← All authors Ruodu Wang University of Waterloo (from arXiv:2607.14414, 2026) · ORCID · OpenAlex
121 papers in scope · 120 published · 1 on the econ.EM arXiv · 2,858 citations · h-index 28 (over the papers listed here)
Papers (1 of 121)
working paper 2026 · arXiv
Newsvendor Under Ambiguity and Misspecification
published 2026 · Manufacturing & Service Operations Management · first circulated 2024
with Feng Liu, Z Chen, Shuming Wang, Zhi Chen
Characterizing Fractional-Degree Stochastic Dominance by Invariance Laws
published 2026 · Decision Analysis · 1 citations · first circulated 2022
with Tiantian Mao, Lin Zhao
Guest Editors' Introduction to the Special Issue on Advances in Risk Modelling
published 2026 · Canadian Journal of Statistics
with Johanna Nešlehová, Rdiger Frey, Alexander J. McNeil, Natalia Nolde
Elicitability and Identifiability of Tail Risk Measures
published 2025 · Mathematical Finance · 1 citations · first circulated 2024
Risk Sharing, Measuring Variability, and Distortion Riskmetrics
published 2025 · Mathematical Finance · 1 citations · first circulated 2023
with Jean-Gabriel Lauzier, Liyuan Lin
Prudence and higher-order risk attitudes in the rank-dependent utility model
published 2025 · Journal of Mathematical Economics · first circulated 2024
with Qinyu Wu
Editorial: Special issue on risk sharing
published 2025 · Astin Bulletin
with An Chen, Steven Vanduffel
Max-and min-stability under first-order stochastic dominance
published 2025 · Mathematics and Financial Economics · first circulated 2024
Hypothesis Testing with E-values
published 2025 · Foundations and Trends® in Statistics · 12 citations · first circulated 2024
Subuniformity of harmonic mean p‐values
published 2025 · Canadian Journal of Statistics · 1 citations
with Yuyu Chen, Yuming Wang, Wenhao Zhu
Distorted Optimal Transport
published 2025 · Mathematics of Operations Research · 1 citations · first circulated 2023
with Haiyan Liu, Bin Wang, Sheng Chao Zhuang
A duality between utility transforms and probability distortions
published 2025 · Theory and Decision · 1 citations · first circulated 2023
Risk exchange under infinite-mean Pareto models
published 2025 · Insurance Mathematics and Economics · 2 citations · first circulated 2024
with Yuyu Chen, Paul Embrechts
Counter-monotonic risk allocations and distortion risk measures
published 2025 · Scandinavian Actuarial Journal · 1 citations
with Mario Ghossoub, Qinghua Ren
The reference interval in higher-order stochastic dominance
published 2025 · Economic Theory Bulletin · 1 citations · first circulated 2024
with Qinyu Wu
Risk Aversion and Insurance Propensity
published 2025 · American Economic Review · 2 citations · first circulated 2023
with Fabio Maccheroni, Mássimo Marinacci, Qinyu Wu
The Checkerboard Copula and Dependence Concepts
published 2025 · SIAM Journal on Financial Mathematics · 1 citations · first circulated 2024
with Liyuan Lin, Ruixun Zhang, Chaoyi Zhao
Combining exchangeable P -values
published 2025 · Proceedings of the National Academy of Sciences · 4 citations · first circulated 2024
Multiple testing under negative dependence
published 2025 · Bernoulli · 6 citations · first circulated 2022
Diversification for infinite-mean Pareto models without risk aversion
published 2025 · European Journal of Operational Research · 3 citations · first circulated 2024
with Yuyu Chen, Taizhong Hu, Zhenfeng Zou
The only admissible way of merging arbitrary e -values
published 2025 · Biometrika · 5 citations
Anticomonotonicity for preference axioms: The natural counterpart to comonotonicity
published 2025 · Theoretical Economics · 1 citations · first circulated 2023
with Giulio Principi, Peter P. Wakker
Game-theoretic Statistical Inference: Optional Sampling, Universal Inference, and Multiple Testing Based on E-values
published 2024 · Oberwolfach Reports
Convolution Bounds on Quantile Aggregation
published 2024 · Operations Research · 14 citations · first circulated 2020
Probabilistic risk aversion for generalized rank-dependent functions
published 2024 · Economic Theory · 2 citations · first circulated 2022
with Qinyu Wu
True and false discoveries with independent and sequential e ‐values
published 2024 · Canadian Journal of Statistics · 6 citations · first circulated 2019
with Vladimir Vovk
A new characterization of second-order stochastic dominance
published 2024 · Insurance Mathematics and Economics
with Yuanying Guan, Muqiao Huang
On the existence of powerful p-values and e-values for composite hypotheses
published 2024 · The Annals of Statistics · 5 citations · first circulated 2023
Testing the mean and variance by e -processes
published 2024 · Biometrika · 3 citations
with Yixuan Fan, Zhanyi Jiao
Invariant correlation under marginal transforms
published 2024 · Journal of Multivariate Analysis · 1 citations · first circulated 2023
with Takaaki Koike, Liyuan Lin
A Theory of Credit Rating Criteria
published 2024 · Management Science · 6 citations
with Nan Guo, Steven Kou, Bin Wang
Proposer of the vote of thanks to Grünwald, de Heide, and Koolen and contribution to the Discussion of ‘Safe testing’
published 2024 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1 citations
A theory of multivariate stress testing
published 2024 · European Journal of Operational Research · 3 citations · first circulated 2021
with Pietro Millossovich, Andreas Tsanakas
Technical Note—An Unexpected Stochastic Dominance: Pareto Distributions, Dependence, and Diversification
published 2024 · Operations Research · 15 citations · first circulated 2022
with Yuyu Chen, Paul Embrechts
A framework for measures of risk under uncertainty
published 2024 · Finance and Stochastics · 8 citations · first circulated 2021
with Tolulope Fadina, Yang Liu
Testing with p*-values: Between p-values, mid p-values, and e-values
published 2024 · Bernoulli · 5 citations · first circulated 2020
Post-selection inference for e-value based confidence intervals
published 2024 · Electronic Journal of Statistics · 7 citations · first circulated 2022
Nonparametric E-tests of Symmetry
published 2024 · The New England Journal of Statistics in Data Science · 7 citations
with Vladimir Vovk
Merging sequential e-values via martingales
published 2024 · Electronic Journal of Statistics · 6 citations · first circulated 2020
with Vladimir Vovk
A Reverse ES (CVaR) Optimization Formula
published 2023 · North American Actuarial Journal · 8 citations · first circulated 2022
with Yuanying Guan, Zhanyi Jiao
Ruodu Wang's contribution to the Discussion of ‘Estimating means of bounded random variables by betting’ by Waudby-Smith and Ramdas
published 2023 · Journal of the Royal Statistical Society Series B (Statistical Methodology)
E -values as unnormalized weights in multiple testing
published 2023 · Biometrika · 11 citations · first circulated 2022
Choquet Regularization for Continuous-Time Reinforcement Learning
published 2023 · 10 citations · first circulated 2022
with Xia Han, Xun Yu Zhou, Han Xia
Diversification quotients based on VaR and ES
published 2023 · Insurance Mathematics and Economics · 4 citations
with Xia Han, Liyuan Lin
Risk concentration and the mean‐expected shortfall criterion
published 2023 · Mathematical Finance · 12 citations · first circulated 2021
with Xia Han, Bin Wang, Qinyu Wu
Calibrating Distribution Models from PELVE
published 2023 · North American Actuarial Journal · 1 citations · first circulated 2022
with Hirbod Assa, Liyuan Lin
One Axiom to Rule Them All: A Minimalist Axiomatization of Quantiles
published 2023 · SIAM Journal on Financial Mathematics · 4 citations · first circulated 2021
with Tolulope Fadina, Peng Liu
Pairwise counter-monotonicity
published 2023 · Insurance Mathematics and Economics · 9 citations
with Jean-Gabriel Lauzier, Liyuan Lin
Confidence and Discoveries with E-values
published 2023 · Statistical Science · 17 citations · first circulated 2019
with Vladimir Vovk
Fractional stochastic dominance in rank-dependent utility and cumulative prospect theory
published 2022 · Journal of Mathematical Economics · 6 citations
with Tiantian Mao
Parametric measures of variability induced by risk measures
published 2022 · Insurance Mathematics and Economics · 21 citations · first circulated 2020
with Fabio Bellini, Tolulope Fadina, Yunran Wei
An impossibility theorem on capital allocation
published 2022 · Scandinavian Actuarial Journal · 7 citations · first circulated 2021
with Yuanying Guan, Andreas Tsanakas
Star-Shaped Risk Measures
published 2022 · Operations Research · 45 citations · first circulated 2021
with Erio Castagnoli, Giacomo Cattelan, Fabio Maccheroni, Claudio Tebaldi
PELVE: Probability Equivalent Level of VaR and ES
published 2022 · Journal of Econometrics · 26 citations · first circulated 2019
with Hengxin Li, Hanson Li
Variance comparison between infinitesimal perturbation analysis and likelihood ratio estimators to stochastic gradient
published 2022 · Operations Research Letters · 2 citations · first circulated 2021
with Zhenyu Cui, Yanchu Liu
Optimal insurance to maximize RDEU under a distortion-deviation premium principle
published 2022 · Insurance Mathematics and Economics · 10 citations · first circulated 2021
with Xiaoqing Liang, Virginia R. Young
Admissible ways of merging p-values under arbitrary dependence
published 2022 · The Annals of Statistics · 37 citations · first circulated 2020
with Vladimir Vovk, Bin Wang
False Discovery Rate Control with E-values
published 2022 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 75 citations · first circulated 2020
Risk aggregation under dependence uncertainty and an order constraint
published 2021 · Insurance Mathematics and Economics · 2 citations
with Yuyu Chen, Liyuan Lin
Trade-off Between Validity and Efficiency of Merging P-Values Under Arbitrary Dependence
published 2021 · Statistica Sinica · 8 citations · first circulated 2020
with Yuyu Chen, Peng Liu, Ken Seng Tan
Ordering and inequalities for mixtures on risk aggregation
published 2021 · Mathematical Finance · first circulated 2020
with Yuyu Chen, Peng Liu, Yang Liu
E-values: Calibration, combination and applications
published 2021 · The Annals of Statistics · 16 citations
with Vladimir Vovk
Bayes risk, elicitability, and the Expected Shortfall
published 2021 · Mathematical Finance · 26 citations · first circulated 2020
with Paul Embrechts, Tiantian Mao, Qiuqi Wang
Stochastic decomposition for ℓ p -norm symmetric survival functions on the positive orthant
published 2021 · Journal of Multivariate Analysis · 3 citations · first circulated 2020
with Jan-Frederik Mai
Ruodu Wang’s Contribution to the Discussion of ‘Testing by Betting: A Strategy for Statistical and Scientific Communication’ by Glenn Shafer
published 2021 · Journal of the Royal Statistical Society Series A (Statistics in Society) · 1 citations
Risk Measures Induced by Efficient Insurance Contracts
published 2021 · Insurance Mathematics and Economics
Competitive equilibria in a comonotone market
published 2020 · Economic Theory · 19 citations · first circulated 2017
with Tim J. Boonen, Fangda Liu
DISTORTION RISKMETRICS ON GENERAL SPACES
published 2020 · Astin Bulletin · 53 citations · first circulated 2019
with Qiuqi Wang, Yunran Wei
Characterizing optimal allocations in quantile-based risk sharing
published 2020 · Insurance Mathematics and Economics · 17 citations · first circulated 2018
with Yunran Wei
Risk functionals with convex level sets
published 2020 · Mathematical Finance · 26 citations · first circulated 2018
with Yunran Wei
Combining p -values via averaging
published 2020 · Biometrika · 151 citations · first circulated 2012
with Vladimir Vovk
Is the inf-convolution of law-invariant preferences law-invariant?
published 2020 · Insurance Mathematics and Economics · 17 citations · first circulated 2019
with Peng Liu, Linxiao Wei
Risk Aversion in Regulatory Capital Principles
published 2020 · SIAM Journal on Financial Mathematics · 44 citations
with Tiantian Mao
Adjusted Expected Shortfall
published 2020 · Journal of Banking & Finance · 1 citations
with Matteo Burzoni, Cosimo Munari
Convex risk functionals: Representation and applications
published 2019 · Insurance Mathematics and Economics · 34 citations · first circulated 2018
with Fangda Liu, Jun Cai, Christiane Lemieux
Dual utilities on risk aggregation under dependence uncertainty
published 2019 · Finance and Stochastics · 18 citations · first circulated 2017
with Zuo Quan Xu, Xun Yu Zhou
Distributional compatibility for change of measures
published 2019 · Finance and Stochastics · 12 citations · first circulated 2017
with Jie Shen, Yi Shen, Bin Wang
Compatible matrices of Spearman’s rank correlation
published 2019 · Statistics & Probability Letters · 19 citations · first circulated 2018
with Bin Wang, Yuming Wang
An efficient approach to quantile capital allocation and sensitivity analysis
published 2019 · Mathematical Finance · 40 citations
with Alexandru V. Asimit, Liang Peng, Alex Yu
Quantile-Based Risk Sharing
published 2018 · Operations Research · 161 citations · first circulated 2016
with Paul Embrechts, Haiyan Liu
Random locations of periodic stationary processes
published 2018 · Stochastic Processes and their Applications · first circulated 2016
with Jie Shen, Yi Shen
Centers of probability measures without the mean
published 2018 · Journal of Theoretical Probability · 12 citations · first circulated 2017
with Giovanni Puccetti, Pietro Rigo, Bin Wang
Scenario-Based Risk Evaluation
published 2018 · Finance and Stochastics · 3 citations
Weak Comonotonicity
published 2018 · European Journal of Operational Research · 1 citations
Worst-Case Range Value-at-Risk with Partial Information
published 2018 · SIAM Journal on Financial Mathematics · 66 citations · first circulated 2017
with Lujun Li, Hui Shao, Jingping Yang, LI Lu-jun
Robustness in the Optimization of Risk Measures
published 2018 · Operations Research · 3 citations
with Paul Embrechts, Alexander Schied
Pareto-optimal reinsurance arrangements under general model settings
published 2017 · Insurance Mathematics and Economics · 64 citations
with Jun Cai, Haiyan Liu
Gini-type measures of risk and variability: Gini shortfall, capital allocations, and heavy-tailed risks
published 2017 · Journal of Banking & Finance · 113 citations · first circulated 2016
Risk bounds for factor models
published 2017 · Finance and Stochastics · 51 citations · first circulated 2015
with Carole Bernard, Ludger Rüschendorf, Steven Vanduffel, Ludger RRschendorf
COLLECTIVE RISK MODELS WITH DEPENDENCE UNCERTAINTY
published 2017 · Astin Bulletin · 18 citations
with Haiyan Liu
ASYMPTOTIC EQUIVALENCE OF RISK MEASURES UNDER DEPENDENCE UNCERTAINTY
published 2016 · Mathematical Finance · 29 citations · first circulated 2015
with Jun Cai, Haiyan Liu
Regulatory arbitrage of risk measures
published 2016 · Quantitative Finance · 32 citations · first circulated 2014
Diversification limit of quantiles under dependence uncertainty
published 2016 · Extremes · 8 citations · first circulated 2015
with Valeria Bignozzi, Tiantian Mao, Bin Wang
Extremal Dependence Concepts
published 2015 · Statistical Science · 120 citations
with Giovanni Puccetti
Seven Proofs for the Subadditivity ofExpected Shortfall
published 2015 · Dependence Modeling · 49 citations
with Paul Embrechts
Computation of credit portfolio loss distribution by a cross entropy method
published 2015 · Journal of Applied Mathematics and Computing · 3 citations
with Xiaoying Han
Aggregation-robustness and model uncertainty of regulatory risk measures
published 2015 · Finance and Stochastics · 56 citations
with Paul Embrechts, Bin Wang
COMPOSITE BERNSTEIN COPULAS
published 2015 · Astin Bulletin · 13 citations
with Jingping Yang, Zhijin Chen, Fang Wang
Elicitable distortion risk measures: A concise proof
published 2015 · Statistics & Probability Letters · 29 citations
General convex order on risk aggregation
published 2015 · Scandinavian Actuarial Journal · 40 citations
with Edgars Jakobsons, Xiaoying Han
Extreme negative dependence and risk aggregation
published 2015 · Journal of Multivariate Analysis · 25 citations · first circulated 2014
with Bin Wang
How Superadditive Can a Risk Measure Be?
published 2015 · SIAM Journal on Financial Mathematics · 33 citations · first circulated 2013
with Valeria Bignozzi, Andreas Tsanakas
CreditRisk + Model with Dependent Risk Factors
published 2014 · North American Actuarial Journal · 11 citations
with Liang Peng, Jingping Yang
On aggregation sets and lower-convex sets
published 2014 · Journal of Multivariate Analysis · 14 citations
with Tiantian Mao
Detecting complete and joint mixability
published 2014 · Journal of Computational and Applied Mathematics · 24 citations
with Giovanni Puccetti
Asymptotic Bounds for the Distribution of the Sum of Dependent Random Variables
published 2014 · Journal of Applied Probability · 17 citations
An Academic Response to Basel 3.5
published 2014 · Risks · 256 citations
with Paul Embrechts, Giovanni Puccetti, Ludger Rüschendorf, Antonela Beleraj
Empirical likelihood test for high dimensional linear models
published 2014 · Statistics & Probability Letters · 7 citations
with Liang Peng, Yongcheng Qi
Sum of arbitrarily dependent random variables
published 2014 · Electronic Journal of Probability · 9 citations
Interval Estimation for Bivariate t-Copulas via Kendall’s Tau
published 2014 · Variance
with Liang Peng
Risk aggregation with dependence uncertainty
published 2013 · Insurance Mathematics and Economics · 157 citations
with Carole Bernard, Xiao Jiang, Yuyu Chen, Liyuan Lin
Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates
published 2013 · Insurance Mathematics and Economics · 50 citations
with Giovanni Puccetti, Bin Wang
Jackknife Empirical Likelihood Test for Equality of Two High Dimensional Means
published 2013 · Statistica Sinica · 34 citations
with Liang Peng, Yongcheng Qi
Bounds for the sum of dependent risks and worst Value-at-Risk with monotone marginal densities
published 2013 · Finance and Stochastics · 153 citations
with Liang Peng, Jingping Yang
Advances in Complete Mixability
published 2012 · Journal of Applied Probability · 44 citations
with Giovanni Puccetti, Bin Wang
Jackknife empirical likelihood method for some risk measures and related quantities
published 2012 · Insurance Mathematics and Economics · 19 citations
with Liang Peng, Yongcheng Qi, Jingping Yang
Jackknife Empirical Likelihood Intervals for Spearman’s Rho
published 2011 · North American Actuarial Journal · 9 citations
with Liang Peng
Jackknife empirical likelihood for parametric copulas
published 2011 · Scandinavian Actuarial Journal · 4 citations
with Liang Peng, Jingping Yang
The complete mixability and convex minimization problems with monotone marginal densities
published 2011 · Journal of Multivariate Analysis · 162 citations
with Bin Wang
A class of multivariate copulas with bivariate Fréchet marginal copulas
published 2009 · Insurance Mathematics and Economics · 14 citations
with Jingping Yang, Yongcheng Qi
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