Ruodu Wang
TitleCited byYear
An academic response to Basel 3.5
P Embrechts, G Puccetti, L Rüschendorf, R Wang, A Beleraj
Risks 2 (1), 25-48, 2014
1592014
The complete mixability and convex minimization problems with monotone marginal densities
B Wang, R Wang
Journal of Multivariate Analysis 102 (10), 1344-1360, 2011
1122011
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
992013
Aggregation-robustness and model uncertainty of regulatory risk measures
P Embrechts, B Wang, R Wang
Finance and Stochastics 19 (4), 763-790, 2015
982015
Risk aggregation with dependence uncertainty
C Bernard, X Jiang, R Wang
Insurance: Mathematics and Economics 54, 93-108, 2014
932014
Quantile-based risk sharing
P Embrechts, H Liu, R Wang
Operations Research 66 (4), 936-949, 2018
542018
Extremal dependence concepts
G Puccetti, R Wang
Statistical Science 30 (4), 485-517, 2015
51*2015
Joint mixability
B Wang, R Wang
Mathematics of Operations Research 41 (3), 808-826, 2016
452016
Advances in complete mixability
G Puccetti, B Wang, R Wang
Journal of Applied Probability 49 (2), 430-440, 2012
422012
Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates
G Puccetti, B Wang, R Wang
Insurance: Mathematics and Economics 53 (3), 821-828, 2013
372013
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, 2017
332017
Combining p-values via averaging
V Vovk, R Wang
Biometrika, 2019
31*2019
Seven Proofs for the Subadditivity of Expected Shortfall
P Embrechts, R Wang
Dependence Modeling 3, 126-140, 2015
282015
Jackknife empirical likelihood test for equality of two high dimensional means
R Wang, L Peng, Y Qi
Statistica Sinica 23 (2), 667-690, 2013
252013
Risk bounds for factor models
C Bernard, L Rüschendorf, S Vanduffel, R Wang
Finance and Stochastics, 1-29, 2017
242017
Pareto-optimal reinsurance arrangements under general model settings
J Cai, H Liu, R Wang
Insurance: Mathematics and Economics, 2017
222017
How superadditive can a risk measure be?
R Wang, V Bignozzi, A Tsanakas
SIAM Journal on Financial Mathematics 6 (1), 776-803, 2015
212015
General convex order on risk aggregation
E Jakobsons, X Han, R Wang
Scandinavian Actuarial Journal 2016 (8), 713-740, 2016
202016
Elicitable distortion risk measures: A concise proof
R Wang, JF Ziegel
Statistics & Probability Letters 100, 172-175, 2015
202015
Jackknife empirical likelihood method for some risk measures and related quantities
L Peng, Y Qi, R Wang, J Yang
Insurance: Mathematics and Economics 51 (1), 142-150, 2012
192012
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