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   毛甜甜【English】
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  • 毛甜甜
  • 副教授
  • 86+551-63606231
  • tmao(at)ustc.edu.cn     (at)换成@
  • 统计与金融系
  • 概率与统计
  •   个人详细信息

    毛甜甜,女,1986生,汉族。2012年5月于中国科技大学大学获理学博士学位,同年5月进入管理学院统计与金融系进行博士后工作。主要研究方向为随机比较、风险度量和极值理论。


     科研项目


    国家自然科学青年基金“多元极值理论及其在风险理论中的应用”, 2014-2016,  项目主持人

    中央高校青年创新基金“相依极值风险的风险度量的研究”, 2013-2015, 项目主持人

    中国博士后科学基金“聚合相依风险的风险度量及浓度的二阶逼近”, 2012-2014, 项目主持人


     发表论文    

    1.    Bignozzi, V., Mao, T.*, Wang, B. and Wang, R. (2016). Diversification limit of quantiles under dependence uncertainty.Extremes,  19(2), 142-170

    2.     Mao, T.* and Hua, L. (2016). Second-order regular variation inherited from Laplace-Stieltjes transforms.Communications in Statistics - Theory and Methods45(15), 4569-4588

    3.    Mao, T. and Yang, F.  (2015). Risk concentration based on Expectiles for extreme risks under FGM copula. Insurance: Mathematics and Economics, 64,  429-439.

    4.     Mao, T. and Ng, K. (2015). Second-order properties of tail probabilities of sums and randomly weighted sums. Extremes18(3): 403-435.

    5.    Mao, T. and Wang, R. (2015). On aggregation sets and lower-convex sets.  Journal of Multivariate Analysis138, 170-181.

    6.    Mao, T., Ng, K. and Hu, T. (2015). Asymptotic expansions of generalized quantiles and Expectiles for extreme risks. Probability in the Engineering and Informational Sciences29, 309-327.

    7.     Mao, T. and Hu, T. (2015). Relations between the spectral measures and dependence of MEV distributions, Extremes,18, 65-84.

    8.     Liu Q. Mao T.T. and Hu T. Z. (2013). The second-order regular variation of order statistics. Probability in the Engineering and Informational Sciences, 28(2), 209-222.

    9.      Mao T.T. and Hu T.Z. (2013). Second-order properties of risk concentrations without the condition of asymptotic smoothness. Extremes16, 383-405.

    10.    Xu M.C. and Mao T.T. (2013). Optimal capital allocation based on the tail Mean-Variance model. Insurance: Mathematics and Economics, 53(3), pp 533-543.

    11.  Chen D., Mao T.T. and Hu T.Z. (2013). Asymptotic behavior of extremal events for aggregate dependent random variables. Probability in the Engineering and Informational Sciences, 27(4), pp 507-531.

    12.  Mao T.T. (2013). Second-order conditions of regular variation and inequalities of Drees type. Lectures Notes in Statistics, Vol.208, Springer, Chapter 16, pp 233-246.

    13.    Mao T.T., Pan X.Q. and Hu T.Z. (2013) On orderings between weighted sums of random variables. Probability in the Engineering and Informational Sciences, 27 (1), pp 85-97.

    14.    Lv W.H., Mao T.T. and Hu T.Z. (2012). Properties of second-order regular variation and expansions for risk concentration. Probability in the Engineering and Informational Sciences, 26 (4), pp 535-559.

    15.   Mao T.T., Lv, W.H. and Hu, T.Z. (2012). Second-order expansions of the risk concentration based on CTE.Insurance: Mathematics and Economics, 51(2), pp 449-456.

    16.   Mao T.T. and Hu T.Z. (2012). Second-order properties of Haezendonck-Goovaerts risk measure for extreme risks.Insurance: Mathematics and Economics, 51(2), pp 333-343.

    17.    Mao T.T. and Hu T.Z. (2012). Characterization of left-monotone risk aversion in the RDEU model. Insurance: Mathematics and Economics, 50(3), pp 413-422.

    18.   Chen D., Mao T.T., Pan X.Q. and Hu T.Z. (2012). Extreme value behavior of aggregate dependent risks.Insurance: Mathematics and Economics, 50 (1), pp 99-108.

    19.   Mao T.T. and Hu T.Z. (2011). A new proof of Cheung’s characterization of comonotonicity. Insurance: Mathematics and Economics, 48 (2), pp 214-216.

    20.   Mao T.T., Hu T.Z. and Zhao P. (2010). Ordering convolutions of heterogeneous exponential and geometric distributions revisited. Probability in the Engineering and Informational Sciences, 24 (3), pp 329-348.

    21.   Mao T.T. and Hu T.Z. (2010). Equivalent characterizations on orderings of order statistics and sample ranges.Probability in the Engineering and Informational Sciences, 24 (2), pp 245-262.

    22.   Mao T.T. and Hu T.Z. (2010). Stochastic properties of INID progressively type-II censored order statistics.Journal of Multivariate Analysis, 101 (6), pp 1493-1500.

    23.   Zhao Y.Y., Wu Y.H. and Mao T.T. (2012). A rank method for testing perfect ranking in multi-cycle ranked set sampling. 中国科学技术大学学报, 11, 885-889, 902.




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