Axiomatic theory of risk measures | last paper update: January 2024 | |
Risk sharing, allocation, and equilibria | last paper update: January 2024 | |
Joint mixability and negative dependence | last paper update: February 2023 | |
Robust risk aggregation | last paper update: April 2021 | |
Risk management with risk measures | last paper update: December 2023 | |
E-values: Theory and methods | last paper update: May 2023 | |
Optimal transport and its applications | last paper update: August 2023 |
*From time to time, older talks are replaced by newer ones on a related topic.
2023 - 2030 | Tier 1 Canada Research Chair (CRC-2022-00141, PI) | |
2021 - 2023 | Sun Life Research Fellowship (PI) | |
2018 - 2021 | The Society of Actuaries CAE Research Grant (one of many Co-PIs) | |
2018 - 2021 | NSERC Discovery Accelerator Supplement (RGPAS-2018-522590, PI) | |
2018 - 2023 | NSERC Discovery Grant (RGPIN-2018-03823, PI) | |
2016 - 2018 | International Research Partnership Grant April 2016, University of Waterloo (Co-PI) | |
2013 - 2018 | NSERC Discovery Grant (RGPIN-435844-2013, PI) |
Total: 105 coauthors from 13 countries (at the time of collaboration). Please report broken links to me.
Coauthor | Affiliation | Country | #Papers | Since |
---|---|---|---|---|
Vali Asimit | Bayes Business School, City University London | UK | 1 | 2017 |
Hirbod Assa | University of Kent | UK | 1 | 2022 |
Carole Bernard | Grenoble Ecole de Management | France | 2 | 2013 |
Fabio Bellini | University of Milano-Bicocca | Italy | 1 | 2020 |
Valeria Bignozzi | University of Milano-Bicocca | Italy | 2 | 2014 |
Jose Blanchet | Stanford University | USA | 1 | 2020 |
Job Boerma | University of Wisconsin Madison | USA | 1 | 2023 |
Tim Boonen | University of Amsterdam | Netherlands | 1 | 2017 |
Jun Cai | University of Waterloo | Canada | 3 | 2015 |
Erio Castagnoli | Bocconi University | Italy | 1 | 2021 |
Christopher Chambers | Georgetown University | USA | 2 | 2024 |
Yuyu Chen | University of Melbourne | Australia | 5 | 2020 |
Zhenyu Cui | Stevens institute of Technology | USA | 2 | 2021 |
Paul Embrechts | ETH Zurich | Switzerland | 10 | 2013 |
Tolulope Fadina | University of Illinois Urbana-Champaign | USA | 3 | 2020 |
Tobias Fissler | ETH Zurich | Switzerland | 1 | 2024 |
Edward Furman | York University | Canada | 1 | 2016 |
Mario Ghossoub | University of Waterloo | Canada | 1 | 2024 |
Yuanying Guan | DePaul University | USA | 3 | 2021 |
Xia Han | Nankai University | China | 6 | 2021 |
Xiaoying Han | Auburn University | USA | 2 | 2013 |
Marius Hofert | University of Hong Kong | China | 1 | 2015 |
Nikolaos Ignatiadis | Columbia University | USA | 1 | 2022 |
Takaaki Koike | Hitotsubashi University | Japan | 2 | 2022 |
Steven Kou | Boston University | USA | 2 | 2019 |
Henry Lam | Columbia University | USA | 1 | 2020 |
Jean-Gabriel Lauzier | University of Waterloo | Canada | 3 | 2023 |
Christiane Lemieux | University of Waterloo | Canada | 1 | 2015 |
Xiaoqing Liang | Hebei University of Technology | China | 1 | 2021 |
Fangda Liu | University of Waterloo | Canada | 5 | 2015 |
Haiyan Liu | Michigan State University | USA | 6 | 2015 |
Peng Liu | University of Essex | UK | 6 | 2019 |
Yanchu Liu | Sun Yat-sen University | China | 2 | 2021 |
Yang Liu | Chinese University of Hong Kong Shenzhen | China | 4 | 2020 |
Fabio Maccheroni | Bocconi University | Italy | 2 | 2021 |
Tiantian Mao | University of Science and Technology of China | China | 11 | 2014 |
Massimo Marinacci | Bocconi University | Italy | 1 | 2023 |
Alan Miller | University of Western Ontario | Canada | 1 | 2024 |
Pietro Millossovich | Bayes Business School, City University London | UK | 1 | 2021 |
Cosimo Munari | University of Verona | Italy | 1 | 2020 |
Marcel Nutz | Columbia University | USA | 2 | 2020 |
Liang Peng | Georgia State University | USA | 10 | 2010 |
Silvana Pesenti | University of Toronto | Canada | 1 | 2020 |
Giovanni Puccetti | University of Milan | Italy | 6 | 2011 |
Yongcheng Qi | University of Minnesota at Duluth | USA | 4 | 2009 |
Aaditya Ramdas | Carnegie Mellon University | USA | 7 | 2020 |
Pietro Rigo | University of Pavia | Italy | 1 | 2017 |
Ludger Rüschendorf | University of Freiburg | Germany | 2 | 2013 |
Alexander Schied | University of Waterloo | Canada | 2 | 2018 |
Hui Shao | Zhejiang University | China | 1 | 2016 |
Yi Shen | University of Waterloo | Canada | 3 | 2016 |
Ken Seng Tan | Nanyang Technological University | Singapore | 1 | 2020 |
Claudio Tebaldi | Bocconi University | Italy | 1 | 2021 |
Andreas Tsanakas | Bayes Business School, City University London | UK | 3 | 2014 |
Aleh Tsyvinski | Yale University | USA | 1 | 2023 |
Steven Vanduffel | Vrije Universiteit Brussel | Belgium | 1 | 2014 |
Vladimir Vovk | Royal Holloway, University of London | UK | 7 | 2018 | Peter Wakker | Erasmus University Rotterdam | Netherlands | 1 | 2023 | Bin Wang | Chinese Academy of Sciences | China | 15 | 2010 |
Fang Wang | Capital Normal University | China | 1 | 2013 |
Qiuqi Wang | Georgia State University | USA | 6 | 2019 |
Linxiao Wei | Wuhan University of Technology | China | 3 | 2019 |
Yunran Wei | Carleton University | Canada | 5 | 2017 |
Gordon E. Willmot | University of Waterloo | Canada | 1 | 2017 |
Qinyu Wu | University of Waterloo | Canada | 5 | 2020 |
Jianming Xia | Chinese Academy of Sciences | China | 1 | 2021 |
Zuoquan Xu | Hong Kong Polytechnic University | China | 1 | 2017 |
Jingping Yang | Peking University | China | 7 | 2009 |
Virginia Young | University of Michigan | USA | 1 | 2021 |
Rongmao Zhang | Zhejiang University | China | 1 | 2011 |
Ruixun Zhang | Peking University | China | 1 | 2024 |
Chaoyi Zhao | Massachusetts Institute of Technology | USA | 1 | 2024 |
Lin Zhao | Southwestern University of Finance and Economics | China | 1 | 2022 |
Xunyu Zhou | Columbia University | USA | 2 | 2017 |
Lingjiong Zhu | Florida State University | USA | 1 | 2023 |
Shengchao Zhuang | University of Nebraska Lincoln | USA | 1 | 2023 |
Johanna Ziegel | ETH Zurich | Switzerland | 3 | 2014 |
Ricardas Zitikis | University of Western Ontario | Canada | 4 | 2016 |
Coauthor | Affiliation | Country | #Papers | Since |
---|---|---|---|---|
Matteo Burzoni | Credit Suisse | Switzerland | 1 | 2020 |
Nan Guo | China Bond Rating Co. Ltd. | China | 1 | 2019 |
Jan-Frederik Mai | XAIA Investment | Germany | 1 | 2020 |
John A. Major | Guy Carpenter | USA | 1 | 2015 |
Micah Woolstenhulme | Guy Carpenter | USA | 1 | 2015 |
Coauthor | Affiliation | Country | #Papers | Since | |
---|---|---|---|---|---|
Antonela Beleraj | University of Firenze [⇒ industry] | Italy | 1 | 2013 | |
Giacomo Cattelan | New York University | USA | 1 | 2021 | |
Zhijin Chen | Peking University [⇒ industry] | China | 1 | 2013 | |
Ziyu Chi | University of California Berkeley | USA | 1 | 2022 | |
Yixuan Fan | Jilin University | China | 1 | 2023 | |
Matteo Gasparin | University of Padova | Italy | 1 | 2024 | |
Muqiao Huang | University of Waterloo | Canada | 2 | 2024 | |
Edgars Jakobsons | ETH Zurich [⇒ industry] | Switzerland | 2 | 2014 | |
Xiao Jiang | University of Waterloo [⇒ industry] | Canada | 1 | 2013 | |
Zhanyi Jiao | University of Waterloo | Canada | 3 | 2022 | |
Hengxin Li | University of California Berkeley [⇒ industry] | USA | 1 | 2019 | |
Lujun Li | Peking University [⇒ industry] | China | 1 | 2015 | |
Liyuan Lin | University of Waterloo | Canada | 10 | 2021 | |
Giulio Principi | New York University | USA | 2 | 2023 | |
Jie Shen | University of Waterloo [⇒ industry] | Canada | 2 | 2016 | |
Zachary Van Oosten | University of Waterloo | Canada | 1 | 2024 | |
Yuming Wang | Peking University [⇒ industry] | China | 1 | 2018 | |
Cai Wu | Fudan University | China | 1 | 2023 | |
Ziyu Xu | Carnegie Mellon University | USA | 2 | 2021 | |
Alex Yu | Georgia State University [⇒ industry] | USA | 1 | 2017 | |
Zhenyuan Zhang | Stanford University | USA | 4 | 2022 |
My current and past research is mainly supported by the Natural Sciences and Engineering Research Council of Canada (Canada Research Chairs and Discovery Grants), the Society of Actuaries (CAE Research Grants), and the Sun Life Fellowship (Endowed position). I also receive support from the University, and from research and institutional grants of my collaborators.