Ričardas Zitikis

1. Beyond the Pearson correlation: heavy-tailed risks, weighted Gini correlations, and a Gini-type weighted insurance pricing model
   2016/07/09 by Edward Furman, Furman, Edward, Ričardas Zitikis +2 · 4 citations
   Decision Sciences · Economics, Econometrics and Finance · Mathematics · Social Sciences · #FOS: Mathematics #Financial Risk and Volatility Modeling #Insurance, Mortality, Demography, Risk Management #Probability and Risk Models #Statistics Theory (math.ST) #math.ST #stat.TH
2. Paths and indices of maximal tail dependence
   2014/05/06 by Edward Furman, Jianxi Su, Furman, Edward +3 · 1 citation
   Economics, Econometrics and Finance · Mathematics · #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #Methodology (stat.ME) #Probability (math.PR) #Risk Management (q-fin.RM) #Statistical Finance (q-fin.ST) #Statistics Theory (math.ST) #math.PR #math.ST #q-fin.RM #q-fin.ST #stat.ME #stat.TH
3. A text analysis for Operational Risk loss descriptions
   2022/12/02 by Davide Di Vincenzo, Di Vincenzo, Davide, Francesca Greselin +5 · 1 citation
   Business, Management and Accounting · Computer Science · #Risk Management in Financial Firms #Software Engineering Research
4. Functional Correlations in the Pursuit of Performance Assessment of\n Classifiers
   2019/05/12 by Nadezhda Gribkova, Ričardas Zitikis, Gribkova, Nadezhda +1 · 1 citation
   Decision Sciences · Mathematics · #Advanced Statistical Methods and Models #Applications (stat.AP) #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Methodology (stat.ME) #Multi-Criteria Decision Making #Statistics Theory (math.ST)