Faculty profile
Ruodu Wang
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Research
Latest papers
Combining exchangeable P-values.
Proceedings of the National Academy of Sciences of the United States of America · 2025
A duality between utility transforms and probability distortions.
Theory and decision · 2025 · senior author
Latest funding
- $62,000
Uncertainty, dependence, and e-inference in risk management
NSERC · 2024 · Principal investigator
- $400,000
Quantitative Risk Management
NSERC · 2022 · Principal investigator
- $210,000
Model uncertainty and robustness in risk management
NSERC · 2018 · Principal investigator
2 publications.
Combining exchangeable P-values.
Gasparin M, Wang R, Ramdas A
A duality between utility transforms and probability distortions.
Chambers CP, Liu P, Wang R
Uncertainty, dependence, and e-inference in risk management
Principal investigators: Wang, Ruodu
Keywords: model uncertainty; risk measures; dependence; risk aggregation; e-values; martingales; financial market; decision theory; financial regulation; insurance
Quantitative Risk Management
Principal investigators: Wang, Ruodu
Keywords: finance; statistics; actuarial science; operations research; decision theory; risk measures; e-values; mass transport; dependence modeling; data science
Model uncertainty and robustness in risk management
Principal investigators: Wang, Ruodu
Model uncertainty and robustness in risk management
Principal investigators: Wang, Ruodu
The Aggregate Risk and Completely Mixable Distributions
Principal investigators: Wang, Ruodu
From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.
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