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math.ST2018
Assessing transfer functions in control systems
Nadezhda Gribkova, Ričardas Zitikis
When dealing with control systems, it is useful and even necessary to assess the performance of underlying transfer functions. The functions may or may not be linear, may or may no…
math.ST2017
Weighted allocations, their concomitant-based estimators, and asymptotics
Nadezhda Gribkova, Ričardas Zitikis
Various members of the class of weighted insurance premiums and risk capital allocation rules have been researched from a number of perspectives. Corresponding formulas in the case…
math.ST2016
Beyond the Pearson correlation: heavy-tailed risks, weighted Gini correlations, and a Gini-type weighted insurance pricing model
Edward Furman, Ricardas Zitikis
Gini-type correlation coefficients have become increasingly important in a variety of research areas, including economics, insurance and finance, where modelling with heavy-tailed…