Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

Quantile-Based Risk Sharing
Paul Embrechts, Haiyan Liu, Ruodu Wang
Operations Research (2018) Vol. 66, Iss. 4, pp. 936-949
Closed Access | Times Cited: 151

Showing 1-25 of 151 citing articles:

An Axiomatic Foundation for the Expected Shortfall
Ruodu Wang, Ričardas Zitikis
Management Science (2020) Vol. 67, Iss. 3, pp. 1413-1429
Closed Access | Times Cited: 91
Regression-Based Expected Shortfall Backtesting
Sebastian Bayer, Timo Dimitriadis
Journal of Financial Econometrics (2020) Vol. 20, Iss. 3, pp. 437-471
Open Access | Times Cited: 71
Risk‐sharing rules and their properties, with applications to peer‐to‐peer insurance
Michel Denuit, Jan Dhaene, Christian Y. Robert
Journal of Risk & Insurance (2022) Vol. 89, Iss. 3, pp. 615-667
Open Access | Times Cited: 39
Convolution Bounds on Quantile Aggregation
José Blanchet, Henry Lam, Yang Liu, et al.
Operations Research (2024)
Closed Access | Times Cited: 10
A Theory for Measures of Tail Risk
Fangda Liu, Ruodu Wang
Mathematics of Operations Research (2021) Vol. 46, Iss. 3, pp. 1109-1128
Closed Access | Times Cited: 51
Star-Shaped Risk Measures
Erio Castagnoli, Giacomo Cattelan, Fabio Maccheroni, et al.
Operations Research (2022) Vol. 70, Iss. 5, pp. 2637-2654
Open Access | Times Cited: 33
Quantile-based risk sharing with heterogeneous beliefs
Paul Embrechts, Haiyan Liu, Tiantian Mao, et al.
Mathematical Programming (2018) Vol. 181, Iss. 2, pp. 319-347
Closed Access | Times Cited: 52
Risk Aversion in Regulatory Capital Principles
Tiantian Mao, Ruodu Wang
SIAM Journal on Financial Mathematics (2020) Vol. 11, Iss. 1, pp. 169-200
Closed Access | Times Cited: 40
Peer-to-peer risk sharing with an application to flood risk pooling
Runhuan Feng, Chongda Liu, Stephen Taylor
Annals of Operations Research (2022) Vol. 321, Iss. 1-2, pp. 813-842
Closed Access | Times Cited: 25
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
Equilibria and efficiency in a reinsurance market
Michael B. Zhu, Mario Ghossoub, Tim J. Boonen
Insurance Mathematics and Economics (2023) Vol. 113, pp. 24-49
Closed Access | Times Cited: 12
Diversification Quotients: Quantifying Diversification via Risk Measures
Xia Han, Liyuan Lin, Ruodu Wang
Management Science (2025)
Open Access
Pareto efficiency and financial fairness under limited expected loss constraint
Tak Wa Ng, Thai Nguyen
Journal of Mathematical Economics (2025), pp. 103096-103096
Open Access
Decentralized Annuity: A Quest for the Holy Grail of Lifetime Financial Security
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
Pareto-optimal peer-to-peer risk sharing with robust distortion risk measures
Mario Ghossoub, Michael B. Zhu, Wing Fung Chong
Astin Bulletin (2025), pp. 1-27
Open Access
Децентрализированное срахование на основе модели взаимопомощи
С.Г. Валентинов
Modern Economy Success (2025), Iss. 1, pp. 268-278
Closed Access
Risk Measures Based on Benchmark Loss Distributions
Valeria Bignozzi, Matteo Burzoni, Cosimo Munari
Journal of Risk & Insurance (2019) Vol. 87, Iss. 2, pp. 437-475
Open Access | Times Cited: 30
Scenario-based risk evaluation
Ruodu Wang, Johanna F. Ziegel
Finance and Stochastics (2021) Vol. 25, Iss. 4, pp. 725-756
Open Access | Times Cited: 24
PELVE: Probability Equivalent Level of VaR and ES
Hengxin Li, Ruodu Wang
Journal of Econometrics (2022) Vol. 234, Iss. 1, pp. 353-370
Closed Access | Times Cited: 18
A framework for measures of risk under uncertainty
Tolulope Fadina, Yang Liu, Ruodu Wang
Finance and Stochastics (2024) Vol. 28, Iss. 2, pp. 363-390
Closed Access | Times Cited: 3
Spatio‐temporal risk sharing and transfer: A unified theory of multi‐period decentralized insurances and annuities
Runhuan Feng, Peixin Liu
Journal of Risk & Insurance (2025)
Open Access
Range moment risk measures for elliptical distributions
Baishuai Zuo, Chuancun Yin
Communications in Statistics - Simulation and Computation (2025), pp. 1-27
Closed Access
An axiomatic characterization of the quantile risk-sharing rule
Jan Dhaene, Christian Y. Robert, Ka Chun Cheung, et al.
Scandinavian Actuarial Journal (2025), pp. 1-20
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
Page 1 - Next Page

Scroll to top