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250
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ECONIS (ZBW)
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91
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:
92
Variance comparison between infinitesimal perturbation analysis and likelihood ratio estimators to stochastic gradient
Cui, Zhenyu
;
Liu, Yanchu
;
Wang, Ruodu
- In:
Operations research letters
50
(
2022
)
2
,
pp. 199-204
Persistent link: https://www.econbiz.de/10013192693
Saved in:
93
Risk measures induced by efficient insurance contracts
Wang, Qiuqi
;
Wang, Ruodu
;
Zitikis, Ričardas
- In:
Insurance / Mathematics & economics
103
(
2022
),
pp. 56-65
Persistent link: https://www.econbiz.de/10013198326
Saved in:
94
Adjusted expected shortfall
Burzoni, Matteo
;
Munari, Cosimo-Andrea
;
Wang, Ruodu
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013399973
Saved in:
95
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:
96
A new characterization of second-order stochastic dominance
Guan, Yuanying
;
Huang, Muqiao
;
Wang, Ruodu
-
2024
Persistent link: https://www.econbiz.de/10015357883
Saved in:
97
Invariant correlation under marginal transforms
Koike, Takaaki
;
Lin, Liyuan
;
Wang, Ruodu
-
2024
Persistent link: https://www.econbiz.de/10015073822
Saved in:
98
Risk sharing, measuring variability, and distortion riskmetrics
Lauzier, Jean-Gabriel
;
Lin, Liyuan
;
Wang, Ruodu
-
2024
Persistent link: https://www.econbiz.de/10015073827
Saved in:
99
The checkerboard copula and dependence concepts
Lin, Liyuan
;
Wang, Ruodu
;
Zhang, Ruixun
;
Zhao, Chaoyi
-
2024
Persistent link: https://www.econbiz.de/10015374981
Saved in:
100
Risk aversion and insurance propensity
Maccheroni, Fabio
;
Marinacci, Massimo
;
Wang, Ruodu
;
Wu, …
- In:
American economic review
115
(
2025
)
5
,
pp. 1597-1649
Persistent link: https://www.econbiz.de/10015404238
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