19 citations · 48 across the 8 of their papers we have counts for
8 papers
Weighted Generalized Risk Measure and Risk Quadrangle: Characterization, Optimization and Application
Yang Liu, Yunran Wei, Xintao Ye
Various financial market scenarios may cause heterogeneous risk assessments among analysts, which motivates the usage of the Generalized Risk Measure in Fadina et al. (2024, Financ…
A General Framework for Cutting Feedback within Modularised Bayesian Inference
Yang Liu, Robert J. B. Goudie
Standard Bayesian inference can build models that combine information from various sources, but this inference may not be reliable if components of a model are misspecified. Cut in…
A Geometric Perspective on Bayesian and Generalized Fiducial Inference
Yang Liu, Jan Hannig, Alexander C Murph
Post-data statistical inference concerns making probability statements about model parameters conditional on observed data. When a priori knowledge about parameters is available, p…
An axiomatic theory for anonymized risk sharing
Zhanyi Jiao, Steven Kou, Yang Liu +1
We study an axiomatic framework for anonymized risk sharing. In contrast to traditional risk sharing settings, our framework requires no information on preferences, identities, pri…
A Framework for Measures of Risk under Uncertainty
Tolulope Fadina, Yang Liu, Ruodu Wang
A risk analyst assesses potential financial losses based on multiple sources of information. Often, the assessment does not only depend on the specification of the loss random vari…
Generalized Geographically Weighted Regression Model within a Modularized Bayesian Framework
Yang Liu, Robert J. B. Goudie
Geographically weighted regression (GWR) models handle geographical dependence through a spatially varying coefficient model and have been widely used in applied science, but its g…