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Yunran Wei

Observed name: Wei, Yunran
ORCID: 0000-0002-9616-9454
Observed ORCID: 0000-0002-9616-9454
OpenAlex ID: A5071922693
Characterization, Robustness and Aggregation of Signed Choquet Integrals
2018 · Ruodu Wang, Yunran Wei, et al. · Mathematics of Operations Research · 75
Distortion Riskmetrics on General Spaces
2020 · Qiuqi Wang, Ruodu Wang, et al. · Astin Bulletin · 50
Risk Functionals With Convex Level Sets
2018 · Ruodu Wang, Yunran Wei · Mathematical Finance · 28
Parametric measures of variability induced by risk measures
2022 · Fabio Bellini, Tolulope Fadina, et al. · Insurance Mathematics and Economics · 21
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Characterizing optimal allocations in quantile-based risk sharing
2020 · Ruodu Wang, Yunran Wei · Insurance Mathematics and Economics · 17
Parametric measures of variability induced by risk measures
2020 · Bellini, Fabio, Fadina, Tolulope, et al. · Open Access at Essex (University of Essex) · 5
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Assessing the difference between integrated quantiles and integrated cumulative distribution functions
2022 · Wei, Yunran, Zitikis, Ricardas · arXiv (Cornell University) · 3
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Risk sharing with lambda value-at-risk under heterogeneous beliefs
2026 · Peng Liu, Andreas Tsanakas, et al. · Finance and Stochastics · 2
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On Vulnerability Conditional Risk Measures: Comparisons and Applications in Cryptocurrency Market
2025 · Tong Pu, Yunran Wei, et al. · SSRN Electronic Journal · 1
Assessing the difference between integrated quantiles and integrated cumulative distribution functions
2023 · Yunran Wei, Ričardas Zitikis · Insurance Mathematics and Economics · 1
Assessing the Difference between Integrated Quantiles and Integrated Cumulative Distribution Functions
2022 · Yunran Wei, Ricardas Zitikis · SSRN Electronic Journal · 1
Pricing rides as option contracts: guarantees and memberships under travel-time uncertainty
2026 · Elmasri, Mohamad, Li, Mingze, et al. · arXiv (Cornell University)
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A Noise-Robust Elicit-to-Optimize Framework for Distortion Riskmetrics via Inverse Reinforcement Learning
2026 · Liu, Yang, Liu, Yuhao, et al. · arXiv (Cornell University)
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Weighted Generalized Risk Measure and Risk Quadrangle: Characterization, Optimization and Application
2026 · Liu, Yang, Wei, Yunran, et al. · arXiv (Cornell University)
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Vulnerability-conditional systemic risk measures: Evidence from cryptocurrency markets
2026 · Tong Pu, Yunran Wei, et al. · Risk sciences.
On Vulnerability Conditional Risk Measures: Comparisons and Applications in Cryptocurrency Market
2024 · Pu, Tong, Wei, Yunran, et al. · RePEc: Research Papers in Economics
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Assessing the Difference Between Integrated Quantiles and Integrated Cumulative Distribution Functions
2022 · Yunran Wei, Ricardas Zitikis · SSRN Electronic Journal
Risk Management with Non-Convex and Non-Monotone Preferences
2019 · Yunran Wei · UWSpace (University of Waterloo)
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Some Results on Multivariate Dependence Modeling
2015 · Yunran Wei · UWSpace (University of Waterloo)
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Works count: 20
Citation count: 204
H-index: 5
I10-index: 5
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