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subject:"Risiko"
type:"article"
~person:"Wang, Ruodu"
~subject:"United States"
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Search: subject_exact:"Risk management"
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Risiko
United States
Risikomanagement
18
Risk management
18
Risikomaß
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Risk measure
17
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16
Theorie
15
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15
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12
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expected shortfall
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risk aggregation
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risk sharing
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value-at-risk
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Wang, Ruodu
Schuermann, Til
11
Mao, Tiantian
10
Fabozzi, Frank J.
9
Turvey, Calum Greig
9
Cai, Jun
8
Dionne, Georges
8
Goodwin, Barry K.
8
Righi, Marcelo Brutti
8
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8
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7
Li, Jianping
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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5
Broll, Udo
5
Chen, Zhiping
5
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5
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5
Embrechts, Paul
5
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5
Ghadge, Abhijeet
5
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5
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5
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5
Mirakhor, Abbas
5
Mitra, Sovan
5
Mußhoff, Oliver
5
Naeem, Muhammad Abubakr
5
Puccetti, Giovanni
5
Quigley, John
5
Rashid, Abdul
5
Rosazza Gianin, Emanuela
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4
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3
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3
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2
Astin bulletin : the journal of the International Actuarial Association
1
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ECONIS (ZBW)
16
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1
Scenario-based risk evaluation
Wang, Ruodu
;
Ziegel, Johanna F.
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 725-756
Persistent link: https://www.econbiz.de/10012665201
Saved in:
2
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:
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
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
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:
8
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:
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
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:
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