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An academic response to Basel...
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Embrechts, Paul
125
Wang, Ruodu
125
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101
Puccetti, Giovanni
50
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18
Yang, Jingping
14
Dias, Alexandra
13
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12
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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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9
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9
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7
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7
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7
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7
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7
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5
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5
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4
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4
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4
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Insurance / Mathematics & economics
32
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20
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11
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10
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9
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3
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2
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2
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71
Distortion riskmetrics on general spaces
Wang, Qiuqi
;
Wang, Ruodu
;
Wei, Yunran
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 827-851
Persistent link: https://www.econbiz.de/10012307386
Saved in:
72
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:
73
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:
74
Distributional compatibility for change of measures
Shen, Jie
;
Shen, Yi
;
Wang, Bin
;
Wang, Ruodu
- In:
Finance and stochastics
23
(
2019
)
3
,
pp. 761-794
Persistent link: https://www.econbiz.de/10012023773
Saved in:
75
Asymptotic equivalence of risk measures under dependence uncertainty
Cai, Jun
;
Liu, Haiyan
;
Wang, Ruodu
- In:
Mathematical finance : an international journal of …
28
(
2018
)
1
,
pp. 29-49
Persistent link: https://www.econbiz.de/10011969153
Saved in:
76
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:
77
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
Saved in:
78
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:
79
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:
80
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:
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