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Items where Author is "Wang, Ruodu"

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Fadina, Tolulope and Liu, Peng and Wang, Ruodu (2023) One axiom to rule them all: A minimalist axiomatization of quantiles. SIAM Journal on Financial Mathematics, 14 (2). pp. 644-662. DOI https://doi.org/10.1137/22M1531567

Chen, Yuyu and Liu, Peng and Tan, Ken Seng and Wang, Ruodu (2023) Trade-off Between Validity and Efficiency of Merging P-Values Under Arbitrary Dependence. Statistica Sinica, 33 (2). pp. 851-872. DOI https://doi.org/10.5705/ss.202021.0071

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

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. DOI https://doi.org/10.1111/mafi.12323

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. DOI https://doi.org/10.1287/moor.2020.1090

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 (Unpublished)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 (Unpublished)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 (Unpublished)

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. DOI https://doi.org/10.1016/j.insmatheco.2020.01.004

This list was generated on Tue Oct 8 06:35:49 2024 BST.