E-mail: zitikisATstatsDOTuwoDOTca, rzitikisATuwoDOTca

Ricardas Zitikis

School of Mathematical and Statistical Sciences, Western University
Western Science Centre 274, 1151 Richmond Street North
London, Ontario N6A 5B7, Canada

Ricardas Zitikis, PhD, is a full-time researcher and teacher affiliated with the School of Mathematical and Statistical Sciences at Western University, Canada. He consults non-profit and for-profit entities, and is an author and co-author of more than 150 peer-reviewed publications. Over the past several decades, he has successfully completed numerous research projects for the Society of Actuaries, Casualty Actuarial Society, Natural Sciences and Engineering Research Council of Canada, and the Canadian national research organization for Mathematics of Information Technology and Complex Systems. His supervised students have held a variety of academic and industrial positions, including internships, specializing in topics such as InsurTech, FinTech, machine learning, and artificial intelligence.

Recent publications
- Intrusion detection sorted out
- An axiomatic foundation for the Expected Shortfall
- Algebra, Analysis, ..., and Stats [view on SharedIt]
- Correlation, classification, comonotonicity
- Searching for nonconvexity
- Weak comonotonicity
- Risk, Ruin and Survival
- VaR and OpRisk (for practitioners only!)
- Detection and classification of risks [view on SharedIt]
- Assessing transfer functions in control systems
- An algorithm for detecting background risks
- Allocations, concomitants, and asymptotics [view on SharedIt]
- Index of increase
- Relative measures of income and risk
- Weighted risk capital allocations
More research
- Google Scholar
- Research Gate
- Curriculum Vitae