中国科学技术大学毛甜甜--中文主页--科学研究

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毛甜甜

副教授
电子邮箱：
联系方式：86-551-63606231
学位：博士

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研究领域

概率与统计

论文成果 More>>

[ 1 ]Embrechts, P., Liu, H., Mao, T.*, and Wang, R. (2020). Quantile-based risk sharing with heterogeneous beliefs. Mathematical Programming, 181, 319-347.
[ 2 ]Mao, T. and Wang, R. (2020). Risk aversion in regulatory capital principle. SIAM Journal on Financial Mathematics, 11, 169-200.
[ 3 ]Mao, T., Wang, B. and Wang, R. (2019). Sums of Standard Uniform Random Variables. Journal of Applied Probability, 56(3), 918--936.
[ 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.
[ 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.
[ 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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