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type_genre:"Article in journal"
~accessRights:"restricted"
~person:"Wang, Ruodu"
~type_genre:"Reprint"
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29
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16
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Wang, Ruodu
Tsionas, Efthymios G.
65
Gupta, Rangan
56
Cheng, T. C. E.
54
Wang, Leonard F. S.
51
Dolgui, Alexandre
44
Laporte, Gilbert
44
Gendreau, Michel
41
Vanhoucke, Mario
38
Desaulniers, Guy
37
Coelho, Leandro C.
34
Fabozzi, Frank J.
34
Yang, Jinqiang
34
Afonso, Oscar
33
Bertsimas, Dimitris
33
Kumbhakar, Subal
33
Chu, Chengbin
32
Chu, Feng
32
Savelsbergh, Martin W. P.
32
Serletis, Apostolos
32
Minner, Stefan
31
Gallegati, Mauro
30
Beladi, Hamid
29
Lodi, Andrea
29
Goerigk, Marc
28
Iori, Manuel
28
Li, Kai
28
Liu, Ming
28
Mukherjee, Arijit
28
Pestieau, Pierre
28
Puerto, Justo
28
Dauzère-Péres, Stéphane
27
Van Woensel, Tom
27
Zhang, Wei
27
Batabyal, Amitrajeet A.
26
Chen, Xi
26
Friehe, Tim
26
Gil-Alaña, Luis A.
26
Hommes, Cars H.
26
Aparicio, Juan
25
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Insurance / Mathematics & economics
7
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4
Finance and stochastics
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Operations research
3
Journal of banking & finance
2
Astin bulletin : the journal of the International Actuarial Association
1
European journal of operational research : EJOR
1
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Management science : journal of the Institute for Operations Research and the Management Sciences
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North American actuarial journal
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North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
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ECONIS (ZBW)
29
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29
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1
Calibrating distribution models from PELVE
Assa, Hirbod
;
Lin, Liyuan
;
Wang, Ruodu
- In:
North American actuarial journal : NAAJ ; leading the …
28
(
2024
)
2
,
pp. 373-406
Persistent link: https://www.econbiz.de/10014566481
Saved in:
2
Risk concentration and the mean-expected shortfall criterion
Han, Xia
;
Wang, Bin
;
Wang, Ruodu
;
Wu, Qinyu
- In:
Mathematical finance : an international journal of …
34
(
2024
)
3
,
pp. 819-846
Persistent link: https://www.econbiz.de/10014565286
Saved in:
3
PELVE : probability equivalent level of VaR and ES
Li, Hengxin
;
Wang, Ruodu
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 353-370
Persistent link: https://www.econbiz.de/10014364915
Saved in:
4
Diversification quotients based on VaR and ES
Han, Xia
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 185-197
Persistent link: https://www.econbiz.de/10014466211
Saved in:
5
Ordering and inequalities for mixtures on risk aggregation
Chen, Yuyu
;
Liu, Peng
;
Liu, Yang
;
Wang, Ruodu
- In:
Mathematical finance : an international journal of …
32
(
2022
)
1
,
pp. 421-451
Persistent link: https://www.econbiz.de/10012815980
Saved in:
6
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:
7
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:
8
Optimal insurance to maximize RDEU under a distortion-deviation premium principle
Liang, Xiaoqing
;
Wang, Ruodu
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 35-59
Persistent link: https://www.econbiz.de/10013264935
Saved in:
9
Star-shaped risk measures
Castagnoli, Erio
;
Cattelan, Giacomo
;
Maccheroni, Fabio
; …
- In:
Operations research
70
(
2022
)
5
,
pp. 2637-2654
Persistent link: https://www.econbiz.de/10014306966
Saved in:
10
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
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