Closure properties of the second-order regular variation under convolutions , Communications in Statistics- Theory and Methods , 2017 , 46(1)104-119

Second-order regular variation inherited from Laplace–Stieltjes transforms , Communications in Statistics- Theory and Methods , 2016 , 45(15)4569-4588

Asymptotic expansions of generalized quantiles and Expectiles for extreme risks , Probability in the Engineering and Informational Sciences , 2015 , 29(3)309-327

The second-order regular variation of order statistics , Probability in the Engineering and Informational Sciences , 2014 , 28(2)209-222

Asymptotic behavior of extremal events for aggregate dependent random variables , Probability in the Engineering and Informational Sciences , 2013 , 27(4)507-531

On orderings between weighted sums of random variables , Probability in the Engineering and Informational Sciences , 2013 , 27(1)85-97

Properties of second-order regular variation and expansions for risk concentration , Probability in the Engineering and Informational Sciences , 2012 , 26(4)535-559

Equivalent characterizations on orderings of order statistics and sample ranges , Probability in the Engineering and Informational Sciences , 2010 , 24(2)245-262

Ordering convolutions of heterogeneous exponential and geometric distributions revisited , Probability in the Engineering and Informational Sciences , 2010 , 24(3)329-348

A multivariate CVaR risk measure from the perspective of portfolio risk management， , Scandinavian Actuarial Journal , 2022 , 2022(3)189-215

Estimation of Haezendonck-Goovaerts risk measures for extreme risks , Scandinavian Actuarial Journal , 2021 , 7599-622

Characterizations of risk aversion in cumulative prospect theory , Mathematics and Financial Economics , 2019 , 13(2)303-328

Diversification limit of quantiles under dependence uncertainty , Extremes , 2016 , 19(2)143-170

Second-order properties of tail probabilities of sums and randomly weighted sums , Extremes , 2015 , 18(3)403-435

Relations between the spectral measures and dependence of MEV distributions , Extremes , 2015 , 18(1)65-84

Second-order properties of risk concentrations without the condition of asymptotic smoothness , Extremes , 2013 , 16(4)383-405

Sinkhorn distributionally robust conditional quantile prediction with fixed design , Entropy , 2025 , 27(6)557

Generalized optimized certainty equivalent with applications in the rank-dependent utility model , SIAM Journal on Financial Mathematics , 2024 , 15(1)255-294

Risk aversion in regulatory capital principles , SIAM Journal on Financial Mathematics , 2020 , 11(1) 169-200

关于多重循环秩集抽样下正确排序的一种秩检验方法 , 中国科学技术大学学报 , 2012 , 42(11)885-889