Welcome to Ruodu Wang's Homepage

Sahara, Egypt, 2012

Research

Research Interests

Statistics

Probability


Actuarial Science

Financial Engineering


Quantitative Risk Management

Operations Research


Specific topics

  • Risk, ambiguity and uncertainty
  • Dependence modeling and copulas
  • Risk measures
  • Decision theory
  • General equilibria
  • FinTech/InsurTech

  • Systemic risk
  • Risk aggregation
  • Probabilistic combinatorics
  • Robust statistics in finance
  • High-dimensional statistical analysis

Selected Presentation Slides

Year Location Title Slides
2018 Stanford Quantile-based risk sharing, market equilibria, and belief heterogeneity
2018 New York Robustness in the optimization of risk measures
2018 Leuven Robust risk aggregation and merging p-values
2018 Singapore Scenario-based risk evaluation
2018 Beijing Competitive equilibria in a comonotone market
2017 Delft A theory for measures of tail risk
2016 Atlanta Risk aversion in regulatory capital principles
2016 Munich Sum of two standard uniform random variables
2015 Vienna Recent advances in risk aggregation and dependence uncertainty
2015 Lausanne Robustness of regulatory risk measures in aggregation
2014 Beijing Risk measures: history, trends and challenges
2014 Brussels How much does the dependence structure matter?
2014 Bern How superadditive can a risk measure be?
2013 Beijing An academic response to Basel 3.5
2013 Zurich Risk aggregation with dependence uncertainty
2013 Toronto Empirical likelihood tests for high-dimensional data

*some of the presentations have overlapping parts.

Research Grants

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)

Coauthors

Total: 46 coauthors (in alphabetical order) from 11 countries (at the time of collaboration).
Please report broken links to me.

Academics and industry

Coauthor Affiliation Country #Papers Since
Vali Asimit City University London UK 1 2017
Carole Bernard Grenoble Ecole de Management France 2 2013
Valeria Bignozzi University of Milano-Bicocca Italy 2 2014
Tim Boonen University of Amsterdam Netherlands 1 2017
Jun Cai University of Waterloo Canada 3 2015
Paul Embrechts ETH Zurich Switzerland 7 2013
Edward Furman York University Canada 1 2016
Xiaoying Han Auburn University USA 2 2013
Marius Hofert University of Waterloo Canada 1 2015
Christiane Lemieux University of Waterloo Canada 1 2014
Fangda Liu University of Waterloo Canada 3 2014
Haiyan Liu Michigan State University USA 5 2015
Peng Liu University of Waterloo Canada 2 2019
John A. Major Guy Carpenter USA 1 2015
Tiantian Mao University of Science and Technology of China China 6 2014
Liang Peng Georgia State University USA 10 2010
Giovanni Puccetti University of Milan Italy 6 2011
Yongcheng Qi University of Minnesota at Duluth USA 4 2009
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 National University of Singapore Singapore 1 2016
Yi Shen University of Waterloo Canada 2 2016
Andreas Tsanakas City University London UK 1 2014
Steven Vanduffel Vrije Universiteit Brussel Belgium 1 2014
Vladimir Vovk Royal Holloway, University of London UK 1 2018
Bin Wang Chinese Academy of Sciences China 11 2010
Fang Wang Capital Normal University China 1 2013
Linxiao Wei Wuhan University of Technology China 1 2019
Yunran Wei Norther Illinois University USA 3 2017
Gordon E. Willmot University of Waterloo Canada 1 2017
Micah Woolstenhulme Guy Carpenter USA 1 2015
Zuoquan Xu The Hong Kong Polytechnic University China 1 2017
Jingping Yang Peking University China 7 2009
Rongmao Zhang Zhejiang University China 1 2011
Xunyu Zhou Columbia University USA 1 2017
Johanna F. Ziegel University of Bern Switzerland 2 2014
Ricardas Zitikis University of Western Ontario Canada 3 2016

Students (current and who joined industry later)

Coauthor Affiliation Country #Papers Since
Antonela Beleraj University of Firenze [joined industry] Italy 1 2013
Zhijin Chen Peking University [joined industry] China 1 2013
Edgars Jakobsons ETH Zurich [joined industry] Switzerland 2 2014
Xiao Jiang University of Waterloo [joined industry] Canada 1 2013
Lujun Li Peking University [joined industry] China 1 2015
Jie Shen University of Waterloo [joined industry] Canada 2 2016
Yuming Wang Peking University [joined industry] China 1 2018
Alex Yu Georgia State University [joined industry] USA 1 2017

Acknowledgements

My research is mainly supported by the Natural Sciences and Engineering Research Council of Canada (RGPIN-2018-03823, RGPAS-2018-522590).
I also receive support from the University constantly, and from research grants of my collaborators during collaborative research.