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type:"article"
~person:"Cheung, Ka Chun"
~person:"Wang, Ruodu"
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20
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Cheung, Ka Chun
Wang, Ruodu
Broll, Udo
21
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16
Embrechts, Paul
13
Tan, Ken Seng
11
Mao, Tiantian
8
Bartram, Söhnke M.
7
Cai, Jun
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7
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7
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7
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7
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6
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6
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6
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6
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6
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6
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6
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6
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6
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6
Račev, Svetlozar T.
6
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6
Tang, Qihe
6
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6
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5
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5
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5
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5
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5
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5
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5
Feng, Runhuan
5
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5
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5
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8
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2
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2
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2
Astin bulletin : the journal of the International Actuarial Association
1
European journal of operational research : EJOR
1
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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
Satisficing credibility for heterogeneous risks
Cheung, Ka Chun
;
Yam, Sheung Chi Phillip
;
Zhang, Yiying
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 752-768
Persistent link: https://www.econbiz.de/10013206896
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Concave distortion risk minimizing reinsurance design under adverse selection
Cheung, Ka Chun
;
Yam, Sheung Chi Phillip
;
Yuen, Fei Lung
; …
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 155-165
Persistent link: https://www.econbiz.de/10012242000
Saved in:
9
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:
10
Risk-adjusted Bowley reinsurance under distorted probabilities
Cheung, Ka Chun
;
Yam, Sheung Chi Phillip
;
Zhang, Yiying
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 64-72
Persistent link: https://www.econbiz.de/10012058684
Saved in:
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