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
  • Financial technology (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.

Coauthors

Total: 44 coauthors (in alphabetical order), from 11 countries (at the time of collaboration).

Academics

Vali Asimit City University London, UK
Carole Bernard Grenoble Ecole de Management, France
Valeria Bignozzi University of Milano-Bicocca, Italy
Tim Boonen University of Amsterdam, Netherlands
Jun Cai University of Waterloo, Canada
Paul Embrechts ETH Zurich, Switzerland
Edward Furman York University, Canada
Xiaoying Han Auburn University, USA
Marius Hofert University of Waterloo, Canada
Christiane Lemieux University of Waterloo, Canada
Fangda Liu Georgia State University, USA
Haiyan Liu Michigan State University, USA
Tiantian Mao University of Science and Technology of China, China
Liang Peng Georgia State University, USA [PhD advisor]
Giovanni Puccetti University of Milan, Italy
Yongcheng Qi University of Minnesota at Duluth, USA
Pietro Rigo University of Pavia, Italy
Ludger Rüschendorf University of Freiburg, Germany
Alexander Schied University of Waterloo, Canada
Hui Shao National University of Singapore, Singapore
Yi Shen University of Waterloo, Canada
Andreas Tsanakas City University London, UK
Steven Vanduffel Vrije Universiteit Brussel, Belgium
Vladimir Vovk Royal Holloway, University of London, UK
Bin Wang Beijing Technology and Business University, China
Fang Wang Capital Normal University, China
Gordon E. Willmot University of Waterloo, Canada
Zuoquan Xu The Hong Kong Polytechnic University, China
Jingping Yang Peking University, China [MS advisor]
Rongmao Zhang Zhejiang University, China
Xunyu Zhou Columbia University, USA
Johanna F. Ziegel University of Bern, Switzerland
Ricardas Zitikis University of Western Ontario, Canada

Industry

John A. Major Guy Carpenter, USA
Micah G. Woolstenhulme Guy Carpenter, USA

Students (current and who joined industry later)

Antonela Beleraj University of Firenze, Italy [joined industry, 2014]
Zhijin Chen Peking University, China [joined industry, 2013]
Edgars Jakobsons ETH Zurich, Switzerland [joined industry, 2016]
Xiao Jiang University of Waterloo, Canada [joined industry, 2013]
Lujun Li Peking University, China [joined industry, 2015]
Jie Shen University of Waterloo, Canada [joined industry, 2018]
Yuming Wang Peking University, China
Yunran Wei University of Waterloo, Canada
Alex Yu Georgia State University [joined industry, 2018]

Acknowledgements

My research is currently 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.