Yunran Wei
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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!
| Publication | Date of Publication | Type |
|---|---|---|
| Risk sharing with lambda value-at-risk under heterogeneous beliefs Finance and Stochastics | 2026-09-25 | Paper |
| Assessing the difference between integrated quantiles and integrated cumulative distribution functions Insurance Mathematics & Economics | 2023-07-18 | Paper |
| Parametric measures of variability induced by risk measures Insurance Mathematics & Economics | 2022-09-14 | Paper |
| Risk functionals with convex level sets Mathematical Finance | 2021-03-23 | Paper |
| Characterization, robustness, and aggregation of signed Choquet integrals Mathematics of Operations Research | 2021-01-08 | Paper |
| Distortion riskmetrics on general spaces ASTIN Bulletin | 2020-12-13 | Paper |
| Characterizing optimal allocations in quantile-based risk sharing Insurance Mathematics & Economics | 2020-08-03 | Paper |
Research outcomes over time
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