Concepedia

Ruodu Wang

RW

Statistics

Publications

77

Citations

3.3K

H-Index

32

Active since

2009

Affiliations

University of Waterloo(Current)

Peking University

Royal Holloway University of London

Georgia Institute of Technology

Ruodu Wang is an author at University of Waterloo specializing in probability theory, risk theory, and financial economics.

Publications per year

2009–2025

77

Publications

77

An Academic Response to Basel 3.5

Paul Embrechts, Giovanni Puccetti, Ludger Rüschendorf et al. · Risks · 2014 · 256 citations · Full text

Management, Finance, Risk Management +12

The complete mixability and convex minimization problems with monotone marginal densities

Bin Wang, Ruodu Wang · Journal of Multivariate Analysis · 2011 · 162 citations

Natural Sciences, Mathematics, Optimization +13

Quantile-Based Risk Sharing

Paul Embrechts, Haiyan Liu, Ruodu Wang · Operations Research · 2018 · 159 citations

Management, Economics, Risk Management +17

Risk aggregation with dependence uncertainty

Carole Bernard, Xiao Jiang, Ruodu Wang · Insurance Mathematics and Economics · 2013 · 157 citations

Business, Finance, Risk Management +14

Bounds for the sum of dependent risks and worst Value-at-Risk with monotone marginal densities

Ruodu Wang, Liang Peng, Jingping Yang · Finance and Stochastics · 2013 · 153 citations

Business, Risk Management, Probability Theory +11

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