Zitikis, Ričardas - In: European journal of operational research : EJOR 282 (2020) 1, pp. 386-397
Persistent link: https://www.econbiz.de/10012157705
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Risk measures induced by efficient insurance contracts
Wang, Qiuqi; Wang, Ruodu; Zitikis, Ričardas - In: Insurance / Mathematics & economics 103 (2022), pp. 56-65
Persistent link: https://www.econbiz.de/10013198326