E-mail: zitikisATstatsDOTuwoDOTca, rzitikisATuwoDOTca

Ricardas Zitikis

School of Mathematical and Statistical Sciences, Western University
Western Science Centre 231, 1151 Richmond Street North
London, Ontario N6A 5B7, Canada

Ricardas Zitikis, PhD, is a 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.


- NORM-sponsored PhD position I (closed) - congratulations to Serra Desdemir for winning the competition

- NORM-sponsored PhD position II (open)
- NORM-sponsored Postdoc positions (open)

NORM = New Order of Risk Management: Theory and Applications in the Era of Systemic Risk (a multi-million NSERC Alliance - Mitacs Accelerate grant)

Recent pre-publications (to see what makes me tick today)
- Google Scholar
A few recent publications (to give you some flavour of what I have done)
- Integrated quantiles and cdf's (and many other goodies)

- VaR-induced Euler allocation

- Tail maximal dependence: estimation and applications
- The slicing method
- Inference for the tail conditional allocation
- Detecting systematic anomalies
- Empirical tail conditional allocation
- Risk measures induced by efficient insurance contracts
- An axiomatic foundation for the Expected Shortfall
More research (in case the above is not enough)
- Research Gate
All I have done (so far)
- Curriculum Vitae