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  • 胡太忠
  • 教授
  • +86-551-63600563
  • thu@ustc.edu.cn
  • 统计与金融系
  • 概率与统计
English
  • Optimal allocation of policy limits and deductibles under distortion risk measures , Insurance: Mathematics and Economics , 2009 , 44(3)409-414
  • Asset proportions in optimal portfolios with default risks , Insurance: Mathematics and Economics , 2008 , 43(2)223-226
  • Dependence properties of order statistics , Journal of Statistical Planning and Inference , 2008 , 138(7)2214-2222
  • Conditional orderings and positive dependence , Journal of Multivariate Analysis , 2008 , 99(3)358-371
  • Moment inequalities for a class of symmetric distributions , Statistics and Probability Letters , 2026 , 232110652
  • Generating negative regression dependence via conditioning operations , Statistics and Probability Letters , 2026 , 231110623
  • Tsallis value-at-risk: generalized entropic value-at-risk , Probability in the Engineering and Informational Sciences , 2024 , 38(1)1-20
  • Incorporating grouping information into Bayesian Gaussian graphical model selection , Communications in Statistics- Theory and Methods , 2023 , 52(22)7966-7983
  • On Samuel’s p-value model and the Simes test under dependence , Statistics and Probability Letters , 2022 , 187(1)109509
  • Preservation of log-concavity and log-convexity under operators , Probability in the Engineering and Informational Sciences , 2021 , 35(3)451-464
  • Bounds on extropy with variational distance constraint , Probability in the Engineering and Informational Sciences , 2019 , 33(2)186-204
  • Extreme-aggregation measures in the RDEU model , Statistics and Probability Letters , 2019 , 148155-163
  • A new type of change-detection scheme based on the window-limited weighted likelihood ratios , Expert Systems With Applications , 2018 , 94149-163
  • Preservation of log-concavity under convolution , Probability in the Engineering and Informational Sciences , 2018 , 32(4)567-579
  • Closure properties of the second-order regular variation under convolutions , Communications in Statistics- Theory and Methods , 2017 , 46(1)104-119
  • New developments on the L_p-metric between a probability distribution and its distortion , Statistics and Probability Letters , 2016 , 110(1)236-243
  • Dispersive ordering for the multivariate normal distribution , Probability in the Engineering and Informational Sciences , 2016 , 30(2)141-152
  • Asymptotic expansions of generalized quantiles and Expectiles for extreme risks , Probability in the Engineering and Informational Sciences , 2015 , 29(3)309-327
  • The closure property of 2RV under random sum , Statistics and Probability Letters , 2014 , 98158-167
  • The second-order regular variation of order statistics , Probability in the Engineering and Informational Sciences , 2014 , 28(2)209-222
  • Asymptotics of the risk concentration based on the tail distortion risk measure , Statistics and Probability Letters , 2013 , 83(12)2703-2710
  • The second-order version of Karamata’s theorem with applications , Statistics and Probability Letters , 2013 , 83(5)1397-1403
  • On orderings between weighted sums of random variables , Probability in the Engineering and Informational Sciences , 2013 , 27(1)85-97
  • Asymptotic behavior of extremal events for aggregate dependent random variables , Probability in the Engineering and Informational Sciences , 2013 , 27(4)507-531
  • New properties of the total time on test transform order , Probability in the Engineering and Informational Sciences , 2012 , 26(1)43-60
  • Properties of second-order regular variation and expansions for risk concentration , Probability in the Engineering and Informational Sciences , 2012 , 26(4)535-559
  • Ordering consecutive k-out-of-n:F systems , Probability in the Engineering and Informational Sciences , 2012 , 26(2)147-158
  • Order statistics from heterogenous negative binomial random variables , Probability in the Engineering and Informational Sciences , 2011 , 25(4)435-448
  • 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
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