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Ruodu Wang
Názov
Citované v
Citované v
Rok
An academic response to Basel 3.5
P Embrechts, G Puccetti, L Rüschendorf, R Wang, A Beleraj
Risks 2 (1), 25-48, 2014
2652014
Combining p-values via averaging
V Vovk, R Wang
Biometrika 107 (4), 791-808, 2020
2332020
E-values: Calibration, combination, and applications
V Vovk, R Wang
Annals of Statistics 49 (3), 1736-1754, 2021
2262021
Quantile-based risk sharing
P Embrechts, H Liu, R Wang
Operations Research 66 (4), 936-949, 2018
1842018
Aggregation-robustness and model uncertainty of regulatory risk measures
P Embrechts, B Wang, R Wang
Finance and Stochastics 19 (4), 763-790, 2015
1782015
The complete mixability and convex minimization problems with monotone marginal densities
B Wang, R Wang
Journal of Multivariate Analysis 102 (10), 1344-1360, 2011
1642011
Bounds for the sum of dependent risks and worst Value-at-Risk with monotone marginal densities
R Wang, L Peng, J Yang
Finance and Stochastics 17 (2), 395-417, 2013
1562013
Risk aggregation with dependence uncertainty
C Bernard, X Jiang, R Wang
Insurance: Mathematics and Economics 54, 93-108, 2014
1512014
Extremal dependence concepts
G Puccetti, R Wang
Statistical Science 30 (4), 485-517, 2015
1262015
False discovery rate control with e-values
R Wang, A Ramdas
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2022
1252022
Gini-type measures of risk and variability: Gini shortfall, capital allocations, and heavy-tailed risks
E Furman, R Wang, R Zitikis
Journal of Banking & Finance 83, 70-84, 2017
1202017
An Axiomatic Foundation for the Expected Shortfall
R Wang, R Zitikis
Management Science 67 (3), 1413-1429, 2021
1082021
Joint mixability
B Wang, R Wang
Mathematics of Operations Research 41 (3), 808-826, 2016
912016
Characterization, robustness and aggregation of signed Choquet integrals
R Wang, Y Wei, G Willmot
Mathematics of Operations Research 93, 288-300, 2020
782020
Pareto-optimal reinsurance arrangements under general model settings
J Cai, H Liu, R Wang
Insurance: Mathematics and Economics 77, 24-37, 2017
732017
Seven Proofs for the Subadditivity of Expected Shortfall
P Embrechts, R Wang
Dependence Modeling 3, 126-140, 2015
732015
A theory for measures of tail risk
F Liu, R Wang
Mathematics of Operations Research 46 (3), 1109-1128, 2021
642021
Risk bounds for factor models
C Bernard, L Rüschendorf, S Vanduffel, R Wang
Finance and Stochastics 21, 631-659, 2017
612017
Risk aversion in regulatory capital principles
T Mao, R Wang
SIAM Journal on Financial Mathematics 11 (1), 169-200, 2020
60*2020
Worst-Case Range Value-at-Risk with Partial Information
L Li, H Shao, R Wang, J Yang
SIAM Journal on Financial Mathematics 9 (1), 190-218, 2018
592018
Systém momentálne nemôže vykonať operáciu. Skúste to neskôr.
Články 1–20