Yunran Wei, ASA, Ph.D.
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Associate Professor (tenured), School of Mathematics and Statistics, Carleton University
Affiliated Member, Data Science, Analytics, and Artificial Intelligence
PhD, University of Waterloo, supervisors: Ruodu Wang and Gord Willmot
MMath in Statistics, University of Waterloo, supervisor: Carole Bernard
BMath, Double Major in Pure Mathematics and Mathematical Finance, University of Waterloo
Email: yunran.wei AT Carleton.ca or yunranwei AT cunet.carleton.ca or y27wei AT uwaterloo.ca
Office: Herzberg Laboratories, 4354
Research Interests: Artificial Intelligence, Financial Technologies, Mathematical Finance, Quantitative Risk Management, Statistics.
Graduate student positions (MSc or PhD) are available in Statistics, Mathematics, and Data Science. Prospective students are welcome to apply and contact me by email if interested.
Preprints
(2026) Pricing Rides as Option Contracts: Guarantees and Memberships under Travel-Time Uncertainty. (with Mohamad Elmasri and Mingze Li). ArXiv.
(2026) A Noise-Robust Elicit-to-Optimize Framework for Distortion Riskmetrics via Inverse Reinforcement Learning. (with Yang Liu and Yuhao Liu). ArXiv.
(2026) Weighted Generalized Risk Measure and Risk Quadrangle: Characterization, Optimization and Application. (with Yang Liu and Xintao Ye). ArXiv.
(2025) Periodic Evaluation of Defined-Contribution Pension Fund: A Dynamic Risk Measure Approach. (with Wanting He and Wenyuan Li). ArXiv.
Publications
(2026) On Vulnerability Conditional Risk Measures: Comparisons and Applications in Cryptocurrency Market. (with Tong Pu and Yiying Zhang). Risk Sciences. Journal link. (ArXiv.)
(2026) Risk Sharing with Lambda Value-at-Risk under Heterogeneous Beliefs. Finance and Stochastics, 30, 1179 - 1223 (with Peng Liu and Andreas Tsanakas). Journal link. (ArXiv.)
(2023) Assessing the Difference between Integrated Quantiles and Integrated Cumulative Distribution Functions. Insurance: Mathematics and Economics, 111, 163 - 172 (with Ričardas Zitikis). Journal link. (Arxiv.)
(2022) Parametric Measures of Variability Induced by Risk Measures. Insurance: Mathematics and Economics, 106, 270 - 284 (with Fabio Bellini, Tolulope Fadina and Ruodu Wang). Journal link. (Pdf version.)
(2020) Characterizing Optimal Allocations in Quantile-based Risk Sharing. Insurance: Mathematics and Economics, 93, 288-300 (with Ruodu Wang). Journal link. (Pdf version.)
(2020) Distortion Riskmetrics on General Spaces. ASTIN Bulletin, 50(3), 827-851 (with Qiuqi Wang and Ruodu Wang). Journal link. (Pdf version.)
(2020) Risk Functionals with Convex Level Sets. Mathematical Finance, 30(4), 1337-1367 (with Ruodu Wang). Journal link. (Pdf version.)
(2020) Characterization, Robustness and Aggregation of Signed Choquet Integrals. Mathematics of Operations Research, 45(3), 797-1192 (with Ruodu Wang and Gordon Willmot). Journal link. (Pdf version.)
Professional Credential:
Associate, Society of Actuaries (ASA)
Selected Awards:
A paper in “50 papers in 50 years” in Mathematics of Operations Research, INFORMS, 2026
NSERC Discovery Grant - Early Career Researcher (RGPIN-2023-04674, sole PI), $27,000 CAD/year, 2023 - 2028
NSERC Discovery Launch Supplement (DGECR-2023-00454, sole PI), $12,500 CAD/year, 2023 - 2024
James C. Hickman Scholar Doctoral Stipend, $20,000 USD/year, Society of Actuaries, 2018 - 2019.
Updated: September, 2026
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