The following pages link to Ruodu Wang (Q291397):
Displaying 50 items.
- Diversification limit of quantiles under dependence uncertainty (Q291398) (← links)
- Bernoulli and tail-dependence compatibility (Q303963) (← links)
- (Q330380) (redirect page) (← links)
- Computation of credit portfolio loss distribution by a cross entropy method (Q330381) (← links)
- Tests for covariance matrix with fixed or divergent dimension (Q385784) (← links)
- (Q484861) (redirect page) (← links)
- Detecting complete and joint mixability (Q484862) (← links)
- Current open questions in complete mixability (Q491375) (← links)
- The complete mixability and convex minimization problems with monotone marginal densities (Q634547) (← links)
- A class of multivariate copulas with bivariate Fréchet marginal copulas (Q659106) (← links)
- Sum of arbitrarily dependent random variables (Q743515) (← links)
- Characterizing optimal allocations in quantile-based risk sharing (Q784448) (← links)
- E-values: calibration, combination and applications (Q820827) (← links)
- Aggregation-robustness and model uncertainty of regulatory risk measures (Q889621) (← links)
- Seven proofs for the subadditivity of expected shortfall (Q906342) (← links)
- Pareto-optimal reinsurance arrangements under general model settings (Q1681082) (← links)
- Extremal dependence concepts (Q1790300) (← links)
- Bounds for the sum of dependent risks and worst value-at-risk with monotone marginal densities (Q1945047) (← links)
- Risk aggregation with dependence uncertainty (Q2015478) (← links)
- Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates (Q2015653) (← links)
- Extreme negative dependence and risk aggregation (Q2018593) (← links)
- Stochastic decomposition for \(\ell_p\)-norm symmetric survival functions on the positive orthant (Q2034475) (← links)
- Competitive equilibria in a comonotone market (Q2074058) (← links)
- Fractional stochastic dominance in rank-dependent utility and cumulative prospect theory (Q2101434) (← links)
- Admissible ways of merging \(p\)-values under arbitrary dependence (Q2119232) (← links)
- The directional optimal transport (Q2135274) (← links)
- Optimal insurance to maximize RDEU under a distortion-deviation premium principle (Q2138615) (← links)
- Parametric measures of variability induced by risk measures (Q2172051) (← links)
- Quantile-based risk sharing with heterogeneous beliefs (Q2189443) (← links)
- Scenario-based risk evaluation (Q2238773) (← links)
- Dual utilities on risk aggregation under dependence uncertainty (Q2274230) (← links)
- Weak comonotonicity (Q2282525) (← links)
- Convex risk functionals: representation and applications (Q2292181) (← links)
- Is the inf-convolution of law-invariant preferences law-invariant? (Q2306099) (← links)
- Centers of probability measures without the mean (Q2312782) (← links)
- Compatible matrices of Spearman's rank correlation (Q2322625) (← links)
- Elicitable distortion risk measures: a concise proof (Q2348333) (← links)
- On aggregation sets and lower-convex sets (Q2350046) (← links)
- Risk bounds for factor models (Q2364531) (← links)
- Jackknife empirical likelihood method for some risk measures and related quantities (Q2444714) (← links)
- Empirical likelihood test for high dimensional linear models (Q2452783) (← links)
- Risk aggregation under dependence uncertainty and an order constraint (Q2670114) (← links)
- Risk measures induced by efficient insurance contracts (Q2670123) (← links)
- Variance comparison between infinitesimal perturbation analysis and likelihood ratio estimators to stochastic gradient (Q2670503) (← links)
- PELVE: probability equivalent level of VaR and ES (Q2697992) (← links)
- Jackknife empirical likelihood for parametric copulas (Q2868611) (← links)
- Advances in Complete Mixability (Q2897152) (← links)
- Asymptotic Bounds for the Distribution of the Sum of Dependent Random Variables (Q2923436) (← links)
- Joint Mixability (Q3186528) (← links)
- How Superadditive Can a Risk Measure Be? (Q3195106) (← links)
