Wang, Qiuqi

1. Optimizing distortion riskmetrics with distributional uncertainty
   2020/11/10 by Silvana M. Pesenti, Qiuqi Wang, Pesenti, Silvana +3 · 2 citations
   Decision Sciences · Economics, Econometrics and Finance · #Risk and Portfolio Optimization #Market Dynamics and Volatility #Financial Markets and Investment Strategies
2. E-backtesting
   2022/08/27 by Qiuqi Wang, Wang, Qiuqi, Ruodu Wang +3 · 2 citations
   Decision Sciences · #Advanced Statistical Process Monitoring #Risk and Portfolio Optimization #Forecasting Techniques and Applications
3. Cash-subadditive risk measures without quasi-convexity
   2021/10/23 by Xia Han, Han, Xia, Qiuqi Wang +5 · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · Social Sciences · #FOS: Economics and business #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Mathematical Finance (q-fin.MF) #Probability (math.PR) #Risk Management (q-fin.RM) #Risk and Portfolio Optimization #Stochastic processes and financial applications
4. A Revisit of the Optimal Excess-of-Loss Contract
   2024/04/30 by Aboagye, Ernest, Asimit, Vali, Fung, Tsz Chai +2 · 1 citation
   #Applications (stat.AP) #FOS: Computer and information sciences #FOS: Economics and business #Theoretical Economics (econ.TH)
5. Optimal insurance design with Lambda-Value-at-Risk
   2024/08/19 by Boonen, Tim J., Chen, Yuyu, Han, Xia +1 · 1 citation
   #FOS: Economics and business #Risk Management (q-fin.RM)