Qiuqi Wang

University of Waterloo - Department of Statistics and Actuarial Science

Waterloo, Ontario N2L 3G1

Canada

SCHOLARLY PAPERS

7

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563

SSRN CITATIONS
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SSRN RANKINGS

Top 91,053

in Total Papers Citations

4

CROSSREF CITATIONS

0

Scholarly Papers (7)

1.

Bayes Risk, Elicitability, and the Expected Shortfall

Mathematical Finance, forthcoming
Number of pages: 32 Posted: 24 Nov 2020 Last Revised: 23 Feb 2022
Swiss Federal Institute of Technology Zurich, University of Science and Technology of China (USTC) - Department of Statistics and Finance, University of Waterloo - Department of Statistics and Actuarial Science and University of Waterloo - Department of Statistics and Actuarial Science
Downloads 158 (270,057)

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Bayes risk, quantiles, Expected Shortfall, elicitability, entropic risk measures

2.

Optimizing Distortion Riskmetrics With Distributional Uncertainty

Number of pages: 46 Posted: 06 Jan 2021 Last Revised: 25 Feb 2022
Silvana M. Pesenti, Qiuqi Wang and Ruodu Wang
University of Toronto, University of Waterloo - Department of Statistics and Actuarial Science and University of Waterloo - Department of Statistics and Actuarial Science
Downloads 118 (339,948)

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risk measures; deviation measures, distributionally robust optimization, convexification, conditional expectation

3.

Distortion Riskmetrics on General Spaces

forthcoming in ASTIN Bulletin
Number of pages: 27 Posted: 30 Dec 2019 Last Revised: 26 May 2020
Qiuqi Wang, Ruodu Wang and Yunran Wei
University of Waterloo - Department of Statistics and Actuarial Science, University of Waterloo - Department of Statistics and Actuarial Science and University of Waterloo - Department of Statistics and Actuarial Science
Downloads 93 (396,072)
Citation 2

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comonotonicity; Choquet integrals; convexity; convex order; continuity

4.

Real Option Signaling Games of Debt Financing Using Equity Guarantee Swaps

Wang, Q. and Kwok, Y. K. (2020). Real option signaling games of debt financing using equity guarantee swaps. International Journal of Theoretical and Applied Finance, 23(5), 2050036.
Number of pages: 35 Posted: 30 Aug 2019 Last Revised: 10 Jan 2022
Qiuqi Wang and Yue Kuen Kwok
University of Waterloo - Department of Statistics and Actuarial Science and Hong Kong University of Science & Technology - Department of Mathematics
Downloads 62 (496,943)
Citation 1

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debt financing, signaling games, separating and pooling equilibriums, real options, information costs

5.

Risk Measures Induced by Efficient Insurance Contracts

Insurance: Mathematics and Economics, Forthcoming
Number of pages: 26 Posted: 06 Oct 2021 Last Revised: 10 Jan 2022
Qiuqi Wang, Ruodu Wang and Ricardas Zitikis
University of Waterloo - Department of Statistics and Actuarial Science, University of Waterloo - Department of Statistics and Actuarial Science and Western University
Downloads 60 (504,973)

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Optimal insurance, Expected Shortfall, Pareto optimality, deductible, concentration

6.

Signaling Game Models of Equity Financing Under Information Asymmetry and Finite Project Life

Wang, Q. and Kwok, Y. K. (2019). Signaling game models of equity financing under information asymmetry and finite project life. International Journal of Financial Engineering, 6(1), 1950002.
Number of pages: 31 Posted: 29 Aug 2018 Last Revised: 10 Jan 2022
Qiuqi Wang and Yue Kuen Kwok
University of Waterloo - Department of Statistics and Actuarial Science and Hong Kong University of Science & Technology - Department of Mathematics
Downloads 55 (525,800)
Citation 1

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Equity Financing, Signaling Games, Separating and Pooling Equilibriums, Real Options

7.

E-backtesting

Number of pages: 58 Posted: 22 Sep 2022
Qiuqi Wang, Ruodu Wang and Johanna Ziegel
University of Waterloo - Department of Statistics and Actuarial Science, University of Waterloo - Department of Statistics and Actuarial Science and University of Bern
Downloads 17 (761,536)

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E-values, e-processes, Expected Shortfall, Value-at-Risk, martingales