毛甜甜

毛甜甜

毛甜甜,女,1986生,漢族。2012年5月於中國科技大學大學獲理學博士學位,同年5月進入管理學院統計與金融系進行博士後工作。

基本介紹

  • 中文名:毛甜甜
  • 國籍:中國
  • 民族:漢族
  • 性別:女
研究方向,科研項目,論文發表,

研究方向

主要研究方向為隨機比較、風險度量和極值理論。

科研項目

自然科學基金項目:多維隨機相依系統建模與分析, 2011-2013,參與。

論文發表

  1. Mao, T. (2012). Second-order conditions of regular variation and inequalities of Drees type. In:Lecture Notes in Statistics (Eds: H. Li and X. Li). In honor of Professor Moshe Shaked on his 70th Birthday, Springer. To appear.
  2. Zhao, Y., Wu, Y. and Mao, T. (2012). A rank method for testing perfect ranking in multi-cycle ranked set sampling. Journal of China University of Science and Technology. To appear.
  3. Mao, T., Pan, X. and Hu, T. (2012). On orderings between weighted sums of random variables. Probability in the Engineering and Informational Sciences. To appear.
  4. 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, 535–559.
  5. Mao, T., Lv, W. and Hu, T. (2012). Second-order expansions of the risk concentration based on CTE. Insurance: Mathematics and Economics, 51(2), 449-456.
  6. Mao, T. and Hu, T. (2012). Second-order properties of Haezendonck-Goovaerts risk measure forextreme risks. Insurance: Mathematics and Economics, 51(2), 333-343.
  7. Mao, T. and Hu, T. (2012). Characterization of left-monotone risk aversion in the RDEU model. Insurance: Mathematics and Economics, 50(3), 413-422.
  8. Chen, D., Mao, T., Pan, X. and Hu, T. (2012). Extreme value behavior of aggregate dependent risks. Insurance: Mathematics and Economics,50(1), 99-108.
  9. Mao, T. and Hu, T. (2011). A new proof of Cheung's characterization of comonotonicity. Insurance: Mathematics and Economics, 48(2), 214-216.
  10. Mao, T., Hu, T. and Zhao, P. (2010). Ordering convolutions of heterogeneous exponential and geometric distributions revisited. Probability in the Engineering and Informational Sciences, 24(3), 329-348.
  11. Mao, T. and Hu, T. (2010). Stochastic properties of INID progressively Type-II censored order statistics. Journal of Multivariate Analysis, 101(6), 1493-1500.
  12. Mao, T. and Hu, T. (2010). Equivalent characterizations on orderings of order statistics and sample ranges. Probability in the Engineering and Informational Sciences, 24 (2), 245-262.

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