Items where Author is "Wang, Ruodu"
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Article
Chen, Yuyu and Liu, Peng and Liu, Yang and Wang, Ruodu (2022) 'Ordering and Inequalities for Mixtures on Risk Aggregation.' Mathematical Finance, 32 (1). pp. 421-451. ISSN 0960-1627
Liu, Peng and Schied, Alexander and Wang, Ruodu (2021) 'Distributional transforms, probability distortions, and their applications.' Mathematics of Operations Research, 46 (4). pp. 1490-1512. ISSN 0364-765X
Liu, Peng and Wang, Ruodu and Wei, Linxiao (2020) 'Is the inf-convolution of law-invariant preferences law-invariant?' Insurance: Mathematics and Economics, 91. pp. 144-154. ISSN 0167-6687
Monograph
Fadina, Tolulope and Liu, Peng and Wang, Ruodu (2021) One axiom to rule them all: An axiomatization of quantiles. Working Paper. SSRN. (Unpublished)
Fadina, Tolulope and Liu, Yang and Wang, Ruodu (2021) A Framework for Measures of Risk under Uncertainty. Working Paper. SSRN. (Unpublished)
Fadina, Tolulope and Bellini, Fabio and Wang, Ruodu and Wei, Yunran (2021) Parametric measures of variability induced by risk measures. Working Paper. arXiv. (Unpublished)