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Risiko
47
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47
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Wang, Ruodu
Gupta, Rangan
152
Bloom, Nicholas
114
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101
Castelnuovo, Efrem
93
Gollier, Christian
72
Davis, Steven J.
62
Acharya, Viral V.
60
Caggiano, Giovanni
58
Bali, Turan G.
55
Hansen, Lars Peter
53
Pindyck, Robert S.
52
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51
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49
Pistaferri, Luigi
49
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48
Broll, Udo
48
Chichilnisky, Graciela
46
Hefeker, Carsten
45
Belke, Ansgar
44
Krishna, Pravin
44
Krueger, Dirk
42
Ludwig, Alexander
42
Weber, Martin
42
Epstein, Larry G.
41
Guvenen, Fatih
40
Caporale, Guglielmo Maria
39
Maurer, Raimond
39
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38
Veronesi, Pietro
38
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37
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37
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37
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37
Kelly, Bryan T.
37
Zeckhauser, Richard
37
Chen, Yu-Fu
36
Stulz, René M.
36
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35
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35
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4
Mathematics of operations research
4
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Operations research
3
Research paper series / Swiss Finance Institute
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1
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ECONIS (ZBW)
47
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1
Aggregation-robustness and model
uncertainty
of regulatory risk measures
Embrechts, Paul
;
Wang, Bin
;
Wang, Ruodu
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 763-790
Persistent link: https://www.econbiz.de/10011420503
Saved in:
2
CreditRisk+ model with dependent risk factors
Wang, Ruodu
;
Peng, Liang
;
Yang, Jingping
- In:
North American actuarial journal
19
(
2015
)
1
,
pp. 24-40
Persistent link: https://www.econbiz.de/10011420714
Saved in:
3
Joint mixability
Wang, Bin
;
Wang, Ruodu
- In:
Mathematics of operations research
41
(
2016
)
3
,
pp. 808-826
Persistent link: https://www.econbiz.de/10011520575
Saved in:
4
Weak comonotonicity
Wang, Ruodu
;
Zitikis, Ričardas
- In:
European journal of operational research : EJOR
282
(
2020
)
1
,
pp. 386-397
Persistent link: https://www.econbiz.de/10012157705
Saved in:
5
Convex risk functionals : representation and applications
Liu, Fangda
;
Cai, Jun
;
Lemieux, Christiane
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
90
(
2020
),
pp. 66-79
Persistent link: https://www.econbiz.de/10012169500
Saved in:
6
Dual utilities on risk aggregation under dependence
uncertainty
Wang, Ruodu
;
Xu, Zuo Quan
;
Zhou, Xun Yu
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 1025-1048
Persistent link: https://www.econbiz.de/10012114687
Saved in:
7
Collective risk models with dependence
uncertainty
Liu, Haiyan
;
Wang, Ruodu
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
2
,
pp. 361-389
Persistent link: https://www.econbiz.de/10011729564
Saved in:
8
Quantile-based risk sharing
Embrechts, Paul
;
Liu, Haiyan
;
Wang, Ruodu
-
2017
-
This version: October 24, 2017
-Debreu equilibrium is established for some simple, yet natural settings. Further, we investigate the problem of model
uncertainty
in risk …
Persistent link: https://www.econbiz.de/10011874813
Saved in:
9
Quantile-based risk sharing with heterogeneous beliefs
Embrechts, Paul
;
Liu, Haiyan
;
Mao, Tiantian
;
Wang, Ruodu
-
2017
We study risk sharing games with quantile-based risk measures and heterogeneous beliefs, motivated by the use of internal models in finance and insurance. Explicit forms of Pareto-optimal allocations and competitive equilibria are obtained by solving various optimization problems. For Expected...
Persistent link: https://www.econbiz.de/10011875652
Saved in:
10
Gini-type measures of risk and variability : gini shortfall, capital allocations, and heavy-tailed risks
Furman, Edward
;
Wang, Ruodu
;
Zitikis, Ričardas
- In:
Journal of banking & finance
83
(
2017
),
pp. 70-84
Persistent link: https://www.econbiz.de/10011816823
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