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subject:"Risikomanagement"
subject:"Risk measure"
~accessRights:"restricted"
~person:"Wang, Ruodu"
~subject:"Arrow-Debreu equilibrium"
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Risikomanagement
Risk measure
Arrow-Debreu equilibrium
Risk management
15
Risiko
14
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14
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14
Theorie
14
Theory
14
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11
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11
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8
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expected shortfall
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robustness
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risk aggregation
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risk sharing
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value at risk
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value-at-risk
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Wang, Ruodu
Ivanov, Dmitry
49
Dolgui, Alexandre
22
Li, Jianping
16
Parast, Mahour Mellat
14
Choi, Tsan-Ming
13
Gatzert, Nadine
13
Zhu, Xiaoqian
13
Acharya, Viral V.
12
Broll, Udo
12
Sawik, Tadeusz
12
Wu, Desheng Dash
12
Grima, Simon
11
Hammoudeh, Shawkat
11
Sokolov, Boris
11
Tan, Ken Seng
11
Dionne, Georges
10
Gleißner, Werner
10
Govindan, Kannan
10
Hassan, M. Kabir
10
Li, Johnny Siu-Hang
10
Liu, Shan
10
Olson, David L.
10
Paul, Sanjoy Kumar
10
Clarke, Daniel
9
Fabozzi, Frank J.
9
Gaudenzi, Barbara
9
Hunziker, Stefan
9
Kouvelis, Panos
9
Talluri, Srinivas
9
Blackhurst, Jennifer
8
Boonen, Tim J.
8
Durst, Susanne
8
Gunasekaran, Angappa
8
Mensi, Walid
8
Qazi, Abroon
8
Romeike, Frank
8
Zobel, Christopher W.
8
Zsidisin, George A.
8
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7
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Insurance / Mathematics & economics
3
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3
Finance and stochastics
2
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2
Astin bulletin : the journal of the International Actuarial Association
1
Journal of banking & finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
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North American actuarial journal
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ECONIS (ZBW)
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1
Robustness in the optimization of risk measures
Embrechts, Paul
;
Schied, Alexander
;
Wang, Ruodu
- In:
Operations research
70
(
2022
)
1
,
pp. 95-110
Persistent link: https://www.econbiz.de/10012820643
Saved in:
2
Risk aggregation under dependence uncertainty and an order constraint
Chen, Yuyu
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 169-187
Persistent link: https://www.econbiz.de/10013271969
Saved in:
3
Inf-convolution, optimal allocations, and model uncertainty for tail risk measures
Liu, Fangda
;
Mao, Tiantian
;
Wang, Ruodu
;
Wei, Linxiao
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 2494-2519
Persistent link: https://www.econbiz.de/10013375081
Saved in:
4
Parametric measures of variability induced by risk measures
Bellini, Fabio
;
Fadina, Tolulope
;
Wang, Ruodu
;
Wei, Yunran
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 270-284
Persistent link: https://www.econbiz.de/10013380547
Saved in:
5
An axiomatic foundation for the expected shortfall
Wang, Ruodu
;
Zitikis, Ričardas
- In:
Management science : journal of the Institute for …
67
(
2021
)
3
,
pp. 1413-1429
Persistent link: https://www.econbiz.de/10012505987
Saved in:
6
A theory for measures of tail risk
Liu, Fangda
;
Wang, Ruodu
- In:
Mathematics of operations research
46
(
2021
)
3
,
pp. 1109-1128
Persistent link: https://www.econbiz.de/10012625694
Saved in:
7
Characterization, robustness, and aggregation of signed Choquet integrals
Wang, Ruodu
;
Wei, Yunran
;
Willmot, Gordon E.
- In:
Mathematics of operations research
45
(
2020
)
3
,
pp. 993-1015
Persistent link: https://www.econbiz.de/10012293365
Saved in:
8
Characterizing optimal allocations in quantile-based risk sharing
Wang, Ruodu
;
Wei, Yunran
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 288-300
Persistent link: https://www.econbiz.de/10012294136
Saved in:
9
Quantile-based risk sharing
Embrechts, Paul
;
Liu, Haiyan
;
Wang, Ruodu
- In:
Operations research
66
(
2018
)
4
,
pp. 936-949
Persistent link: https://www.econbiz.de/10011916624
Saved in:
10
Collective risk models with dependence uncertainty
Liu, Haiyan
;
Wang, Ruodu
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
2
,
pp. 361-389
Persistent link: https://www.econbiz.de/10011729564
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