Items where Author is "Wei, Yunran"
 | Up a level |
Article
Liu, Peng and Tsanakas, Andreas and Wei, Yunran (2026) Risk sharing with Lambda value at risk under heterogeneous beliefs. Finance and Stochastics, 30 (4). pp. 1179-1223. DOI https://doi.org/10.1007/s00780-026-00604-9
Bellini, Fabio and Fadina, Tolulope and Wang, Ruodu and Wei, Yunran (2022) Parametric measures of variability induced by risk measures. Insurance: Mathematics and Economics, 106. pp. 270-284. DOI https://doi.org/10.1016/j.insmatheco.2022.07.009
Monograph
Fadina, Tolulope and Bellini, Fabio and Wang, Ruodu and Wei, Yunran (2021) Parametric measures of variability induced by risk measures. Working Paper. arXiv. (Unpublished)