
OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!
If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.
Requested Article:
Inf-Convolution, Optimal Allocations, and Model Uncertainty for Tail Risk Measures
Fangda Liu, Tiantian Mao, Ruodu Wang, et al.
Mathematics of Operations Research (2022) Vol. 47, Iss. 3, pp. 2494-2519
Closed Access | Times Cited: 22
Fangda Liu, Tiantian Mao, Ruodu Wang, et al.
Mathematics of Operations Research (2022) Vol. 47, Iss. 3, pp. 2494-2519
Closed Access | Times Cited: 22
Showing 22 citing articles:
Worst-case risk measures of stop-loss and limited loss random variables under distribution uncertainty with applications to robust reinsurance
Jun Cai, Fangda Liu, Mingren Yin
European Journal of Operational Research (2024) Vol. 318, Iss. 1, pp. 310-326
Open Access | Times Cited: 11
Jun Cai, Fangda Liu, Mingren Yin
European Journal of Operational Research (2024) Vol. 318, Iss. 1, pp. 310-326
Open Access | Times Cited: 11
Decentralized Annuity: A Quest for the Holy Grail of Lifetime Financial Security
Runhuan Feng, Zongxia Liang, Yilun Song
(2025)
Closed Access
Runhuan Feng, Zongxia Liang, Yilun Song
(2025)
Closed Access
Short Communication: A Note on Robust Risk-Sharing with Convex Risk Measures
Marcelo Brutti Righi
SIAM Journal on Financial Mathematics (2025) Vol. 16, Iss. 1, pp. SC24-SC36
Closed Access
Marcelo Brutti Righi
SIAM Journal on Financial Mathematics (2025) Vol. 16, Iss. 1, pp. SC24-SC36
Closed Access
Worst-case reinsurance strategy with likelihood ratio uncertainty
David Landriault, Fangda Liu, Z. Shi
Astin Bulletin (2025), pp. 1-22
Closed Access
David Landriault, Fangda Liu, Z. Shi
Astin Bulletin (2025), pp. 1-22
Closed Access
Risk-Adaptive Approaches to Stochastic Optimization: A Survey
Johannes Ø. Røyset
SIAM Review (2025) Vol. 67, Iss. 1, pp. 3-70
Closed Access
Johannes Ø. Røyset
SIAM Review (2025) Vol. 67, Iss. 1, pp. 3-70
Closed Access
Optimal insurance design with Lambda-Value-at-Risk
Tim J. Boonen, Yuyu Chen, Xia Han, et al.
European Journal of Operational Research (2025)
Open Access
Tim J. Boonen, Yuyu Chen, Xia Han, et al.
European Journal of Operational Research (2025)
Open Access
Optimizing distortion riskmetrics with distributional uncertainty
Silvana M. Pesenti, Qiuqi Wang, Ruodu Wang
Mathematical Programming (2024)
Closed Access | Times Cited: 2
Silvana M. Pesenti, Qiuqi Wang, Ruodu Wang
Mathematical Programming (2024)
Closed Access | Times Cited: 2
An extreme worst-case risk measure by expectile
Yanlin Hu, Yu Chen, Tiantian Mao
Advances in Applied Probability (2024), pp. 1-20
Closed Access | Times Cited: 2
Yanlin Hu, Yu Chen, Tiantian Mao
Advances in Applied Probability (2024), pp. 1-20
Closed Access | Times Cited: 2
Pairwise counter-monotonicity
Jean-Gabriel Lauzier, Liyuan Lin, Ruodu Wang
Insurance Mathematics and Economics (2023) Vol. 111, pp. 279-287
Open Access | Times Cited: 5
Jean-Gabriel Lauzier, Liyuan Lin, Ruodu Wang
Insurance Mathematics and Economics (2023) Vol. 111, pp. 279-287
Open Access | Times Cited: 5
Optimizing Distortion Riskmetrics With Distributional Uncertainty
Silvana M. Pesenti, Qiuqi Wang, Ruodu Wang
SSRN Electronic Journal (2020)
Open Access | Times Cited: 14
Silvana M. Pesenti, Qiuqi Wang, Ruodu Wang
SSRN Electronic Journal (2020)
Open Access | Times Cited: 14
Adjusted Rényi entropic Value-at-Risk
Zhenfeng Zou, Qinyu Wu, Zichao Xia, et al.
European Journal of Operational Research (2022) Vol. 306, Iss. 1, pp. 255-268
Closed Access | Times Cited: 8
Zhenfeng Zou, Qinyu Wu, Zichao Xia, et al.
European Journal of Operational Research (2022) Vol. 306, Iss. 1, pp. 255-268
Closed Access | Times Cited: 8
Risk Sharing with Lambda Value at Risk
Peng Liu
Mathematics of Operations Research (2024)
Open Access | Times Cited: 1
Peng Liu
Mathematics of Operations Research (2024)
Open Access | Times Cited: 1
Factor Risk Measures
Hirbod Assa, Peng Liu
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 1
Hirbod Assa, Peng Liu
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 1
Risk assessment of river water quality using long-memory processes subject to divergence or Wasserstein uncertainty
Hidekazu Yoshioka, Yumi Yoshioka
Stochastic Environmental Research and Risk Assessment (2024) Vol. 38, Iss. 8, pp. 3007-3030
Closed Access | Times Cited: 1
Hidekazu Yoshioka, Yumi Yoshioka
Stochastic Environmental Research and Risk Assessment (2024) Vol. 38, Iss. 8, pp. 3007-3030
Closed Access | Times Cited: 1
On the Expansion of Risk Pooling
Runhuan Feng, Seongyoon Kim, Michail Anthropelos
(2024)
Closed Access | Times Cited: 1
Runhuan Feng, Seongyoon Kim, Michail Anthropelos
(2024)
Closed Access | Times Cited: 1
A Reverse ES (CVaR) Optimization Formula
Yuanying Guan, Zhanyi Jiao, Ruodu Wang
North American Actuarial Journal (2023) Vol. 28, Iss. 3, pp. 611-625
Open Access | Times Cited: 3
Yuanying Guan, Zhanyi Jiao, Ruodu Wang
North American Actuarial Journal (2023) Vol. 28, Iss. 3, pp. 611-625
Open Access | Times Cited: 3
Interest rate risk of Chinese commercial banks based on the GARCH-EVT model
Xin Chen, Zhangming Shan, Decai Tang, et al.
Humanities and Social Sciences Communications (2023) Vol. 10, Iss. 1
Open Access | Times Cited: 3
Xin Chen, Zhangming Shan, Decai Tang, et al.
Humanities and Social Sciences Communications (2023) Vol. 10, Iss. 1
Open Access | Times Cited: 3
Inf-convolution and optimal allocations for mixed-VaRs
Zichao Xia, Zhenfeng Zou, Taizhong Hu
Insurance Mathematics and Economics (2022) Vol. 108, pp. 156-164
Closed Access | Times Cited: 4
Zichao Xia, Zhenfeng Zou, Taizhong Hu
Insurance Mathematics and Economics (2022) Vol. 108, pp. 156-164
Closed Access | Times Cited: 4
Worst-case Risk Measures of Stop-Loss and Limited Loss Random Variables Under Distribution Uncertainty With Applications to Robust Reinsurance
Jun Cai, Fangda Liu, Mingren Yin
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 1
Jun Cai, Fangda Liu, Mingren Yin
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 1
Risk sharing with Lambda value at risk
Peng Liu
SSRN Electronic Journal (2023)
Open Access | Times Cited: 1
Peng Liu
SSRN Electronic Journal (2023)
Open Access | Times Cited: 1
Worst-Case Reinsurance Strategy with Likelihood Ratio Uncertainty
David Landriault, Fangda Liu, Z. Shi
SSRN Electronic Journal (2024)
Closed Access
David Landriault, Fangda Liu, Z. Shi
SSRN Electronic Journal (2024)
Closed Access
Optimal risk sharing for lambda value-at-risk
Zichao Xia, Taizhong Hu
Advances in Applied Probability (2024), pp. 1-33
Closed Access
Zichao Xia, Taizhong Hu
Advances in Applied Probability (2024), pp. 1-33
Closed Access
A Reverse Expected Shortfall Optimization Formula
Yuanying Guan, Zhanyi Jiao, Ruodu Wang
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 1
Yuanying Guan, Zhanyi Jiao, Ruodu Wang
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 1