Qiong Wu
Chinese University of Hong Kong
Qiong Wu received BSc from Inner Mongolia University in 2015 and PhD from Dalian University of Technology in 2021. From 2021 to 2024, she is a postdoctoral research fellow in The Chinese University of Hong Kong. She is currently an associate researcher at School of Mathematical Sciences, Nanjing Normal University. Her main research interests include stochastic optimization, preference and distributionally robust optimization, risk measures, and nonsmooth optimization algorithms.
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Articles by Qiong Wu
A robust distorted Orlicz premium: modeling, computational scheme and applications
This paper introduces the distorted Orlicz premium in an extension of Bellini et al's robust Orcliz premium and extend this to the Haezendonck–Goovaerts risk measure.