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type_genre:"Article in journal"
~person:"Hammitt, James K."
~person:"Wang, Ruodu"
~subject:"Risk"
~type_genre:"Aufsatz im Buch"
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Risk
Risiko
42
Theorie
31
Theory
31
Risikomaß
20
Risk measure
20
Portfolio selection
16
Portfolio-Management
16
Risikomanagement
16
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16
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14
Messung
14
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11
Sterblichkeit
11
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10
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10
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9
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9
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5
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Entscheidung unter Risiko
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risk aggregation
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value per statistical life
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willingness to pay
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Bank risk
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Bankrisiko
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43
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Article in journal
Aufsatz im Buch
Aufsatz in Zeitschrift
43
Graue Literatur
14
Non-commercial literature
14
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12
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12
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2
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English
43
Author
All
Hammitt, James K.
Wang, Ruodu
Gupta, Rangan
96
Viscusi, W. Kip
50
Eeckhoudt, Louis R.
42
Gollier, Christian
41
Bahmani-Oskooee, Mohsen
30
Demirer, Rıza
28
Lee, Chien-chiang
28
Gozgor, Giray
26
Hammoudeh, Shawkat
26
Balcilar, Mehmet
24
Chavas, Jean-Paul
24
Wong, Wing Keung
23
Demir, Ender
22
Ji, Qiang
22
Tiwari, Aviral Kumar
22
Wohar, Mark E.
22
Kit, Pong Wong
21
Chiang, Thomas C.
20
Righi, Marcelo Brutti
20
Shogren, Jason F.
20
Weber, Martin
20
Bali, Turan G.
19
Balli, Faruk
19
Denuit, Michel
19
Fabozzi, Frank J.
19
Yin, Libo
19
Epstein, Larry G.
18
Quiggin, John C.
18
Salisu, Afees A.
18
Boonen, Tim J.
17
Menegatti, Mario
17
Su, Chi-Wei
17
Turvey, Calum Greig
17
Alghalith, Moawia
16
Bouri, Elie
16
Broll, Udo
16
Dequech, David
16
Ma, Feng
16
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Insurance / Mathematics & economics
5
Journal of risk and uncertainty : JRU
5
Finance and stochastics
4
Journal of health economics
4
Mathematics of operations research
4
Journal of benefit-cost analysis : JBCA
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Operations research
3
Journal of risk and uncertainty
2
Astin bulletin : the journal of the International Actuarial Association
1
Economics letters
1
European journal of operational research : EJOR
1
Health economics
1
Journal of agricultural economics
1
Journal of banking & finance
1
Journal of mathematical economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
North American actuarial journal
1
Theory and decision : an international journal for multidisciplinary advances in decision science
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ECONIS (ZBW)
43
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43
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1
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:
2
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:
3
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:
4
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:
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
Valuing COVID-19 morbidity risk reductions
Robinson, Lisa A.
;
Eber, Michael R.
;
Hammitt, James K.
- In:
Journal of benefit-cost analysis : JBCA
13
(
2022
)
2
,
pp. 247-268
Persistent link: https://www.econbiz.de/10013367004
Saved in:
7
Valuing non-marginal changes in mortality and morbidity risk
Herrera-Araujo, Daniel
;
Rheinberger, Christoph M.
; …
- In:
Journal of health economics
84
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013400021
Saved in:
8
Is survival a luxury good? : income elasticity of the value per statistical life
Hammitt, James K.
;
Liu, Jin-tan
;
Liu, Jin-long
- In:
Journal of risk and uncertainty
65
(
2022
)
3
,
pp. 239-260
Persistent link: https://www.econbiz.de/10013548833
Saved in:
9
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:
10
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
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