| Distortion riskmetrics on general spaces Q Wang, R Wang, Y Wei ASTIN Bulletin: The Journal of the IAA 50 (3), 827-851, 2020 | 41 | 2020 |
| Bayes risk, elicitability, and the Expected Shortfall P Embrechts, T Mao, Q Wang, R Wang Mathematical Finance 31 (4), 1190-1217, 2021 | 28 | 2021 |
| E-backtesting Q Wang, R Wang, J Ziegel arXiv preprint arXiv:2209.00991, 2022 | 27 | 2022 |
| Optimizing distortion riskmetrics with distributional uncertainty SM Pesenti, Q Wang, R Wang Mathematical Programming, 1-56, 2024 | 19 | 2024 |
| Cash-subadditive risk measures without quasi-convexity X Han, Q Wang, R Wang, J Xia arXiv preprint arXiv:2110.12198, 2021 | 13 | 2021 |
| Real option signaling games of debt financing using equity guarantee swaps under asymmetric information Q Wang, YK Kwok International Journal of Theoretical and Applied Finance 23 (05), 2050036, 2020 | 6 | 2020 |
| Signaling game models of equity financing under information asymmetry and finite project life Q Wang, YK Kwok International Journal of Financial Engineering 6 (01), 1950002, 2019 | 5 | 2019 |
| Risk measures induced by efficient insurance contracts Q Wang, R Wang, R Zitikis Insurance: Mathematics and Economics 103, 56-65, 2022 | 4 | 2022 |
| Simulation and data analysis for e-backtesting Q Wang, R Wang, J Ziegel Available at SSRN 4346325, 2023 | 3 | 2023 |
| Optimal insurance design with Lambda-Value-at-Risk TJ Boonen, Y Chen, X Han, Q Wang arXiv preprint arXiv:2408.09799, 2024 | 1 | 2024 |
| A Revisit of the Optimal Excess-of-Loss Contract E Aboagye, V Asimit, TC Fung, L Peng, Q Wang arXiv preprint arXiv:2405.00188, 2024 | | 2024 |
| Characterizing, optimizing and backtesting metrics of risk Q Wang University of Waterloo, 2023 | | 2023 |
Ruodu WangUniversity of Waterloo確認したメール アドレス: uwaterloo.ca