Publications (21)
Higher-order Gini indices: An axiomatic approach
Xia Han, Ruodu Wang, Qinyu Wu
Via an axiomatic approach, we characterize the family of n-th order Gini deviation, defined as the expected range over n independent draws from a distribution, to quantify joint di…
Exploratory mean-variance portfolio selection with Choquet regularizers
Junyi Guo, Xia Han, Hao Wang
In this paper, we study a continuous-time exploratory mean-variance (EMV) problem under the framework of reinforcement learning (RL), and the Choquet regularizers are used to measu…
Robustness Assessment and Enhancement of Text Watermarking for Google's SynthID
Xia Han, Qi Li, Jianbing Ni +1
Recent advances in LLM watermarking methods such as SynthID-Text by Google DeepMind offer promising solutions for tracing the provenance of AI-generated text. However, our robustne…
Optimal Insurance Menu Design under the Expected-Value Premium Principle
Xia Han, Bin Li
This paper studies optimal insurance design under asymmetric information in a Stackelberg framework, where a monopolistic insurer faces uncertainty about both the insured's risk at…
Diversification quotients: Quantifying diversification via risk measures
Xia Han, Liyuan Lin, Ruodu Wang
We establish the first axiomatic theory for diversification indices using six intuitive axioms: non-negativity, location invariance, scale invariance, rationality, normalization, a…
Multilinear -type Calderon--Zygmund operators and their commutators on products of weighted amalgam spaces
Xia Han, Hua Wang
In this paper, we first introduce several new classes of weighted amalgam spaces. Then we discuss both strong type and weak type estimates for certain multilinear -type CalderÃ…