Edit Profile (opens in new tab) Wang, Ruodu Co-Author Distance Author ID: wang.ruodu Published as: Wang, Ruodu Documents Indexed: 99 Publications since 2009, including 18 Additional arXiv Preprints Co-Authors: 75 Co-Authors with 92 Joint Publications 1,824 Co-Co-Authors all top 5 Co-Authors 5 single-authored 13 Wang, Bin 9 Peng, Liang 8 Embrechts, Paul 8 Mao, Tiantian 7 Yang, Jingping 6 Liu, Haiyan 5 Liu, Peng 5 Puccetti, Giovanni 5 Vovk, Vladimir G. 5 Wang, Qiuqi 5 Wei, Yunran 4 Chen, Yuyu 4 Lin, Liyuan 4 Liu, Fangda 4 Qi, Yongcheng 3 Fadina, Tolulope 3 Han, Xia 3 Liu, Yang 3 Ramdas, Aaditya K. 3 Zhang, Zhenyuan 2 Bernard, Carole L. 2 Bignozzi, Valeria 2 Cai, Jun 2 Han, Xiaoying 2 Maccheroni, Fabio 2 Nutz, Marcel 2 Schied, Alexander 2 Shen, Yi 2 Tsanakas, Andreas 2 Wei, Linxiao 2 Zhou, Xunyu 2 Ziegel, Johanna F. 2 Zitikis, Ričardas 1 Asimit, Vali 1 Bellini, Fabio 1 Blanchet, Jose H. 1 Boonen, Tim J. 1 Castagnoli, Erio 1 Cattelan, Giacomo 1 Chen, Zhijin 1 Chi, Ziyu 1 Cocks, J. 1 Cui, Zhenyu 1 Fan, Yixuan 1 Guan, Yuanying 1 Hofert, Marius 1 Jakobsons, Edgars 1 Jiang, Xiao 1 Jiao, Zhanyi 1 Kaabouchi, A. El 1 Koike, Takaaki 1 Lam, Henry 1 Lauzier, Jean-Gabriel 1 Lemieux, Christiane 1 Li, Hengxin 1 Li, Lujun 1 Liang, Xiaoqing 1 Liu, Yanchu 1 Machu, Francois-Xavier 1 Mai, Jan-Frederik 1 Marinacci, Massimo 1 Pesenti, Silvana M. 1 Rigo, Pietro 1 Rüschendorf, Ludger 1 Shao, Hui 1 Tan, Ken Seng 1 Tebaldi, Claudio 1 Vanduffel, Steven 1 Wang, Fang 1 Wang, Qiuping Alexandre 1 Wang, Yuming 1 Willmot, Gordon E. 1 Wu, Qinyu 1 Xia, Jianming 1 Xu, Zuoquan 1 Young, Virginia R. 1 Yu, Alex 1 Zhang, Rongmao 1 Zhu, Yueying 1 Zhuang, Shengchao all top 5 Serials 14 Insurance Mathematics & Economics 6 Finance and Stochastics 5 Mathematics of Operations Research 5 Mathematical Finance 4 Journal of Multivariate Analysis 4 SIAM Journal on Financial Mathematics 3 The Annals of Statistics 3 Journal of Applied Probability 3 Operations Research 3 Statistics & Probability Letters 3 Scandinavian Actuarial Journal 3 ASTIN Bulletin 2 Statistical Science 2 The Annals of Applied Probability 2 Statistica Sinica 2 North American Actuarial Journal 1 Biometrika 1 Journal of Computational and Applied Mathematics 1 Journal of Econometrics 1 Journal of Mathematical Economics 1 SIAM Journal on Control and Optimization 1 Operations Research Letters 1 Journal of Theoretical Probability 1 European Journal of Operational Research 1 Stochastic Processes and their Applications 1 Mathematical Programming. Series A. Series B 1 Economic Theory 1 Electronic Journal of Probability 1 Extremes 1 Quantitative Finance 1 Journal of Applied Mathematics and Computing 1 Probability Surveys 1 Dependence Modeling all top 5 Fields 51 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 36 Statistics (62-XX) 32 Probability theory and stochastic processes (60-XX) 3 Numerical analysis (65-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Operations research, mathematical programming (90-XX) 1 General and overarching topics; collections (00-XX) 1 Measure and integration (28-XX) 1 Computer science (68-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications 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 cited Publications top 5 cited Publications 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 all top 5 Cited in 21 Fields 232 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 221 Statistics (62-XX) 105 Probability theory and stochastic processes (60-XX) 27 Operations research, mathematical programming (90-XX) 8 Computer science (68-XX) 7 Numerical analysis (65-XX) 5 Calculus of variations and optimal control; optimization (49-XX) 4 Convex and discrete geometry (52-XX) 3 General and overarching topics; collections (00-XX) 3 Combinatorics (05-XX) 3 Systems theory; control (93-XX) 2 Measure and integration (28-XX) 2 Functional analysis (46-XX) 2 Biology and other natural sciences (92-XX) 1 History and biography (01-XX) 1 Number theory (11-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Real functions (26-XX) 1 Approximations and expansions (41-XX) 1 Geometry (51-XX) 1 Statistical mechanics, structure of matter (82-XX) Citations by Year