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General Extremal Dependence Concepts

Type: Journal Paper

Author : Giovanni Puccetti; Ruodu Wang

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Elicitable distortion risk measures: A concise proof

Type: Journal Paper

Author : Ruodu Wang; Johanna F. Ziegel

Year: 2015

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Gini-type measures of risk and variability: Gini shortfall, capital allocations, and heavy-tailed risks

Type: Journal Paper

Author : Edward Furman; Ruodu Wang; Ričardas Zitikis

Year: 2017

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Pareto-optimal reinsurance arrangements under general model settings

Type: Journal Paper

Author : Cai, Jun, Haiyan Liu, and Ruodu Wang.

Publisher: Elsevier BV

Year: 2017

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Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates

Type: Journal Paper

Author : Giovanni Puccetti; Bin Wang; Ruodu Wang

Year: 2013

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Empirical likelihood test for high dimensional linear models

Type: Journal Paper

Author : Liang Peng; Yongcheng Qi; Ruodu Wang

Year: 2014

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Jackknife empirical likelihood method for some risk measures and related quantities

Type: Journal Paper

Author : Liang Peng; Yongcheng Qi; Ruodu Wang; Jingping Yang

Year: 2012

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General Extremal Dependence Concepts

Elicitable distortion risk measures: A concise proof

Gini-type measures of risk and variability: Gini shortfall, capital allocations, and heavy-tailed risks

Pareto-optimal reinsurance arrangements under general model settings

Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates

Empirical likelihood test for high dimensional linear models

Jackknife empirical likelihood method for some risk measures and related quantities

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General Extremal Dependence Concepts

Elicitable distortion risk measures: A concise proof

Gini-type measures of risk and variability: Gini shortfall, capital allocations, and heavy-tailed risks

Pareto-optimal reinsurance arrangements under general model settings

Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates

Empirical likelihood test for high dimensional linear models

Jackknife empirical likelihood method for some risk measures and related quantities