Ricardas Zitikis - Academia.edu (original) (raw)

Papers by Ricardas Zitikis

Research paper thumbnail of Capital income inequality: evidences from ECHP data

Research paper thumbnail of Asymptotic Theory for Zenga's New Index of Economic Inequality

Research paper thumbnail of Useful periods for lifetime distributions with bathtub shaped hazard rate functions

IEEE Transactions on Reliability

Research paper thumbnail of GPZ SIS 2012 Capital income inequality

Research paper thumbnail of The Maximal Tail Dependence Path of the Gaussian Copula is Diagonal

Research paper thumbnail of MONOTONICITY OF RATIOS INVOLVING INCOMPLETE GAMMA FUNCTIONS WITH ACTUARIAL APPLICATIONS

Ratios involving incomplete gamma functions and their monotonicity properties play important role... more Ratios involving incomplete gamma functions and their monotonicity properties play important roles in financial risk analysis. We derive desired monotonicity properties either using Pinelis' Calculus Rules or applying probabilistic techniques. As a consequence, we ob- tain several inequalities involving conditional expectations that have been of interest in actuarial science.

Research paper thumbnail of On the influence of deterministic noise on empirical measures generated by stationary processes

Bulletin of the American Mathematical Society

We consider weak convergence of empirical measures generated by stationary random process X pertu... more We consider weak convergence of empirical measures generated by stationary random process X perturbed by deterministic noise N. We assume that the noise N has asymptotic distribution. In particular, we demonstrate that if the process X is ergodic, or satisfies some mixing assumptions, then the influence of deterministic noise N on X is the same as it would be if N were stochastic. Such results are of importance when investigating fluctuations and convex rearrangements of stochastic processes.

Research paper thumbnail of When Inflation Causes No Increase in Claim Amounts

Journal of Probability and Statistics, 2009

Research paper thumbnail of Estimating the Conditional Tail Expectation in the Case of Heavy-Tailed Losses

Journal of Probability and Statistics, 2010

Research paper thumbnail of An index of monotonicity and its estimation: a step beyond econometric applications of the Gini index

Research paper thumbnail of PNA-R9819 December 1998

Research paper thumbnail of PNA-R0102 February 28, 2001

Research paper thumbnail of Mental Accounting for Multiple Outcomes: A Theoretical and Empirical Study

Research paper thumbnail of PNA-R9915 December 31, 1999

Research paper thumbnail of Estimating the densities of GARCH innovations

Research paper thumbnail of Insurance premiums and risk measures: models and estimation

Research paper thumbnail of M. Guill~ n/PL Jorgensen/JP Nielsen Return smoothing mechanisms in life and pension insurance: Path-dependent contingent

Research paper thumbnail of An Algorithm for Lower Reliability Bounds of Multistate Two-Terminal Networks....... S. Satitsatian and KC Kapur 199

Research paper thumbnail of AMRX

Research paper thumbnail of Uniform limit theorem for densities ofL-statistics

Research paper thumbnail of Capital income inequality: evidences from ECHP data

Research paper thumbnail of Asymptotic Theory for Zenga's New Index of Economic Inequality

Research paper thumbnail of Useful periods for lifetime distributions with bathtub shaped hazard rate functions

IEEE Transactions on Reliability

Research paper thumbnail of GPZ SIS 2012 Capital income inequality

Research paper thumbnail of The Maximal Tail Dependence Path of the Gaussian Copula is Diagonal

Research paper thumbnail of MONOTONICITY OF RATIOS INVOLVING INCOMPLETE GAMMA FUNCTIONS WITH ACTUARIAL APPLICATIONS

Ratios involving incomplete gamma functions and their monotonicity properties play important role... more Ratios involving incomplete gamma functions and their monotonicity properties play important roles in financial risk analysis. We derive desired monotonicity properties either using Pinelis' Calculus Rules or applying probabilistic techniques. As a consequence, we ob- tain several inequalities involving conditional expectations that have been of interest in actuarial science.

Research paper thumbnail of On the influence of deterministic noise on empirical measures generated by stationary processes

Bulletin of the American Mathematical Society

We consider weak convergence of empirical measures generated by stationary random process X pertu... more We consider weak convergence of empirical measures generated by stationary random process X perturbed by deterministic noise N. We assume that the noise N has asymptotic distribution. In particular, we demonstrate that if the process X is ergodic, or satisfies some mixing assumptions, then the influence of deterministic noise N on X is the same as it would be if N were stochastic. Such results are of importance when investigating fluctuations and convex rearrangements of stochastic processes.

Research paper thumbnail of When Inflation Causes No Increase in Claim Amounts

Journal of Probability and Statistics, 2009

Research paper thumbnail of Estimating the Conditional Tail Expectation in the Case of Heavy-Tailed Losses

Journal of Probability and Statistics, 2010

Research paper thumbnail of An index of monotonicity and its estimation: a step beyond econometric applications of the Gini index

Research paper thumbnail of PNA-R9819 December 1998

Research paper thumbnail of PNA-R0102 February 28, 2001

Research paper thumbnail of Mental Accounting for Multiple Outcomes: A Theoretical and Empirical Study

Research paper thumbnail of PNA-R9915 December 31, 1999

Research paper thumbnail of Estimating the densities of GARCH innovations

Research paper thumbnail of Insurance premiums and risk measures: models and estimation

Research paper thumbnail of M. Guill~ n/PL Jorgensen/JP Nielsen Return smoothing mechanisms in life and pension insurance: Path-dependent contingent

Research paper thumbnail of An Algorithm for Lower Reliability Bounds of Multistate Two-Terminal Networks....... S. Satitsatian and KC Kapur 199

Research paper thumbnail of AMRX

Research paper thumbnail of Uniform limit theorem for densities ofL-statistics