Quantile-based risk sharing with heterogeneous beliefs
Embrechts, Paul, Liu, Haiyan, Mao, Tiantian, Wang, Ruodu
Published in Mathematical programming (01.06.2020)
Published in Mathematical programming (01.06.2020)
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Journal Article
An academic response to Basel 3.5
Embrechts, Paul, Puccetti, Giovanni, Rüschendorf, Ludger, Wang, Ruodu, Beleraj, Antonela
Published in Risks (Basel) (01.03.2014)
Published in Risks (Basel) (01.03.2014)
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Journal Article
False discovery rate control with e‐values
Wang, Ruodu, Ramdas, Aaditya
Published in Journal of the Royal Statistical Society. Series B, Statistical methodology (01.07.2022)
Published in Journal of the Royal Statistical Society. Series B, Statistical methodology (01.07.2022)
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Journal Article
A theory of multivariate stress testing
Millossovich, Pietro, Tsanakas, Andreas, Wang, Ruodu
Published in European journal of operational research (01.11.2024)
Published in European journal of operational research (01.11.2024)
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Journal Article