معرفی
Ruodu Wang is a Professor and Canada Research Chair (Tier 1) in Quantitative Risk Management at the Department of Statistics and Actuarial Science, University of Waterloo. His academic career at Waterloo has progressed from Assistant Professor (2012-2017) to Associate Professor (2017-2022) to his current Professor position (2022-present). He also holds affiliations as an affiliated member of RiskLab at ETH Zurich and serves as Co-Editor of ASTIN Bulletin and European Actuarial Journal, and Associate Editor for several top journals including Operations Research and Finance and Stochastics.
Wang's research spans multiple disciplines with a focus on quantitative risk management. His primary interests include risk measures, e-values and statistical inference, optimal transport, dependence modeling, and risk sharing. His work bridges theoretical developments with practical applications in actuarial science, financial engineering, and operations research. A significant portion of his recent work centers on e-values as alternatives to p-values in hypothesis testing, with applications in multiple testing and meta-analysis.
His publication record shows remarkable productivity with 21 papers accepted in 2024 across top journals including Management Science, Operations Research, Annals of Statistics, and Biometrika. His research has been supported by prestigious grants including the Canada Research Chairs program (CRC-2022-00141) and NSERC (RGPIN-2024-03728). Wang's contributions to the field have been recognized through his election as a Fellow of the Institute of Mathematical Statistics (2022) and the SOA Actuarial Science Early Career Award (2021).
Wang has successfully mentored several PhD students, with two recent advisees (Liyuan Lin in 2025 and Qiuqi Wang in 2024) winning the prestigious Pierre Robillard Award for the best PhD thesis in probability or statistics at Canadian universities. His editorial work spans multiple high-impact journals, reflecting his standing in both statistical and actuarial communities.
