An academic response to Basel 3.5 P Embrechts, G Puccetti, L Rüschendorf, R Wang, A Beleraj Risks 2 (1), 25-48, 2014 | 249 | 2014 |
Combining p-values via averaging V Vovk, R Wang Biometrika 107 (4), 791-808, 2020 | 196 | 2020 |
Aggregation-robustness and model uncertainty of regulatory risk measures P Embrechts, B Wang, R Wang Finance and Stochastics 19 (4), 763-790, 2015 | 168 | 2015 |
E-values: Calibration, combination, and applications V Vovk, R Wang Annals of Statistics 49 (3), 1736-1754, 2021 | 163 | 2021 |
The complete mixability and convex minimization problems with monotone marginal densities B Wang, R Wang Journal of Multivariate Analysis 102 (10), 1344-1360, 2011 | 156 | 2011 |
Quantile-based risk sharing P Embrechts, H Liu, R Wang Operations Research 66 (4), 936-949, 2018 | 155 | 2018 |
Bounds for the sum of dependent risks and worst Value-at-Risk with monotone marginal densities R Wang, L Peng, J Yang Finance and Stochastics 17 (2), 395-417, 2013 | 145 | 2013 |
Risk aggregation with dependence uncertainty C Bernard, X Jiang, R Wang Insurance: Mathematics and Economics 54, 93-108, 2014 | 138 | 2014 |
Extremal dependence concepts G Puccetti, R Wang Statistical Science 30 (4), 485-517, 2015 | 118 | 2015 |
Gini-type measures of risk and variability: Gini shortfall, capital allocations, and heavy-tailed risks E Furman, R Wang, R Zitikis Journal of Banking & Finance 83, 70-84, 2017 | 105 | 2017 |
An Axiomatic Foundation for the Expected Shortfall R Wang, R Zitikis Management Science 67 (3), 1413-1429, 2021 | 96 | 2021 |
Joint mixability B Wang, R Wang Mathematics of Operations Research 41 (3), 808-826, 2016 | 80 | 2016 |
False discovery rate control with e-values R Wang, A Ramdas Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2022 | 71 | 2022 |
Characterization, robustness and aggregation of signed Choquet integrals R Wang, Y Wei, G Willmot Mathematics of Operations Research 93, 288-300, 2020 | 70 | 2020 |
Pareto-optimal reinsurance arrangements under general model settings J Cai, H Liu, R Wang Insurance: Mathematics and Economics 77, 24-37, 2017 | 67 | 2017 |
Seven Proofs for the Subadditivity of Expected Shortfall P Embrechts, R Wang Dependence Modeling 3, 126-140, 2015 | 67 | 2015 |
A theory for measures of tail risk F Liu, R Wang Mathematics of Operations Research 46 (3), 1109-1128, 2021 | 56 | 2021 |
Risk aversion in regulatory capital principles T Mao, R Wang SIAM Journal on Financial Mathematics 11 (1), 169-200, 2020 | 55* | 2020 |
Risk bounds for factor models C Bernard, L Rüschendorf, S Vanduffel, R Wang Finance and Stochastics 21, 631-659, 2017 | 55 | 2017 |
Worst-Case Range Value-at-Risk with Partial Information L Li, H Shao, R Wang, J Yang SIAM Journal on Financial Mathematics 9 (1), 190-218, 2018 | 52 | 2018 |