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Wang, Ruodu

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Author ID: wang.ruodu Recent zbMATH articles by "Wang, Ruodu"
Published as: Wang, R.; Wang, Ruodu
Documents Indexed: 71 Publications since 1988

Publications by Year

Citations contained in zbMATH Open

54 Publications have been cited 550 times in 286 Documents Cited by Year
Nonquadratic stabilization conditions for a class of uncertain nonlinear discrete time TS fuzzy models: a new approach. Zbl 1367.93333
Kruszewski, A.; Wang, R.; Guerra, T. M.
63
2008
The complete mixability and convex minimization problems with monotone marginal densities. Zbl 1229.60019
Wang, Bin; Wang, Ruodu
54
2011
Bounds for the sum of dependent risks and worst value-at-risk with monotone marginal densities. Zbl 1266.91038
Wang, Ruodu; Peng, Liang; Yang, Jingping
45
2013
Risk aggregation with dependence uncertainty. Zbl 1291.91090
Bernard, Carole; Jiang, Xiao; Wang, Ruodu
43
2014
Aggregation-robustness and model uncertainty of regulatory risk measures. Zbl 1327.62326
Embrechts, Paul; Wang, Bin; Wang, Ruodu
40
2015
Extremal dependence concepts. Zbl 1426.62156
Puccetti, Giovanni; Wang, Ruodu
30
2015
Advances in complete mixability. Zbl 1245.60020
Puccetti, Giovanni; Wang, Bin; Wang, Ruodu
20
2012
Joint mixability. Zbl 1382.60022
Wang, Bin; Wang, Ruodu
18
2016
Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates. Zbl 1290.62019
Puccetti, Giovanni; Wang, Bin; Wang, Ruodu
18
2013
Cost detectability and stability of adaptive control systems. Zbl 1113.93065
Wang, R.; Paul, A.; Stefanovic, M.; Safonov, M. G.
17
2007
Risk bounds for factor models. Zbl 1443.91338
Bernard, Carole; Rüschendorf, Ludger; Vanduffel, Steven; Wang, Ruodu
15
2017
Jackknife empirical likelihood test for equality of two high dimensional means. Zbl 1379.62041
Wang, Ruodu; Peng, Liang; Qi, Yongcheng
15
2013
Pareto-optimal reinsurance arrangements under general model settings. Zbl 1422.91329
Cai, Jun; Liu, Haiyan; Wang, Ruodu
14
2017
Bernoulli and tail-dependence compatibility. Zbl 1385.60029
Embrechts, Paul; Hofert, Marius; Wang, Ruodu
12
2016
How superadditive can a risk measure be? Zbl 1338.91080
Wang, Ruodu; Bignozzi, Valeria; Tsanakas, Andreas
12
2015
General convex order on risk aggregation. Zbl 1401.91148
Jakobsons, Edgars; Han, Xiaoying; Wang, Ruodu
11
2016
Extreme negative dependence and risk aggregation. Zbl 1329.60047
Wang, Bin; Wang, Ruodu
11
2015
Detecting complete and joint mixability. Zbl 1310.60010
Puccetti, Giovanni; Wang, Ruodu
9
2015
Asymptotic equivalence of risk measures under dependence uncertainty. Zbl 1403.91188
Cai, Jun; Liu, Haiyan; Wang, Ruodu
8
2018
Asymptotic bounds for the distribution of the sum of dependent random variables. Zbl 1320.60045
Wang, Ruodu
8
2014
Tests for covariance matrix with fixed or divergent dimension. Zbl 1277.62151
Zhang, Rongmao; Peng, Liang; Wang, Ruodu
8
2013
Worst-case range value-at-risk with partial information. Zbl 1408.91240
Li, Lujun; Shao, Hui; Wang, Ruodu; Yang, Jingping
6
2018
A class of multivariate copulas with bivariate Fréchet marginal copulas. Zbl 1231.91253
Yang, Jingping; Qi, Yongcheng; Wang, Ruodu
6
2009
Composite Bernstein copulas. Zbl 1390.62093
Yang, Jingping; Chen, Zhijin; Wang, Fang; Wang, Ruodu
5
2015
Collective risk models with dependence uncertainty. Zbl 1390.91196
Liu, Haiyan; Wang, Ruodu
4
2017
Seven proofs for the subadditivity of expected shortfall. Zbl 1331.91203
Embrechts, Paul; Wang, Ruodu
4
2015
Elicitable distortion risk measures: a concise proof. Zbl 1320.91097
Wang, Ruodu; Ziegel, Johanna F.
4
2015
Empirical likelihood test for high dimensional linear models. Zbl 1288.62071
Peng, Liang; Qi, Yongcheng; Wang, Ruodu
4
2014
Jackknife empirical likelihood method for some risk measures and related quantities. Zbl 1284.62205
Peng, Liang; Qi, Yongcheng; Wang, Ruodu; Yang, Jingping
4
2012
An efficient approach to quantile capital allocation and sensitivity analysis. Zbl 07140544
Asimit, Vali; Peng, Liang; Wang, Ruodu; Yu, Alex
3
2019
Quantile-based risk sharing. Zbl 1455.91274
Embrechts, Paul; Liu, Haiyan; Wang, Ruodu
3
2018
Current open questions in complete mixability. Zbl 1328.60023
Wang, Ruodu
3
2015
On aggregation sets and lower-convex sets. Zbl 1321.60033
Mao, Tiantian; Wang, Ruodu
3
2015
Exact stationary probability density for second order non-linear systems under external white noise excitation. Zbl 1235.70207
Wang, R.; Yasuda, K.
3
1997
Quantile-based risk sharing with heterogeneous beliefs. Zbl 1443.91102
Embrechts, Paul; Liu, Haiyan; Mao, Tiantian; Wang, Ruodu
2
2020
Convex risk functionals: representation and applications. Zbl 1431.91340
Liu, Fangda; Cai, Jun; Lemieux, Christiane; Wang, Ruodu
2
2020
CreditRisk\(^+\) model with dependent risk factors. Zbl 1414.91402
Wang, Ruodu; Peng, Liang; Yang, Jingping
2
2015
Jackknife empirical likelihood for parametric copulas. Zbl 1281.62137
Wang, Ruodu; Peng, Liang; Yang, Jingping
2
2013
Jackknife empirical likelihood intervals for Spearman’s rho. Zbl 1291.62117
Wang, Ruodu; Peng, Liang
2
2011
On joint stationary probability density function of nonlinear dynamic systems. Zbl 0917.60074
Zhang, Z.; Wang, R.; Yasuda, K.
2
1998
Response of a non-linear system with strong damping to multifrequency excitations. Zbl 0847.70017
Wang, R.; Kusumoto, S.
2
1996
Distortion riskmetrics on general spaces. Zbl 1454.91208
Wang, Qiuqi; Wang, Ruodu; Wei, Yunran
1
2020
Is the inf-convolution of law-invariant preferences law-invariant? Zbl 1435.91064
Liu, Peng; Wang, Ruodu; Wei, Linxiao
1
2020
Dual utilities on risk aggregation under dependence uncertainty. Zbl 1426.91115
Wang, Ruodu; Xu, Zuo Quan; Zhou, Xun Yu
1
2019
Compatible matrices of Spearman’s rank correlation. Zbl 1453.60038
Wang, Bin; Wang, Ruodu; Wang, Yuming
1
2019
Centers of probability measures without the mean. Zbl 07081644
Puccetti, Giovanni; Rigo, Pietro; Wang, Bin; Wang, Ruodu
1
2019
Distributional compatibility for change of measures. Zbl 1420.60027
Shen, Jie; Shen, Yi; Wang, Bin; Wang, Ruodu
1
2019
Sum of arbitrarily dependent random variables. Zbl 1309.60029
Wang, Ruodu
1
2014
A mixture and self-exciting model for software reliability. Zbl 1095.62119
Wang, R.
1
2005
Mechanical response of a metallic aortic stent. II: A beam-on-elastic foundation model. Zbl 1111.74697
Wang, R.; Ravi-Chandar, K.
1
2004
Optimal pricing strategy for durable-goods monopoly. Zbl 0963.91045
Wang, R.
1
2001
Exact stationary response solutions of nonlinear dynamic systems. Zbl 0845.70018
Wang, R.; Kusumoto, S.; Zhang, Z.
1
1996
An equivalent polynomial approximation technique in nonlinear structural dynamics. Zbl 0856.70016
Wang, R.; Kusumoto, S.; Zhang, Z.
1
1995
Line force in nonlocal linear elasticity. Zbl 0672.73019
Wang, R.
1
1988
Quantile-based risk sharing with heterogeneous beliefs. Zbl 1443.91102
Embrechts, Paul; Liu, Haiyan; Mao, Tiantian; Wang, Ruodu
2
2020
Convex risk functionals: representation and applications. Zbl 1431.91340
Liu, Fangda; Cai, Jun; Lemieux, Christiane; Wang, Ruodu
2
2020
Distortion riskmetrics on general spaces. Zbl 1454.91208
Wang, Qiuqi; Wang, Ruodu; Wei, Yunran
1
2020
Is the inf-convolution of law-invariant preferences law-invariant? Zbl 1435.91064
Liu, Peng; Wang, Ruodu; Wei, Linxiao
1
2020
An efficient approach to quantile capital allocation and sensitivity analysis. Zbl 07140544
Asimit, Vali; Peng, Liang; Wang, Ruodu; Yu, Alex
3
2019
Dual utilities on risk aggregation under dependence uncertainty. Zbl 1426.91115
Wang, Ruodu; Xu, Zuo Quan; Zhou, Xun Yu
1
2019
Compatible matrices of Spearman’s rank correlation. Zbl 1453.60038
Wang, Bin; Wang, Ruodu; Wang, Yuming
1
2019
Centers of probability measures without the mean. Zbl 07081644
Puccetti, Giovanni; Rigo, Pietro; Wang, Bin; Wang, Ruodu
1
2019
Distributional compatibility for change of measures. Zbl 1420.60027
Shen, Jie; Shen, Yi; Wang, Bin; Wang, Ruodu
1
2019
Asymptotic equivalence of risk measures under dependence uncertainty. Zbl 1403.91188
Cai, Jun; Liu, Haiyan; Wang, Ruodu
8
2018
Worst-case range value-at-risk with partial information. Zbl 1408.91240
Li, Lujun; Shao, Hui; Wang, Ruodu; Yang, Jingping
6
2018
Quantile-based risk sharing. Zbl 1455.91274
Embrechts, Paul; Liu, Haiyan; Wang, Ruodu
3
2018
Risk bounds for factor models. Zbl 1443.91338
Bernard, Carole; Rüschendorf, Ludger; Vanduffel, Steven; Wang, Ruodu
15
2017
Pareto-optimal reinsurance arrangements under general model settings. Zbl 1422.91329
Cai, Jun; Liu, Haiyan; Wang, Ruodu
14
2017
Collective risk models with dependence uncertainty. Zbl 1390.91196
Liu, Haiyan; Wang, Ruodu
4
2017
Joint mixability. Zbl 1382.60022
Wang, Bin; Wang, Ruodu
18
2016
Bernoulli and tail-dependence compatibility. Zbl 1385.60029
Embrechts, Paul; Hofert, Marius; Wang, Ruodu
12
2016
General convex order on risk aggregation. Zbl 1401.91148
Jakobsons, Edgars; Han, Xiaoying; Wang, Ruodu
11
2016
Aggregation-robustness and model uncertainty of regulatory risk measures. Zbl 1327.62326
Embrechts, Paul; Wang, Bin; Wang, Ruodu
40
2015
Extremal dependence concepts. Zbl 1426.62156
Puccetti, Giovanni; Wang, Ruodu
30
2015
How superadditive can a risk measure be? Zbl 1338.91080
Wang, Ruodu; Bignozzi, Valeria; Tsanakas, Andreas
12
2015
Extreme negative dependence and risk aggregation. Zbl 1329.60047
Wang, Bin; Wang, Ruodu
11
2015
Detecting complete and joint mixability. Zbl 1310.60010
Puccetti, Giovanni; Wang, Ruodu
9
2015
Composite Bernstein copulas. Zbl 1390.62093
Yang, Jingping; Chen, Zhijin; Wang, Fang; Wang, Ruodu
5
2015
Seven proofs for the subadditivity of expected shortfall. Zbl 1331.91203
Embrechts, Paul; Wang, Ruodu
4
2015
Elicitable distortion risk measures: a concise proof. Zbl 1320.91097
Wang, Ruodu; Ziegel, Johanna F.
4
2015
Current open questions in complete mixability. Zbl 1328.60023
Wang, Ruodu
3
2015
On aggregation sets and lower-convex sets. Zbl 1321.60033
Mao, Tiantian; Wang, Ruodu
3
2015
CreditRisk\(^+\) model with dependent risk factors. Zbl 1414.91402
Wang, Ruodu; Peng, Liang; Yang, Jingping
2
2015
Risk aggregation with dependence uncertainty. Zbl 1291.91090
Bernard, Carole; Jiang, Xiao; Wang, Ruodu
43
2014
Asymptotic bounds for the distribution of the sum of dependent random variables. Zbl 1320.60045
Wang, Ruodu
8
2014
Empirical likelihood test for high dimensional linear models. Zbl 1288.62071
Peng, Liang; Qi, Yongcheng; Wang, Ruodu
4
2014
Sum of arbitrarily dependent random variables. Zbl 1309.60029
Wang, Ruodu
1
2014
Bounds for the sum of dependent risks and worst value-at-risk with monotone marginal densities. Zbl 1266.91038
Wang, Ruodu; Peng, Liang; Yang, Jingping
45
2013
Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates. Zbl 1290.62019
Puccetti, Giovanni; Wang, Bin; Wang, Ruodu
18
2013
Jackknife empirical likelihood test for equality of two high dimensional means. Zbl 1379.62041
Wang, Ruodu; Peng, Liang; Qi, Yongcheng
15
2013
Tests for covariance matrix with fixed or divergent dimension. Zbl 1277.62151
Zhang, Rongmao; Peng, Liang; Wang, Ruodu
8
2013
Jackknife empirical likelihood for parametric copulas. Zbl 1281.62137
Wang, Ruodu; Peng, Liang; Yang, Jingping
2
2013
Advances in complete mixability. Zbl 1245.60020
Puccetti, Giovanni; Wang, Bin; Wang, Ruodu
20
2012
Jackknife empirical likelihood method for some risk measures and related quantities. Zbl 1284.62205
Peng, Liang; Qi, Yongcheng; Wang, Ruodu; Yang, Jingping
4
2012
The complete mixability and convex minimization problems with monotone marginal densities. Zbl 1229.60019
Wang, Bin; Wang, Ruodu
54
2011
Jackknife empirical likelihood intervals for Spearman’s rho. Zbl 1291.62117
Wang, Ruodu; Peng, Liang
2
2011
A class of multivariate copulas with bivariate Fréchet marginal copulas. Zbl 1231.91253
Yang, Jingping; Qi, Yongcheng; Wang, Ruodu
6
2009
Nonquadratic stabilization conditions for a class of uncertain nonlinear discrete time TS fuzzy models: a new approach. Zbl 1367.93333
Kruszewski, A.; Wang, R.; Guerra, T. M.
63
2008
Cost detectability and stability of adaptive control systems. Zbl 1113.93065
Wang, R.; Paul, A.; Stefanovic, M.; Safonov, M. G.
17
2007
A mixture and self-exciting model for software reliability. Zbl 1095.62119
Wang, R.
1
2005
Mechanical response of a metallic aortic stent. II: A beam-on-elastic foundation model. Zbl 1111.74697
Wang, R.; Ravi-Chandar, K.
1
2004
Optimal pricing strategy for durable-goods monopoly. Zbl 0963.91045
Wang, R.
1
2001
On joint stationary probability density function of nonlinear dynamic systems. Zbl 0917.60074
Zhang, Z.; Wang, R.; Yasuda, K.
2
1998
Exact stationary probability density for second order non-linear systems under external white noise excitation. Zbl 1235.70207
Wang, R.; Yasuda, K.
3
1997
Response of a non-linear system with strong damping to multifrequency excitations. Zbl 0847.70017
Wang, R.; Kusumoto, S.
2
1996
Exact stationary response solutions of nonlinear dynamic systems. Zbl 0845.70018
Wang, R.; Kusumoto, S.; Zhang, Z.
1
1996
An equivalent polynomial approximation technique in nonlinear structural dynamics. Zbl 0856.70016
Wang, R.; Kusumoto, S.; Zhang, Z.
1
1995
Line force in nonlocal linear elasticity. Zbl 0672.73019
Wang, R.
1
1988
all top 5

Cited by 487 Authors

37 Wang, Ruodu
14 Rüschendorf, Ludger
13 Puccetti, Giovanni
11 Wang, Bin
9 Bernard, Carole
9 Vanduffel, Steven
8 Ahn, Jae Youn
8 Yang, Jingping
7 Hofert, Marius
6 Battistelli, Giorgio
6 Cheung, Ka Chun
6 Embrechts, Paul
6 Liu, Haiyan
6 Mao, Tiantian
6 Peng, Liang
5 Lee, Donghwan
5 Marx, Benoît
5 Tesi, Pietro
5 Yang, Guanghong
4 Bignozzi, Valeria
4 Boonen, Tim J.
4 Guerra, Thierry Marie
4 Hoon Joo, Young
4 Ichalal, Dalil
4 Lee, Woojoo
4 Mosca, Edoardo
4 Ragot, José
4 Xie, Xiangpeng
4 Xu, Shengyuan
4 Zhao, Yichuan
3 Ansari, Jonathan
3 Baldi, Simone
3 Cai, Jun
3 Chadli, Mohammed
3 Chen, Jun
3 Ghossoub, Mario
3 Guo, Jia
3 Jakobsons, Edgars
3 Jiang, Wenjun
3 Lo, Ambrose
3 Mai, Jan-Frederik
3 Maquin, Didier
3 Park, Jin Bae
3 Ren, Jiandong
3 Rigo, Pietro
3 Rosa, Paulo
3 Safonov, Michael George
3 Sala, Antonio
3 Silvestre, Carlos J.
3 Wei, Yunran
3 Yuan, Zhongyi
3 Zhang, Jinting
3 Zhou, Bu
2 Aouaouda, Sabrina
2 Asimit, Alexandru V.
2 Bellini, Fabio
2 Chen, Sixia
2 Chu, Yuming
2 Cornilly, Dries
2 Cossette, Hélène
2 Dang, Xin
2 Dong, Jiuxiang
2 Eckstein, Stephan
2 Elshafei, Abdel-Latif
2 Emara, Hassan M.
2 Glasserman, Paul
2 Hong, Hanping
2 Jin, Huiyu
2 Karimi, Hamid Reza
2 Khairy, Mohamed M.
2 Koch Medina, Pablo
2 Koike, Takaaki
2 Lauber, Jimmy
2 Lemieux, Christiane
2 Li, Yongmin
2 Lin, Feng
2 Marceau, Étienne
2 Nguang, Sing Kiong
2 Obloj, Jan K.
2 Qi, Ruiyun
2 Qi, Zhidong
2 Sang, Yongli
2 Scherer, Matthias
2 Shao, Hui
2 Shi, Peng
2 Tan, Chang
2 Tang, Qihe
2 Tao, Gang
2 Tsanakas, Andreas
2 Wang, Fang
2 Wang, Huimin
2 Wang, Rubin
2 Yan, Jun
2 Yin, Yixin
2 Yue, Dong
2 Zhang, Sanguo
2 Zhang, Zhikang
2 Zitikis, Ričardas
2 Zou, Yun
1 Aas, Kjersti
...and 387 more Authors
all top 5

Cited in 91 Serials

31 Insurance Mathematics & Economics
14 Fuzzy Sets and Systems
14 Statistics & Probability Letters
13 Journal of Multivariate Analysis
13 Dependence Modeling
9 Journal of the Franklin Institute
9 Automatica
8 Scandinavian Actuarial Journal
7 ASTIN Bulletin
6 Information Sciences
6 International Journal of Adaptive Control and Signal Processing
6 Finance and Stochastics
5 Computational Statistics and Data Analysis
5 Extremes
5 North American Actuarial Journal
5 SIAM Journal on Financial Mathematics
5 European Actuarial Journal
5 International Journal of Systems Science. Principles and Applications of Systems and Integration
4 The Annals of Statistics
4 Mathematical Problems in Engineering
3 Acta Mechanica
3 International Journal of Control
3 Journal of Applied Probability
3 Journal of Computational and Applied Mathematics
3 Journal of Statistical Planning and Inference
3 Mathematics of Operations Research
3 Operations Research
3 European Journal of Operational Research
3 International Journal of Robust and Nonlinear Control
3 European Journal of Control
2 International Journal of Engineering Science
2 International Journal of Systems Science
2 Systems & Control Letters
2 Operations Research Letters
2 Circuits, Systems, and Signal Processing
2 Acta Mathematicae Applicatae Sinica. English Series
2 Journal of Theoretical Probability
2 Annals of Operations Research
2 The Annals of Applied Probability
2 Mathematical Finance
2 Nonlinear Dynamics
2 International Journal of Theoretical and Applied Finance
2 Methodology and Computing in Applied Probability
2 Mathematics and Financial Economics
2 Probability Surveys
2 Science China. Mathematics
2 Asian Journal of Control
2 Statistics & Risk Modeling
1 Journal of Mathematical Analysis and Applications
1 Annals of the Institute of Statistical Mathematics
1 Applied Mathematics and Computation
1 Applied Mathematics and Optimization
1 Journal of the American Statistical Association
1 Journal of Optimization Theory and Applications
1 Asia-Pacific Journal of Operational Research
1 Journal of Economic Dynamics & Control
1 Applications of Mathematics
1 Computational Statistics
1 Applied Mathematical Modelling
1 Communications in Statistics. Simulation and Computation
1 Journal of Statistical Computation and Simulation
1 Linear Algebra and its Applications
1 Stochastic Processes and their Applications
1 Mathematical Programming. Series A. Series B
1 Indagationes Mathematicae. New Series
1 Archive of Applied Mechanics
1 Test
1 Economic Theory
1 Applied Mathematical Finance
1 Complexity
1 Electronic Communications in Probability
1 Journal of Vibration and Control
1 Abstract and Applied Analysis
1 Mathematical and Computer Modelling of Dynamical Systems
1 Discrete Dynamics in Nature and Society
1 European Journal of Mechanics. A. Solids
1 International Journal of Applied Mathematics and Computer Science
1 Acta et Commentationes Universitatis Tartuensis de Mathematica
1 Lobachevskii Journal of Mathematics
1 Quantitative Finance
1 Journal of Systems Science and Complexity
1 4OR
1 Iranian Journal of Fuzzy Systems
1 Discrete Optimization
1 Frontiers of Mathematics in China
1 Nonlinear Analysis. Hybrid Systems
1 Electronic Journal of Statistics
1 The Annals of Applied Statistics
1 Journal of Control Science and Engineering
1 Set-Valued and Variational Analysis
1 International Journal of Stochastic Analysis

Citations by Year