Qinyu Wu

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Monotonic mean-deviation risk measures
Finance and Stochastics
2026-03-23Paper
Risk concentration and the mean-expected shortfall criterion
Mathematical Finance
2024-11-20Paper
Generalized optimized certainty equivalent with applications in the rank-dependent utility model
SIAM Journal on Financial Mathematics
2024-05-06Paper
Risk Aversion and Insurance Propensity2023-10-13Paper
Adjusted Rényi entropic value-at-risk
European Journal of Operational Research
2022-12-19Paper
Further properties of fractional stochastic dominance
Journal of Applied Probability
2022-04-01Paper
Stochastic comparisons of largest-order statistics for proportional reversed hazard rate model and applications
Journal of Applied Probability
2020-12-11Paper
Max-stability under first-order stochastic dominance
(available as arXiv preprint)
N/APaper


Research outcomes over time


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