Welcome to Ruodu Wang's Homepage
Sahara, Egypt, 2012
Research
Research Interests
Risk Management in Finance and Insurance
- Risk measures
- Risk aggregation
- Robust methods for finance
- Portfolio selection and diversification
- Capital allocation
- Systemic risk
- Insurance design
- Crypto currencies
- FinTech and InsurTech
- Risk, ambiguity, and uncertainty
- General equilibria
- Decision analysis and behavioral economics
- Risk sharing
- Resource allocation games
Probability and Operations Research
- Dependence modeling and copulas
- Probabilistic combinatorics
- Optimal transport
- Distributionally robust optimization
- Non-convex optimization
- E-values and e-processes
- Multiple hypothesis testing
- Selective inference
- Multi-armed bandit
- Learning theory and algorithms
- Extreme value theory
- High-dimensional data analysis
Recent Working Paper Series
| Axiomatic theory of risk measures | last paper posted: March 2026 | |
| Risk sharing, allocation, and equilibria | last paper posted: October 2025 | |
| Joint mixability and negative dependence | last paper posted: April 2024 | |
| Robust risk aggregation | last paper posted: April 2021 | |
| Risk management with risk measures | last paper posted: March 2026 | |
| E-values: Theory and methods | last paper posted: May 2026 | |
| Optimal transport and its applications | last paper posted: January 2025 | |
| Decisions under risk and ambiguity | last paper posted: January 2026 |
Research Grants
| 2024 - 2026 | Ontario Research Fund - Research Infrastructure (ORF-SIF, PI) | |
| 2024 - 2026 | John R. Evans Leaders Fund, Canada Foundation for Innovation (CFI-JELF-43991, PI) | |
| 2024 - 2029 | NSERC Discovery Grant (RGPIN-2024-03728, PI) | |
| 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 - 2024 | 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: 132 coauthors from 13 countries (at the time of collaboration).
The affiliations and the career status of coauthors are not updated frequently, unless requested by themselves.
The tables below allow for sorting by clicking the table heads. Please report broken links to me.
Academics
| Coauthor | Affiliation | Country | #Papers | Since |
|---|---|---|---|---|
| Vali Asimit | Bayes Business School, City University London | UK | 1 | 2017 |
| Hirbod Assa | University of Essex | UK | 1 | 2022 |
| Carole Bernard | Grenoble Ecole de Management | France | 2 | 2013 |
| Fabio Bellini | University of Milano-Bicocca | Italy | 4 | 2020 |
| Valeria Bignozzi | University of Milano-Bicocca | Italy | 2 | 2014 |
| Jose Blanchet | Stanford University | USA | 1 | 2020 |
| Christopher Blier-Wong | University of Toronto | Canada | 1 | 2024 |
| Job Boerma | University of Wisconsin Madison | USA | 1 | 2023 |
| Tim Boonen | University of Hong Kong | China | 1 | 2017 |
| Jun Cai | University of Waterloo | Canada | 3 | 2015 |
| Erio Castagnoli | Bocconi University | Italy | 1 | 2021 |
| Christopher Chambers | Georgetown University | USA | 3 | 2024 |
| Yuyu Chen | University of Melbourne | Australia | 9 | 2020 |
| Zhi Chen | Chinese University of Hong Kong | China | 1 | 2024 |
| 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 | 4 | 2024 |
| Yuanying Guan | DePaul University | USA | 3 | 2021 |
| Xia Han | Nankai University | China | 8 | 2021 |
| Xiaoying Han | Auburn University | USA | 2 | 2013 |
| Marius Hofert | University of Hong Kong | China | 1 | 2015 |
| Rohan Hore | Carnegie Mellon University | USA | 1 | 2026 |
| Taizhong Hu | University of Science and Technology of China | China | 1 | 2024 |
| Nikolaos Ignatiadis | University of Chicago | USA | 3 | 2022 |
| Zhanyi Jiao | Arizona State University | USA | 3 | 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 |
| Yinhuan Li | University of Waterloo | Canada | 1 | 2026 |
| Xiaoqing Liang | Hebei University of Technology | China | 1 | 2021 |
| Felix-Benedikt Liebrich | University of Amsterdam | Netherlands | 1 | 2025 |
| Liyuan Lin | Monash University | Australia | 12 | 2021 |
| Fangda Liu | University of Waterloo | Canada | 6 | 2015 |
| Haiyan Liu | Michigan State University | USA | 6 | 2015 |
| Peng Liu | University of Essex | UK | 7 | 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 | 3 | 2021 |
| Tiantian Mao | University of Science and Technology of China | China | 15 | 2014 |
| Massimo Marinacci | Bocconi University | Italy | 1 | 2023 |
| Yusufcan Masatlioglu | University of Maryland | USA | 1 | 2025 |
| 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 | 13 | 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 | 5 | 2016 |
| Yilun Song | University of International Business and Economics | China | 1 | 2026 |
| Weijie Su | University of Pennsylvania | USA | 1 | 2026 |
| Liulei Sun | University of Waterloo | Canada | 1 | 2026 |
| 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 | 9 | 2018 | Peter Wakker | Erasmus University Rotterdam | Netherlands | 2 | 2023 |
| Ian Waudby-Smith | University of California Berkeley | USA | 2 | 2026 | Bin Wang | Chinese Academy of Sciences | China | 15 | 2010 |
| Fang Wang | Capital Normal University | China | 1 | 2013 |
| Jingshu Wang | University of Chicago | USA | 1 | 2025 |
| Qiuqi Wang | Georgia State University | USA | 7 | 2019 |
| Shuming Wang | University of Chinese Academy of Sciences | China | 1 | 2024 |
| 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 | Yale University | USA | 12 | 2020 |
| Jianming Xia | Chinese Academy of Sciences | China | 1 | 2021 |
| Zuoquan Xu | Hong Kong Polytechnic University | China | 1 | 2017 |
| Jingping Yang | Peking University | China | 9 | 2009 |
| Virginia Young | University of Michigan | USA | 1 | 2021 |
| Rongmao Zhang | Zhejiang University | China | 1 | 2011 |
| Ruixun Zhang | Peking University | China | 2 | 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 |
| Zhenfeng Zou | University of Science and Technology of China | China | 1 | 2024 |
Industry
| Coauthor | Affiliation | Country | #Papers | Since |
|---|---|---|---|---|
| Matteo Burzoni | Credit Suisse | Switzerland | 1 | 2020 |
| Nan Guo | China Bond Rating Co. Ltd. | China | 2 | 2019 |
| Jan-Frederik Mai | XAIA Investment | Germany | 1 | 2020 |
| John A. Major | Guy Carpenter | USA | 1 | 2015 |
| Micah Woolstenhulme | Guy Carpenter | USA | 1 | 2015 |
Students (current)
| Coauthor | Affiliation | Country | #Papers | Since |
|---|---|---|---|---|
| Giacomo Cattelan | New York University | USA | 1 | 2021 |
| Ziyu Chi | University of California Berkeley | USA | 1 | 2022 |
| Benjamin Côté | University of Waterloo | Canada | 3 | 2025 |
| Qinhan Duan | Peking University | China | 1 | 2026 |
| Yixuan Fan | Jilin University | China | 1 | 2023 |
| Matteo Gasparin | University of Padova | Italy | 1 | 2024 |
| Lin Gui | University of Chicago | USA | 1 | 2025 |
| Xiangxin He | University of Waterloo | Canada | 1 | 2026 |
| Muqiao Huang | University of Waterloo | Canada | 3 | 2024 |
| Feng Liu | University of Chinese Academy of Sciences | China | 1 | 2024 |
| Chenxin Lyu | University of Waterloo | Canada | 1 | 2026 |
| Jiahao Ming | University of Waterloo | Canada | 2 | 2026 |
| Giulio Principi | New York University | USA | 2 | 2023 |
| Qinghua Ren | University of Waterloo | Canada | 3 | 2024 |
| Zachary Van Oosten | University of Waterloo | Canada | 3 | 2024 |
| Hao Wang | Nankai University | China | 1 | 2024 |
| Cai Wu | Fudan University | China | 1 | 2023 |
| Chenxi Xia | Peking University | China | 1 | 2025 |
| Ziyu Xu | Carnegie Mellon University | USA | 2 | 2021 |
| Jingcheng Yu | University of Waterloo | Canada | 1 | 2026 |
| Zhenyuan Zhang | Stanford University | USA | 6 | 2022 |
| Chunxu Zhang | University of Science and Technology of China | China | 1 | 2026 |
| Zinan Zhao | Zhejiang University | China | 1 | 2026 |
Students who joined industry later
| Coauthor | Affiliation | Country | #Papers | Since |
|---|---|---|---|---|
| Antonela Beleraj | University of Firenze [⇒ industry] | Italy | 1 | 2013 |
| Zhijin Chen | Peking University [⇒ industry] | China | 1 | 2013 |
| Edgars Jakobsons | ETH Zurich [⇒ industry] | Switzerland | 2 | 2014 |
| Xiao Jiang | University of Waterloo [⇒ industry] | Canada | 1 | 2013 |
| Hengxin Li | University of California Berkeley [⇒ industry] | USA | 1 | 2019 |
| Lujun Li | Peking University [⇒ industry] | China | 1 | 2015 |
| Jie Shen | University of Waterloo [⇒ industry] | Canada | 2 | 2016 |
| Yuming Wang | Peking University [⇒ industry] | China | 2 | 2018 |
| Alex Yu | Georgia State University [⇒ industry] | USA | 1 | 2017 |
| Wenhao Zhu | Peking University [⇒ industry] | China | 1 | 2024 |
Acknowledgements
Ruodu Wang is supported by the Natural Sciences and Engineering Research Council of Canada (CRC-2022-00141, RGPIN-2024-03728).
The past research has been 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).
Support from the university and from research and institutional grants of collaborators is also gratefully acknowledged.