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subject:"Risiko"
subject:"Welt"
~person:"Wang, Ruodu"
~subject:"Deutschland"
~type_genre:"Article in journal"
~type_genre:"Textbook"
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Search: subject_exact:"Risk management"
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Risiko
Welt
Deutschland
Risikomanagement
17
Risk management
17
Risikomaß
16
Risk
16
Risk measure
16
Theorie
15
Theory
15
Portfolio selection
12
Portfolio-Management
12
Measurement
10
Messung
10
Basel Accord
5
Basler Akkord
5
Value-at-Risk
5
expected shortfall
4
robustness
4
Aggregation
3
Bank risk
3
Bankrisiko
3
Financial services
3
Finanzdienstleistung
3
Risk aggregation
3
risk aggregation
3
Basel III
2
Credit risk
2
Dependence uncertainty
2
Expected Shortfall
2
Expected shortfall
2
Kreditrisiko
2
Pareto optimality
2
Risk measures
2
Robust statistics
2
Robustes Verfahren
2
risk sharing
2
value at risk
2
value-at-risk
2
Admissible risk
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Aggregate risk
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Article
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16
Arbeitspapier
3
Graue Literatur
3
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3
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3
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English
16
Author
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Wang, Ruodu
Gleißner, Werner
19
Mao, Tiantian
10
Broll, Udo
8
Henschel, Thomas
8
McAleer, Michael
8
Boonen, Tim J.
7
Cai, Jun
7
Li, Jianping
7
Li, Johnny Siu-Hang
7
Mußhoff, Oliver
7
Qazi, Abroon
7
Righi, Marcelo Brutti
7
Romeike, Frank
7
Sherris, Michael
7
Balbás de la Corte, Alejandro
6
Deutsch, Hans-Peter
6
Dobler, Michael
6
Guillén, Montserrat
6
Hammoudeh, Shawkat
6
Kaiser, Thomas
6
Kakushadze, Zura
6
Rüschendorf, Ludger
6
Chen, Zhiping
5
Cossette, Hélène
5
Embrechts, Paul
5
Furman, Edward
5
Gantenbein, Pascal
5
Ghadge, Abhijeet
5
Ji, Qiang
5
Mitra, Sovan
5
Naeem, Muhammad Abubakr
5
Puccetti, Giovanni
5
Quigley, John
5
Rashid, Abdul
5
Rosazza Gianin, Emanuela
5
Schneider, Andreas
5
Spremann, Klaus
5
Stoja, Evarist
5
Tan, Ken Seng
5
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Insurance / Mathematics & economics
4
Finance and stochastics
3
Mathematics of operations research
3
Operations research
2
Astin bulletin : the journal of the International Actuarial Association
1
Journal of banking & finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
North American actuarial journal
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ECONIS (ZBW)
16
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16
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1
Scenario-based risk evaluation
Wang, Ruodu
;
Ziegel, Johanna F.
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 725-756
Persistent link: https://www.econbiz.de/10012665201
Saved in:
2
Robustness in the optimization of risk measures
Embrechts, Paul
;
Schied, Alexander
;
Wang, Ruodu
- In:
Operations research
70
(
2022
)
1
,
pp. 95-110
Persistent link: https://www.econbiz.de/10012820643
Saved in:
3
Risk aggregation under dependence uncertainty and an order constraint
Chen, Yuyu
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 169-187
Persistent link: https://www.econbiz.de/10013271969
Saved in:
4
Inf-convolution, optimal allocations, and model uncertainty for tail risk measures
Liu, Fangda
;
Mao, Tiantian
;
Wang, Ruodu
;
Wei, Linxiao
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 2494-2519
Persistent link: https://www.econbiz.de/10013375081
Saved in:
5
Parametric measures of variability induced by risk measures
Bellini, Fabio
;
Fadina, Tolulope
;
Wang, Ruodu
;
Wei, Yunran
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 270-284
Persistent link: https://www.econbiz.de/10013380547
Saved in:
6
An axiomatic foundation for the expected shortfall
Wang, Ruodu
;
Zitikis, Ričardas
- In:
Management science : journal of the Institute for …
67
(
2021
)
3
,
pp. 1413-1429
Persistent link: https://www.econbiz.de/10012505987
Saved in:
7
A theory for measures of tail risk
Liu, Fangda
;
Wang, Ruodu
- In:
Mathematics of operations research
46
(
2021
)
3
,
pp. 1109-1128
Persistent link: https://www.econbiz.de/10012625694
Saved in:
8
Characterization, robustness, and aggregation of signed Choquet integrals
Wang, Ruodu
;
Wei, Yunran
;
Willmot, Gordon E.
- In:
Mathematics of operations research
45
(
2020
)
3
,
pp. 993-1015
Persistent link: https://www.econbiz.de/10012293365
Saved in:
9
Characterizing optimal allocations in quantile-based risk sharing
Wang, Ruodu
;
Wei, Yunran
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 288-300
Persistent link: https://www.econbiz.de/10012294136
Saved in:
10
Quantile-based risk sharing
Embrechts, Paul
;
Liu, Haiyan
;
Wang, Ruodu
- In:
Operations research
66
(
2018
)
4
,
pp. 936-949
Persistent link: https://www.econbiz.de/10011916624
Saved in:
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