Pre-publication Manuscripts

• Boonen, T. J., Chen, Y., Han, X. and Wang, Q. (2024). Optimal insurance design with Lambda-Value-at-Risk. Preprint. [arXiv]
• Wang, Q., Wang, R. and Ziegel, J. (2022). E-backtesting. Preprint. [arXiv]
• Han, X., Wang, Q., Wang, R. and Xia, J. (2021). Cash-subadditive risk measures without quasi-convexity. Preprint. [arXiv]

Peer-reviewed Journal Articles

• Aboagye, E., Asimit, V., Fung, T. C., Peng, L. and Wang, Q. (2024). A revisit of the optimal excess-of-loss contract. European Journal of Operational Research, forthcoming. [arXiv]
• Pesenti, S., Wang, Q. and Wang, R. (2024). Optimizing distortion riskmetrics with distributional uncertainty. Mathematical Programming, available online. [Journal]
• Wang, Q., Wang, R. and Zitikis, R. (2022). Risk measures induced by efficient insurance contracts. Insurance: Mathematics and Economics, 103, 56–65. [Journal]
• Embrechts, P., Mao, T., Wang, Q. and Wang, R. (2021). Bayes risk, elicitability, and the Expected Shortfall. Mathematical Finance, 31(4), 1190–1217. [Journal]
• Wang, Q., Wang, R. and Wei, Y. (2020). Distortion riskmetrics on general spaces. ASTIN Bulletin, 50(3), 827–851. [Journal]
• Wang, Q. and Kwok, Y. K. (2020). Real option signaling games of debt financing using equity guarantee swaps. International Journal of Theoretical and Applied Finance, 23(5), 2050036. [Journal]
• Wang, Q. and Kwok, Y. K. (2019). Signaling game models of equity financing under information asymmetry and finite project life. International Journal of Financial Engineering, 6(1), 1950002. [Journal]