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副教授
- 电子邮箱：2f1552e9a1e3e07db72efa56d94bc3c554e2eb8774ed721c569cbc6fd54408bc8849c3db8f929a74a11d6626dcb3c09c5064212cefebf40aa4179448532e4fe082e17fae39ec7cb9e14e9eb1a400c5544022da6421adf413794b948d1441fcd69ba0f38e3313c64ea8b1d5a51c9bcae7fed9ada47c1142082fc86f860cacfe62
- 联系方式：86-551-63606231
- 学位：博士
访问量：
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[1]Embrechts, P., Liu, H., Mao, T.*, and Wang, R. (2020). Quantile-based risk sharing with heterogeneous beliefs. Mathematical Programming, 181, 319-347.
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[2]Mao, T. and Wang, R. (2020). Risk aversion in regulatory capital principle. SIAM Journal on Financial Mathematics, 11, 169-200.
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[3]Mao, T., Wang, B. and Wang, R. (2019). Sums of Standard Uniform Random Variables. Journal of Applied Probability, 56(3), 918--936.
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[4]He, F., Mao, T.*, Hu, T. and Shu, L. (2017). Design and analysis of the weighted likelihood ratio chart based on a new type of statistical distance measure. Expert Systems with Applications, 94, 149-163.
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[5]Cai, J., Wang, Y. and Mao, T. (2017). Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures. Insurance: Mathematics and Economics, 75, 105–116.
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[6]Bignozzi, V., Mao, T.*, Wang, B. and Wang, R. (2016). Diversification limit of quantiles under dependence uncertainty. Extremes, 19(2), 142–170.
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[7]Liu, Q., Mao, T. and Hu, T. (2014). The second-order regular variation of order statistics. Probability in the Engineering and Informational Sciences, 28(2), 209-222.
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[8]Xu, M. and Mao, T. (2013). Optimal capital allocation based on the tail Mean-Variance model. Insurance: Mathematics and Economics, 53(3), 533-543.
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[9]Chen, D., Mao, T. and Hu, T. (2013). Asymptotic behavior of extremal events for aggregate dependent random variables. Probability in the Engineering and Informational Sciences, 27(4), 507-531.
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[10]Lv, W., Mao, T. and Hu, T. (2012). Properties of second-order regular variation and expansions for risk concentration. Probability in the Engineering and Informational Sciences, 26(4), 535-559.
