Bin Wang

Beijing University of Technology

100 Ping Le Yuan

Chaoyang District

Beijing, Beijing 100020

China

SCHOLARLY PAPERS

3

DOWNLOADS

262

SSRN CITATIONS
Rank 20,274

SSRN RANKINGS

Top 20,274

in Total Papers Citations

11

CROSSREF CITATIONS

34

Scholarly Papers (3)

1.

Joint Mixability

Forthcoming in Mathematics of Operations Research
Number of pages: 32 Posted: 30 Jan 2015 Last Revised: 21 Jul 2015
Bin Wang and Ruodu Wang
Beijing University of Technology and University of Waterloo - Department of Statistics and Actuarial Science
Downloads 131 (237,751)
Citation 9

Abstract:

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joint mixability; multivariate dependence; convex optimization; optimal coupling; risk aggregation

2.

Aggregation-Robustness and Model Uncertainty of Regulatory Risk Measures

Finance Stochastics, Forthcoming
Number of pages: 26 Posted: 02 Feb 2015
Paul Embrechts, Bin Wang and Ruodu Wang
Swiss Federal Institute of Technology Zurich, Beijing University of Technology and University of Waterloo - Department of Statistics and Actuarial Science
Downloads 99 (290,636)
Citation 8

Abstract:

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Value-at-Risk; Expected Shortfall; dependence uncertainty; risk aggregation; aggregation-robustness; inhomogeneous portfolio; Basel III

3.

Centers of Probability Measures Without the Mean

Number of pages: 18 Posted: 07 Apr 2017 Last Revised: 09 Aug 2017
University of Milan - Department of Economics, Management and Quantitative Methods (DEMM), University of Pavia, Beijing University of Technology and University of Waterloo - Department of Statistics and Actuarial Science
Downloads 32 (497,604)
Citation 1

Abstract:

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Cauchy distribution, Complete mixability, Joint mixability, Multivariate dependence