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Author ID: wang.ruodu Recent zbMATH articles by "Wang, Ruodu"
Published as: Wang, Ruodu

Publications by Year

Citations contained in zbMATH Open

72 Publications have been cited 884 times in 407 Documents Cited by Year
The complete mixability and convex minimization problems with monotone marginal densities. Zbl 1229.60019
Wang, Bin; Wang, Ruodu
67
2011
Bounds for the sum of dependent risks and worst value-at-risk with monotone marginal densities. Zbl 1266.91038
Wang, Ruodu; Peng, Liang; Yang, Jingping
59
2013
Aggregation-robustness and model uncertainty of regulatory risk measures. Zbl 1327.62326
Embrechts, Paul; Wang, Bin; Wang, Ruodu
58
2015
Risk aggregation with dependence uncertainty. Zbl 1291.91090
Bernard, Carole; Jiang, Xiao; Wang, Ruodu
57
2014
Extremal dependence concepts. Zbl 1426.62156
Puccetti, Giovanni; Wang, Ruodu
50
2015
Quantile-based risk sharing. Zbl 1455.91274
Embrechts, Paul; Liu, Haiyan; Wang, Ruodu
38
2018
Pareto-optimal reinsurance arrangements under general model settings. Zbl 1422.91329
Cai, Jun; Liu, Haiyan; Wang, Ruodu
34
2017
Joint mixability. Zbl 1382.60022
Wang, Bin; Wang, Ruodu
32
2016
Jackknife empirical likelihood test for equality of two high dimensional means. Zbl 1379.62041
Wang, Ruodu; Peng, Liang; Qi, Yongcheng
25
2013
Advances in complete mixability. Zbl 1245.60020
Puccetti, Giovanni; Wang, Bin; Wang, Ruodu
24
2012
Combining \(p\)-values via averaging. Zbl 1457.62078
Vovk, Vladimir; Wang, Ruodu
22
2020
Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates. Zbl 1290.62019
Puccetti, Giovanni; Wang, Bin; Wang, Ruodu
20
2013
Risk bounds for factor models. Zbl 1443.91338
Bernard, Carole; Rüschendorf, Ludger; Vanduffel, Steven; Wang, Ruodu
20
2017
Bernoulli and tail-dependence compatibility. Zbl 1385.60029
Embrechts, Paul; Hofert, Marius; Wang, Ruodu
19
2016
E-values: calibration, combination and applications. Zbl 1475.62087
Vovk, Vladimir; Wang, Ruodu
18
2021
Worst-case range value-at-risk with partial information. Zbl 1408.91240
Li, Lujun; Shao, Hui; Wang, Ruodu; Yang, Jingping
15
2018
Extreme negative dependence and risk aggregation. Zbl 1329.60047
Wang, Bin; Wang, Ruodu
15
2015
How superadditive can a risk measure be? Zbl 1338.91080
Wang, Ruodu; Bignozzi, Valeria; Tsanakas, Andreas
14
2015
An efficient approach to quantile capital allocation and sensitivity analysis. Zbl 1480.91322
Asimit, Vali; Peng, Liang; Wang, Ruodu; Yu, Alex
14
2019
Characterization, robustness, and aggregation of signed Choquet integrals. Zbl 1455.91072
Wang, Ruodu; Wei, Yunran; Willmot, Gordon E.
13
2020
General convex order on risk aggregation. Zbl 1401.91148
Jakobsons, Edgars; Han, Xiaoying; Wang, Ruodu
13
2016
Asymptotic bounds for the distribution of the sum of dependent random variables. Zbl 1320.60045
Wang, Ruodu
12
2014
Risk aversion in regulatory capital principles. Zbl 1443.91254
Mao, Tiantian; Wang, Ruodu
12
2020
Asymptotic equivalence of risk measures under dependence uncertainty. Zbl 1403.91188
Cai, Jun; Liu, Haiyan; Wang, Ruodu
11
2018
Detecting complete and joint mixability. Zbl 1310.60010
Puccetti, Giovanni; Wang, Ruodu
11
2015
Distortion riskmetrics on general spaces. Zbl 1454.91208
Wang, Qiuqi; Wang, Ruodu; Wei, Yunran
11
2020
Seven proofs for the subadditivity of expected shortfall. Zbl 1331.91203
Embrechts, Paul; Wang, Ruodu
10
2015
Tests for covariance matrix with fixed or divergent dimension. Zbl 1277.62151
Zhang, Rongmao; Peng, Liang; Wang, Ruodu
10
2013
A theory for measures of tail risk. Zbl 1471.91626
Liu, Fangda; Wang, Ruodu
10
2021
Quantile-based risk sharing with heterogeneous beliefs. Zbl 1443.91102
Embrechts, Paul; Liu, Haiyan; Mao, Tiantian; Wang, Ruodu
10
2020
Collective risk models with dependence uncertainty. Zbl 1390.91196
Liu, Haiyan; Wang, Ruodu
9
2017
Convex risk functionals: representation and applications. Zbl 1431.91340
Liu, Fangda; Cai, Jun; Lemieux, Christiane; Wang, Ruodu
9
2020
Jackknife empirical likelihood method for some risk measures and related quantities. Zbl 1284.62205
Peng, Liang; Qi, Yongcheng; Wang, Ruodu; Yang, Jingping
9
2012
A class of multivariate copulas with bivariate Fréchet marginal copulas. Zbl 1231.91253
Yang, Jingping; Qi, Yongcheng; Wang, Ruodu
8
2009
Elicitable distortion risk measures: a concise proof. Zbl 1320.91097
Wang, Ruodu; Ziegel, Johanna F.
8
2015
Risk functionals with convex level sets. Zbl 1508.91624
Wang, Ruodu; Wei, Yunran
7
2020
Composite Bernstein copulas. Zbl 1390.62093
Yang, Jingping; Chen, Zhijin; Wang, Fang; Wang, Ruodu
6
2015
On aggregation sets and lower-convex sets. Zbl 1321.60033
Mao, Tiantian; Wang, Ruodu
5
2015
Scenario-based risk evaluation. Zbl 1476.91222
Wang, Ruodu; Ziegel, Johanna F.
5
2021
CreditRisk\(^+\) model with dependent risk factors. Zbl 1414.91402
Wang, Ruodu; Peng, Liang; Yang, Jingping
5
2015
Characterizing optimal allocations in quantile-based risk sharing. Zbl 1446.91074
Wang, Ruodu; Wei, Yunran
5
2020
Parametric measures of variability induced by risk measures. Zbl 1498.91502
Bellini, Fabio; Fadina, Tolulope; Wang, Ruodu; Wei, Yunran
5
2022
Is the inf-convolution of law-invariant preferences law-invariant? Zbl 1435.91064
Liu, Peng; Wang, Ruodu; Wei, Linxiao
5
2020
Admissible ways of merging \(p\)-values under arbitrary dependence. Zbl 1486.62057
Vovk, Vladimir; Wang, Bin; Wang, Ruodu
5
2022
Competitive equilibria in a comonotone market. Zbl 1482.91123
Boonen, Tim J.; Liu, Fangda; Wang, Ruodu
5
2021
Sum of arbitrarily dependent random variables. Zbl 1309.60029
Wang, Ruodu
4
2014
Distributional transforms, probability distortions, and their applications. Zbl 1482.60019
Liu, Peng; Schied, Alexander; Wang, Ruodu
4
2021
Risk measures induced by efficient insurance contracts. Zbl 1484.91411
Wang, Qiuqi; Wang, Ruodu; Zitikis, Ričardas
4
2022
Regulatory arbitrage of risk measures. Zbl 1480.91326
Wang, Ruodu
4
2016
Distributional compatibility for change of measures. Zbl 1420.60027
Shen, Jie; Shen, Yi; Wang, Bin; Wang, Ruodu
4
2019
Optimal insurance to maximize RDEU under a distortion-deviation premium principle. Zbl 1492.91304
Liang, Xiaoqing; Wang, Ruodu; Young, Virginia R.
3
2022
Empirical likelihood test for high dimensional linear models. Zbl 1288.62071
Peng, Liang; Qi, Yongcheng; Wang, Ruodu
3
2014
Inf-convolution, optimal allocations, and model uncertainty for tail risk measures. Zbl 1498.91505
Liu, Fangda; Mao, Tiantian; Wang, Ruodu; Wei, Linxiao
3
2022
Robustness in the optimization of risk measures. Zbl 1485.90079
Embrechts, Paul; Schied, Alexander; Wang, Ruodu
3
2022
Compatible matrices of Spearman’s rank correlation. Zbl 1453.60038
Wang, Bin; Wang, Ruodu; Wang, Yuming
3
2019
Bayes risk, elicitability, and the expected shortfall. Zbl 1522.91318
Embrechts, Paul; Mao, Tiantian; Wang, Qiuqi; Wang, Ruodu
3
2021
Jackknife empirical likelihood intervals for Spearman’s rho. Zbl 1291.62117
Wang, Ruodu; Peng, Liang
2
2011
Diversification limit of quantiles under dependence uncertainty. Zbl 1397.60059
Bignozzi, Valeria; Mao, Tiantian; Wang, Bin; Wang, Ruodu
2
2016
Current open questions in complete mixability. Zbl 1328.60023
Wang, Ruodu
2
2015
Sums of standard uniform random variables. Zbl 1436.60029
Mao, Tiantian; Wang, Bin; Wang, Ruodu
2
2019
Weak comonotonicity. Zbl 1431.91446
Wang, Ruodu; Zitikis, Ričardas
2
2020
Dual utilities on risk aggregation under dependence uncertainty. Zbl 1426.91115
Wang, Ruodu; Xu, Zuo Quan; Zhou, Xun Yu
2
2019
Jackknife empirical likelihood for parametric copulas. Zbl 1281.62137
Wang, Ruodu; Peng, Liang; Yang, Jingping
2
2013
Star-shaped risk measures. Zbl 1512.91169
Castagnoli, Erio; Cattelan, Giacomo; Maccheroni, Fabio; Tebaldi, Claudio; Wang, Ruodu
2
2022
PELVE: probability equivalent level of VaR and ES. Zbl 07674661
Li, Hengxin; Wang, Ruodu
2
2023
Centers of probability measures without the mean. Zbl 1481.60028
Puccetti, Giovanni; Rigo, Pietro; Wang, Bin; Wang, Ruodu
2
2019
Trade-off between validity and efficiency of merging p-values under arbitrary dependence. Zbl 07763179
Chen, Yuyu; Liu, Peng; Tan, Ken Seng; Wang, Ruodu
1
2023
One axiom to rule them all: a minimalist axiomatization of quantiles. Zbl 1520.91435
Fadina, Tolulope; Liu, Peng; Wang, Ruodu
1
2023
Confidence and discoveries with \(e\)-values. Zbl 07708435
Vovk, Vladimir; Wang, Ruodu
1
2023
Pairwise counter-monotonicity. Zbl 1520.91336
Lauzier, Jean-Gabriel; Lin, Liyuan; Wang, Ruodu
1
2023
Stochastic decomposition for \(\ell_p\)-norm symmetric survival functions on the positive orthant. Zbl 1475.62165
Mai, Jan-Frederik; Wang, Ruodu
1
2021
Variance comparison between infinitesimal perturbation analysis and likelihood ratio estimators to stochastic gradient. Zbl 1525.62048
Cui, Zhenyu; Liu, Yanchu; Wang, Ruodu
1
2022
PELVE: probability equivalent level of VaR and ES. Zbl 07674661
Li, Hengxin; Wang, Ruodu
2
2023
Trade-off between validity and efficiency of merging p-values under arbitrary dependence. Zbl 07763179
Chen, Yuyu; Liu, Peng; Tan, Ken Seng; Wang, Ruodu
1
2023
One axiom to rule them all: a minimalist axiomatization of quantiles. Zbl 1520.91435
Fadina, Tolulope; Liu, Peng; Wang, Ruodu
1
2023
Confidence and discoveries with \(e\)-values. Zbl 07708435
Vovk, Vladimir; Wang, Ruodu
1
2023
Pairwise counter-monotonicity. Zbl 1520.91336
Lauzier, Jean-Gabriel; Lin, Liyuan; Wang, Ruodu
1
2023
Parametric measures of variability induced by risk measures. Zbl 1498.91502
Bellini, Fabio; Fadina, Tolulope; Wang, Ruodu; Wei, Yunran
5
2022
Admissible ways of merging \(p\)-values under arbitrary dependence. Zbl 1486.62057
Vovk, Vladimir; Wang, Bin; Wang, Ruodu
5
2022
Risk measures induced by efficient insurance contracts. Zbl 1484.91411
Wang, Qiuqi; Wang, Ruodu; Zitikis, Ričardas
4
2022
Optimal insurance to maximize RDEU under a distortion-deviation premium principle. Zbl 1492.91304
Liang, Xiaoqing; Wang, Ruodu; Young, Virginia R.
3
2022
Inf-convolution, optimal allocations, and model uncertainty for tail risk measures. Zbl 1498.91505
Liu, Fangda; Mao, Tiantian; Wang, Ruodu; Wei, Linxiao
3
2022
Robustness in the optimization of risk measures. Zbl 1485.90079
Embrechts, Paul; Schied, Alexander; Wang, Ruodu
3
2022
Star-shaped risk measures. Zbl 1512.91169
Castagnoli, Erio; Cattelan, Giacomo; Maccheroni, Fabio; Tebaldi, Claudio; Wang, Ruodu
2
2022
Variance comparison between infinitesimal perturbation analysis and likelihood ratio estimators to stochastic gradient. Zbl 1525.62048
Cui, Zhenyu; Liu, Yanchu; Wang, Ruodu
1
2022
E-values: calibration, combination and applications. Zbl 1475.62087
Vovk, Vladimir; Wang, Ruodu
18
2021
A theory for measures of tail risk. Zbl 1471.91626
Liu, Fangda; Wang, Ruodu
10
2021
Scenario-based risk evaluation. Zbl 1476.91222
Wang, Ruodu; Ziegel, Johanna F.
5
2021
Competitive equilibria in a comonotone market. Zbl 1482.91123
Boonen, Tim J.; Liu, Fangda; Wang, Ruodu
5
2021
Distributional transforms, probability distortions, and their applications. Zbl 1482.60019
Liu, Peng; Schied, Alexander; Wang, Ruodu
4
2021
Bayes risk, elicitability, and the expected shortfall. Zbl 1522.91318
Embrechts, Paul; Mao, Tiantian; Wang, Qiuqi; Wang, Ruodu
3
2021
Stochastic decomposition for \(\ell_p\)-norm symmetric survival functions on the positive orthant. Zbl 1475.62165
Mai, Jan-Frederik; Wang, Ruodu
1
2021
Combining \(p\)-values via averaging. Zbl 1457.62078
Vovk, Vladimir; Wang, Ruodu
22
2020
Characterization, robustness, and aggregation of signed Choquet integrals. Zbl 1455.91072
Wang, Ruodu; Wei, Yunran; Willmot, Gordon E.
13
2020
Risk aversion in regulatory capital principles. Zbl 1443.91254
Mao, Tiantian; Wang, Ruodu
12
2020
Distortion riskmetrics on general spaces. Zbl 1454.91208
Wang, Qiuqi; Wang, Ruodu; Wei, Yunran
11
2020
Quantile-based risk sharing with heterogeneous beliefs. Zbl 1443.91102
Embrechts, Paul; Liu, Haiyan; Mao, Tiantian; Wang, Ruodu
10
2020
Convex risk functionals: representation and applications. Zbl 1431.91340
Liu, Fangda; Cai, Jun; Lemieux, Christiane; Wang, Ruodu
9
2020
Risk functionals with convex level sets. Zbl 1508.91624
Wang, Ruodu; Wei, Yunran
7
2020
Characterizing optimal allocations in quantile-based risk sharing. Zbl 1446.91074
Wang, Ruodu; Wei, Yunran
5
2020
Is the inf-convolution of law-invariant preferences law-invariant? Zbl 1435.91064
Liu, Peng; Wang, Ruodu; Wei, Linxiao
5
2020
Weak comonotonicity. Zbl 1431.91446
Wang, Ruodu; Zitikis, Ričardas
2
2020
An efficient approach to quantile capital allocation and sensitivity analysis. Zbl 1480.91322
Asimit, Vali; Peng, Liang; Wang, Ruodu; Yu, Alex
14
2019
Distributional compatibility for change of measures. Zbl 1420.60027
Shen, Jie; Shen, Yi; Wang, Bin; Wang, Ruodu
4
2019
Compatible matrices of Spearman’s rank correlation. Zbl 1453.60038
Wang, Bin; Wang, Ruodu; Wang, Yuming
3
2019
Sums of standard uniform random variables. Zbl 1436.60029
Mao, Tiantian; Wang, Bin; Wang, Ruodu
2
2019
Dual utilities on risk aggregation under dependence uncertainty. Zbl 1426.91115
Wang, Ruodu; Xu, Zuo Quan; Zhou, Xun Yu
2
2019
Centers of probability measures without the mean. Zbl 1481.60028
Puccetti, Giovanni; Rigo, Pietro; Wang, Bin; Wang, Ruodu
2
2019
Quantile-based risk sharing. Zbl 1455.91274
Embrechts, Paul; Liu, Haiyan; Wang, Ruodu
38
2018
Worst-case range value-at-risk with partial information. Zbl 1408.91240
Li, Lujun; Shao, Hui; Wang, Ruodu; Yang, Jingping
15
2018
Asymptotic equivalence of risk measures under dependence uncertainty. Zbl 1403.91188
Cai, Jun; Liu, Haiyan; Wang, Ruodu
11
2018
Pareto-optimal reinsurance arrangements under general model settings. Zbl 1422.91329
Cai, Jun; Liu, Haiyan; Wang, Ruodu
34
2017
Risk bounds for factor models. Zbl 1443.91338
Bernard, Carole; Rüschendorf, Ludger; Vanduffel, Steven; Wang, Ruodu
20
2017
Collective risk models with dependence uncertainty. Zbl 1390.91196
Liu, Haiyan; Wang, Ruodu
9
2017
Joint mixability. Zbl 1382.60022
Wang, Bin; Wang, Ruodu
32
2016
Bernoulli and tail-dependence compatibility. Zbl 1385.60029
Embrechts, Paul; Hofert, Marius; Wang, Ruodu
19
2016
General convex order on risk aggregation. Zbl 1401.91148
Jakobsons, Edgars; Han, Xiaoying; Wang, Ruodu
13
2016
Regulatory arbitrage of risk measures. Zbl 1480.91326
Wang, Ruodu
4
2016
Diversification limit of quantiles under dependence uncertainty. Zbl 1397.60059
Bignozzi, Valeria; Mao, Tiantian; Wang, Bin; Wang, Ruodu
2
2016
Aggregation-robustness and model uncertainty of regulatory risk measures. Zbl 1327.62326
Embrechts, Paul; Wang, Bin; Wang, Ruodu
58
2015
Extremal dependence concepts. Zbl 1426.62156
Puccetti, Giovanni; Wang, Ruodu
50
2015
Extreme negative dependence and risk aggregation. Zbl 1329.60047
Wang, Bin; Wang, Ruodu
15
2015
How superadditive can a risk measure be? Zbl 1338.91080
Wang, Ruodu; Bignozzi, Valeria; Tsanakas, Andreas
14
2015
Detecting complete and joint mixability. Zbl 1310.60010
Puccetti, Giovanni; Wang, Ruodu
11
2015
Seven proofs for the subadditivity of expected shortfall. Zbl 1331.91203
Embrechts, Paul; Wang, Ruodu
10
2015
Elicitable distortion risk measures: a concise proof. Zbl 1320.91097
Wang, Ruodu; Ziegel, Johanna F.
8
2015
Composite Bernstein copulas. Zbl 1390.62093
Yang, Jingping; Chen, Zhijin; Wang, Fang; Wang, Ruodu
6
2015
On aggregation sets and lower-convex sets. Zbl 1321.60033
Mao, Tiantian; Wang, Ruodu
5
2015
CreditRisk\(^+\) model with dependent risk factors. Zbl 1414.91402
Wang, Ruodu; Peng, Liang; Yang, Jingping
5
2015
Current open questions in complete mixability. Zbl 1328.60023
Wang, Ruodu
2
2015
Risk aggregation with dependence uncertainty. Zbl 1291.91090
Bernard, Carole; Jiang, Xiao; Wang, Ruodu
57
2014
Asymptotic bounds for the distribution of the sum of dependent random variables. Zbl 1320.60045
Wang, Ruodu
12
2014
Sum of arbitrarily dependent random variables. Zbl 1309.60029
Wang, Ruodu
4
2014
Empirical likelihood test for high dimensional linear models. Zbl 1288.62071
Peng, Liang; Qi, Yongcheng; Wang, Ruodu
3
2014
Bounds for the sum of dependent risks and worst value-at-risk with monotone marginal densities. Zbl 1266.91038
Wang, Ruodu; Peng, Liang; Yang, Jingping
59
2013
Jackknife empirical likelihood test for equality of two high dimensional means. Zbl 1379.62041
Wang, Ruodu; Peng, Liang; Qi, Yongcheng
25
2013
Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates. Zbl 1290.62019
Puccetti, Giovanni; Wang, Bin; Wang, Ruodu
20
2013
Tests for covariance matrix with fixed or divergent dimension. Zbl 1277.62151
Zhang, Rongmao; Peng, Liang; Wang, Ruodu
10
2013
Jackknife empirical likelihood for parametric copulas. Zbl 1281.62137
Wang, Ruodu; Peng, Liang; Yang, Jingping
2
2013
Advances in complete mixability. Zbl 1245.60020
Puccetti, Giovanni; Wang, Bin; Wang, Ruodu
24
2012
Jackknife empirical likelihood method for some risk measures and related quantities. Zbl 1284.62205
Peng, Liang; Qi, Yongcheng; Wang, Ruodu; Yang, Jingping
9
2012
The complete mixability and convex minimization problems with monotone marginal densities. Zbl 1229.60019
Wang, Bin; Wang, Ruodu
67
2011
Jackknife empirical likelihood intervals for Spearman’s rho. Zbl 1291.62117
Wang, Ruodu; Peng, Liang
2
2011
A class of multivariate copulas with bivariate Fréchet marginal copulas. Zbl 1231.91253
Yang, Jingping; Qi, Yongcheng; Wang, Ruodu
8
2009
all top 5

Cited by 586 Authors

64 Wang, Ruodu
16 Rüschendorf, Ludger
15 Puccetti, Giovanni
13 Boonen, Tim J.
12 Bernard, Carole L.
12 Vanduffel, Steven
12 Wang, Bin
11 Ahn, Jae Youn
11 Mao, Tiantian
10 Yang, Jingping
9 Hofert, Marius
9 Liu, Haiyan
8 Embrechts, Paul
7 Cheung, Ka Chun
7 Jiang, Wenjun
7 Peng, Liang
7 Zhao, Yichuan
6 Fissler, Tobias
6 Ghossoub, Mario
6 Koike, Takaaki
6 Ramdas, Aaditya K.
6 Vovk, Vladimir G.
6 Zitikis, Ričardas
5 Grünwald, Peter D.
5 Hu, Taizhong
5 Lee, Woojoo
5 Liu, Fangda
5 Liu, Peng
5 Mai, Jan-Frederik
5 Mesiar, Radko
5 Wei, Yunran
4 Ansari, Jonathan
4 Bignozzi, Valeria
4 Chi, Yichun
4 Fuchs, Sebastian L.
4 Guo, Jia
4 Lo, Ambrose
4 Oh, Rosy
4 Su, Jianxi
4 Tang, Qihe
4 Yuan, Zhongyi
4 Zhang, Jinting
4 Zhou, Bu
4 Ziegel, Johanna F.
3 Asimit, Alexandru V.
3 Bellini, Fabio
3 Chen, Yuyu
3 Chong, Wing Fung
3 Cossette, Hélène
3 Denuit, Michel M.
3 Dhaene, Jan
3 Eckstein, Stephan
3 Fontana, Roberto
3 Foygel Barber, Rina
3 Jakobsons, Edgars
3 Lin, Liyuan
3 Linders, Daniël
3 Marceau, Étienne
3 Munari, Cosimo
3 Ren, Jiandong
3 Righi, Marcelo Brutti
3 Rigo, Pietro
3 Rosazza Gianin, Emanuela
3 Schied, Alexander
3 Semeraro, Patrizia
3 Shao, Hui
3 Sheikhi, Ayyub
3 Shen, Yi
3 Tsanakas, Andreas
3 Wang, Qiuqi
3 Wei, Linxiao
3 Xie, Jiehua
3 Xu, Zuoquan
3 Young, Virginia R.
3 Zhang, Yiying
2 Bondarenko, Oleg
2 Cai, Jun
2 Canna, Gabriele
2 Centrone, Francesca
2 Chen, Sixia
2 Chen, Yanhong
2 Chen, Zhiping
2 Cornilly, Dries
2 Dang, Xin
2 Delbaen, Freddy
2 Durante, Fabrizio
2 Fadina, Tolulope
2 Fang, Ying
2 Feng, Runhuan
2 Furman, Edward
2 Glasserman, Paul
2 Gribkova, Nadezhda Viktorovna
2 Guillen, Montserrat
2 Han, Xia
2 Hanbali, Hamza
2 Herdegen, Martin
2 Hong, Hanping
2 Jiang, Hongyan
2 Kato, Shogo
2 Klement, Erich Peter
...and 486 more Authors
all top 5

Cited in 100 Serials

63 Insurance Mathematics & Economics
20 Journal of Multivariate Analysis
18 Statistics & Probability Letters
17 Scandinavian Actuarial Journal
17 Dependence Modeling
13 ASTIN Bulletin
11 European Journal of Operational Research
11 Mathematical Finance
10 Finance and Stochastics
10 North American Actuarial Journal
7 The Annals of Statistics
7 Journal of Applied Probability
7 Mathematics of Operations Research
7 Communications in Statistics. Theory and Methods
7 SIAM Journal on Financial Mathematics
7 European Actuarial Journal
7 Statistics & Risk Modeling
6 Annals of Operations Research
6 Extremes
5 Journal of Statistical Planning and Inference
5 Operations Research
5 Journal of Statistical Computation and Simulation
5 Computational Statistics and Data Analysis
5 Electronic Journal of Statistics
4 Journal of the American Statistical Association
4 Statistical Science
4 Statistica Sinica
4 Mathematics and Financial Economics
3 Fuzzy Sets and Systems
3 Journal of Computational and Applied Mathematics
3 Operations Research Letters
3 Acta Mathematicae Applicatae Sinica. English Series
3 International Journal of Approximate Reasoning
3 Communications in Statistics. Simulation and Computation
3 Mathematical Problems in Engineering
3 International Journal of Theoretical and Applied Finance
3 Quantitative Finance
3 Science China. Mathematics
2 The Canadian Journal of Statistics
2 Scandinavian Journal of Statistics
2 Annals of the Institute of Statistical Mathematics
2 Journal of Mathematical Economics
2 Journal of Theoretical Probability
2 The Annals of Applied Probability
2 Bernoulli
2 Probability in the Engineering and Informational Sciences
2 Methodology and Computing in Applied Probability
2 Computational Management Science
2 Iranian Journal of Fuzzy Systems
2 Journal of Industrial and Management Optimization
2 Journal of the Korean Statistical Society
2 The Annals of Applied Statistics
2 Probability Surveys
2 Journal of Business and Economic Statistics
2 Sankhyā. Series A
2 Journal of the Japan Statistical Society. Japanese Issue
1 Advances in Applied Probability
1 Journal of Mathematical Analysis and Applications
1 Physica A
1 Applied Mathematics and Optimization
1 Information Sciences
1 Journal of Econometrics
1 Journal of Optimization Theory and Applications
1 Kybernetika
1 SIAM Journal on Control and Optimization
1 Statistica
1 Optimization
1 Computers & Operations Research
1 Asia-Pacific Journal of Operational Research
1 Journal of Economic Dynamics & Control
1 Applications of Mathematics
1 Discrete Event Dynamic Systems
1 Computational Statistics
1 Stochastic Processes and their Applications
1 Mathematical Programming. Series A. Series B
1 Indagationes Mathematicae. New Series
1 SIAM Journal on Optimization
1 Test
1 Statistical Papers
1 Economic Theory
1 Applied Mathematical Finance
1 Electronic Journal of Probability
1 Electronic Communications in Probability
1 Abstract and Applied Analysis
1 Acta et Commentationes Universitatis Tartuensis de Mathematica
1 Lobachevskii Journal of Mathematics
1 Journal of Systems Science and Complexity
1 4OR
1 Review of Derivatives Research
1 Journal of the Indonesian Mathematical Society
1 Statistical Methods and Applications
1 Discrete Optimization
1 Frontiers of Mathematics in China
1 Set-Valued and Variational Analysis
1 Chilean Journal of Statistics
1 EURO Journal on Computational Optimization
1 AIMS Mathematics
1 Statistical Theory and Related Fields
1 Probability, Uncertainty and Quantitative Risk
1 OJMO. Open Journal of Mathematical Optimization

Citations by Year