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Qiuqi Wang
Qiuqi Wang
Assistant Professor, Georgia State University
Verified email at gsu.edu - Homepage
Title
Cited by
Cited by
Year
Distortion riskmetrics on general spaces
Q Wang, R Wang, Y Wei
ASTIN Bulletin: The Journal of the IAA 50 (3), 827-851, 2020
312020
E-backtesting
Q Wang, R Wang, J Ziegel
arXiv preprint arXiv:2209.00991, 2022
242022
Bayes risk, elicitability, and the Expected Shortfall
P Embrechts, T Mao, Q Wang, R Wang
Mathematical Finance 31 (4), 1190-1217, 2021
182021
Optimizing distortion riskmetrics with distributional uncertainty
S Pesenti, Q Wang, R Wang
arXiv preprint arXiv:2011.04889, 2020
152020
Cash-subadditive risk measures without quasi-convexity
X Han, Q Wang, R Wang, J Xia
arXiv preprint arXiv:2110.12198, 2021
82021
Risk measures induced by efficient insurance contracts
Q Wang, R Wang, R Zitikis
Insurance: Mathematics and Economics 103, 56-65, 2022
42022
Real option signaling games of debt financing using equity guarantee swaps under asymmetric information
Q Wang, YK Kwok
International Journal of Theoretical and Applied Finance 23 (05), 2050036, 2020
42020
Signaling game models of equity financing under information asymmetry and finite project life
Q Wang, YK Kwok
International Journal of Financial Engineering 6 (01), 1950002, 2019
42019
Simulation and Data Analysis for E-backtesting
Q Wang, R Wang, J Ziegel
Available at SSRN 4346325, 2023
22023
Characterizing, optimizing and backtesting metrics of risk
Q Wang
University of Waterloo, 2023
2023
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