168 citations · 455 across the 62 of their papers we have counts for
Showing 2014Show all
3 papers · 1 filter
math.PR2014★ 1 cited
Current Open Questions in Complete Mixability
Ruodu Wang
Complete and joint mixability has raised considerable interest in recent few years, in both the theory of distributions with given margins, and applications in discrete optimizatio…
math.PR2014★ 2 cited
Extreme Negative Dependence and Risk Aggregation
Bin Wang, Ruodu Wang
We introduce the concept of an extremely negatively dependent (END) sequence of random variables with a given common marginal distribution. The END structure, as a new benchmark fo…
q-fin.RM2014★ 2 cited
Distortion Risk Measures and Elicitability
Ruodu Wang, Johanna F. Ziegel
We discuss equivalent axiomatic characterizations of distortion risk measures, and give a novel and concise proof of the characterization of elicitable distortion risk measures. El…