| Characterization, robustness, and aggregation of signed Choquet integrals R Wang, Y Wei, GE Willmot Mathematics of Operations Research 45 (3), 993-1015, 2020 | 72 | 2020 |
| Distortion riskmetrics on general spaces Q Wang, R Wang, Y Wei ASTIN Bulletin: The Journal of the IAA 50 (3), 827-851, 2020 | 39 | 2020 |
| Risk functionals with convex level sets R Wang, Y Wei Mathematical Finance 30 (4), 1337-1367, 2020 | 28 | 2020 |
| Parametric measures of variability induced by risk measures F Bellini, T Fadina, R Wang, Y Wei Insurance: Mathematics and Economics 106, 270-284, 2022 | 21 | 2022 |
| Characterizing optimal allocations in quantile-based risk sharing R Wang, Y Wei Insurance: Mathematics and Economics 93, 288-300, 2020 | 19 | 2020 |
| Risk sharing with Lambda value at risk under heterogeneous beliefs P Liu, A Tsanakas, Y Wei arXiv preprint arXiv:2408.03147, 2024 | 1 | 2024 |
| Assessing the difference between integrated quantiles and integrated cumulative distribution functions Y Wei, R Zitikis Insurance: Mathematics and Economics 111, 163-172, 2023 | 1 | 2023 |
| Some results on multivariate dependence modeling Y Wei University of Waterloo, 2015 | 1 | 2015 |
| Parametric measures of variability induced by risk measures T Fadina, F Bellini, R Wang, Y Wei arXiv, 2021 | | 2021 |
| Risk Management with Non-Convex and Non-Monotone Preferences Y Wei University of Waterloo, 2019 | | 2019 |
Ruodu WangUniversity of Waterloo在 uwaterloo.ca 的电子邮件经过验证
