Edit Profile (opens in new tab) Mao, Tiantian Compute Distance To: Compute Author ID: mao.tiantian Published as: Mao, Tiantian External Links: MGP Documents Indexed: 36 Publications since 2010 Co-Authors: 23 Co-Authors with 35 Joint Publications 1,049 Co-Co-Authors all top 5 Co-Authors 1 single-authored 17 Hu, Taizhong 5 Wang, Ruodu 4 Cai, Jun 3 Yang, Fan 2 Chen, Die 2 Liu, Haiyan 2 Liu, Qing 2 Lv, Wenhua 2 Ng, Kai Wang 2 Pan, Xiaoqing 2 Wang, Bin 2 Wu, Qinyu 1 Bignozzi, Valeria 1 Embrechts, Paul 1 Hu, Jiuyun 1 Hua, Lei 1 Jia, Huameng 1 Li, Lu 1 Wu, Yaohua 1 Xu, Maochao 1 Zhao, Peng 1 Zhao, Yanchun 1 Zhao, Yuanyuan all top 5 Serials 9 Insurance Mathematics & Economics 7 Probability in the Engineering and Informational Sciences 4 Extremes 3 Journal of Applied Probability 2 Journal of Multivariate Analysis 2 Communications in Statistics. Theory and Methods 2 Scandinavian Actuarial Journal 1 Mathematical Programming. Series A. Series B 1 Finance and Stochastics 1 ASTIN Bulletin 1 Journal of University of Science and Technology of China 1 Mathematics and Financial Economics 1 SIAM Journal on Financial Mathematics Fields 22 Probability theory and stochastic processes (60-XX) 21 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 19 Statistics (62-XX) 1 Real functions (26-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 26 Publications have been cited 161 times in 124 Documents Cited by ▼ Year ▼ Equivalent characterizations on orderings of order statistics and sample ranges. Zbl 1193.60025Mao, Tiantian; Hu, Taizhong 26 2010 Second-order properties of the Haezendonck-Goovaerts risk measure for extreme risks. Zbl 1284.91256Mao, Tiantian; Hu, Taizhong 17 2012 Second-order properties of risk concentrations without the condition of asymptotic smoothness. Zbl 1284.91523Mao, Tiantian; Hu, Taizhong 13 2013 Second-order expansions of the risk concentration based on CTE. Zbl 1284.91524Mao, Tiantian; Lv, Wenhua; Hu, Taizhong 9 2012 Properties of second-order regular variation and expansions for risk concentration. Zbl 1261.62043Lv, Wenhua; Mao, Tiantian; Hu, Taizhong 9 2012 Optimal capital allocation based on the tail mean-variance model. Zbl 1290.91152Xu, Maochao; Mao, Tiantian 8 2013 Risk concentration based on expectiles for extreme risks under FGM copula. Zbl 1348.91175Mao, Tiantian; Yang, Fan 8 2015 Asymptotic expansions of generalized quantiles and expectiles for extreme risks. Zbl 1373.62216Mao, Tiantian; Ng, Kai Wang; Hu, Taizhong 7 2015 Second-order properties of tail probabilities of sums and randomly weighted sums. Zbl 1327.60073Mao, Tiantian; Ng, Kai Wang 7 2015 Ordering convolutions of heterogeneous exponential and geometric distributions revisited. Zbl 1200.60021Mao, Tiantian; Hu, Taizhong; Zhao, Peng 6 2010 Risk measures based on behavioural economics theory. Zbl 1397.91606Mao, Tiantian; Cai, Jun 6 2018 Quantile-based risk sharing with heterogeneous beliefs. Zbl 1443.91102Embrechts, Paul; Liu, Haiyan; Mao, Tiantian; Wang, Ruodu 5 2020 On orderings between weighted sums of random variables. Zbl 1269.60022Mao, Tiantian; Pan, Xiaoqing; Hu, Taizhong 5 2013 Extreme value behavior of aggregate dependent risks. Zbl 1239.91076Chen, Die; Mao, Tiantian; Pan, Xiaoqing; Hu, Taizhong 5 2012 Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures. Zbl 1394.91197Cai, Jun; Wang, Ying; Mao, Tiantian 5 2017 Closure properties of the second-order regular variation under convolutions. Zbl 1360.60099Liu, Qing; Mao, Tiantian; Hu, Taizhong 4 2017 A new proof of Cheung’s characterization of comonotonicity. Zbl 1233.60009Mao, Tiantian; Hu, Taizhong 4 2011 Risk aversion in regulatory capital principles. Zbl 1443.91254Mao, Tiantian; Wang, Ruodu 3 2020 On aggregation sets and lower-convex sets. Zbl 1321.60033Mao, Tiantian; Wang, Ruodu 3 2015 Characterization of left-monotone risk aversion in the RDEU model. Zbl 1252.60022Mao, Tiantian; Hu, Taizhong 3 2012 Risk measures derived from a regulator’s perspective on the regulatory capital requirements for insurers. Zbl 1454.91169Cai, Jun; Mao, Tiantian 2 2020 The average risk sharing problem under risk measure and expected utility theory. Zbl 1417.91279Mao, Tiantian; Hu, Jiuyun; Liu, Haiyan 2 2018 Stochastic properties of INID progressive type-II censored order statistics. Zbl 1193.60024Mao, Tiantian; Hu, Taizhong 1 2010 Relations between the spectral measures and dependence of MEV distributions. Zbl 1318.60059Mao, Tiantian; Hu, Taizhong 1 2015 The second-order regular variation of order statistics. Zbl 1291.62101Liu, Qing; Mao, Tiantian; Hu, Taizhong 1 2014 Stochastic comparisons of largest-order statistics for proportional reversed hazard rate model and applications. Zbl 1457.60026Li, Lu; Wu, Qinyu; Mao, Tiantian 1 2020 Quantile-based risk sharing with heterogeneous beliefs. Zbl 1443.91102Embrechts, Paul; Liu, Haiyan; Mao, Tiantian; Wang, Ruodu 5 2020 Risk aversion in regulatory capital principles. Zbl 1443.91254Mao, Tiantian; Wang, Ruodu 3 2020 Risk measures derived from a regulator’s perspective on the regulatory capital requirements for insurers. Zbl 1454.91169Cai, Jun; Mao, Tiantian 2 2020 Stochastic comparisons of largest-order statistics for proportional reversed hazard rate model and applications. Zbl 1457.60026Li, Lu; Wu, Qinyu; Mao, Tiantian 1 2020 Risk measures based on behavioural economics theory. Zbl 1397.91606Mao, Tiantian; Cai, Jun 6 2018 The average risk sharing problem under risk measure and expected utility theory. Zbl 1417.91279Mao, Tiantian; Hu, Jiuyun; Liu, Haiyan 2 2018 Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures. Zbl 1394.91197Cai, Jun; Wang, Ying; Mao, Tiantian 5 2017 Closure properties of the second-order regular variation under convolutions. Zbl 1360.60099Liu, Qing; Mao, Tiantian; Hu, Taizhong 4 2017 Risk concentration based on expectiles for extreme risks under FGM copula. Zbl 1348.91175Mao, Tiantian; Yang, Fan 8 2015 Asymptotic expansions of generalized quantiles and expectiles for extreme risks. Zbl 1373.62216Mao, Tiantian; Ng, Kai Wang; Hu, Taizhong 7 2015 Second-order properties of tail probabilities of sums and randomly weighted sums. Zbl 1327.60073Mao, Tiantian; Ng, Kai Wang 7 2015 On aggregation sets and lower-convex sets. Zbl 1321.60033Mao, Tiantian; Wang, Ruodu 3 2015 Relations between the spectral measures and dependence of MEV distributions. Zbl 1318.60059Mao, Tiantian; Hu, Taizhong 1 2015 The second-order regular variation of order statistics. Zbl 1291.62101Liu, Qing; Mao, Tiantian; Hu, Taizhong 1 2014 Second-order properties of risk concentrations without the condition of asymptotic smoothness. Zbl 1284.91523Mao, Tiantian; Hu, Taizhong 13 2013 Optimal capital allocation based on the tail mean-variance model. Zbl 1290.91152Xu, Maochao; Mao, Tiantian 8 2013 On orderings between weighted sums of random variables. Zbl 1269.60022Mao, Tiantian; Pan, Xiaoqing; Hu, Taizhong 5 2013 Second-order properties of the Haezendonck-Goovaerts risk measure for extreme risks. Zbl 1284.91256Mao, Tiantian; Hu, Taizhong 17 2012 Second-order expansions of the risk concentration based on CTE. Zbl 1284.91524Mao, Tiantian; Lv, Wenhua; Hu, Taizhong 9 2012 Properties of second-order regular variation and expansions for risk concentration. Zbl 1261.62043Lv, Wenhua; Mao, Tiantian; Hu, Taizhong 9 2012 Extreme value behavior of aggregate dependent risks. Zbl 1239.91076Chen, Die; Mao, Tiantian; Pan, Xiaoqing; Hu, Taizhong 5 2012 Characterization of left-monotone risk aversion in the RDEU model. Zbl 1252.60022Mao, Tiantian; Hu, Taizhong 3 2012 A new proof of Cheung’s characterization of comonotonicity. Zbl 1233.60009Mao, Tiantian; Hu, Taizhong 4 2011 Equivalent characterizations on orderings of order statistics and sample ranges. Zbl 1193.60025Mao, Tiantian; Hu, Taizhong 26 2010 Ordering convolutions of heterogeneous exponential and geometric distributions revisited. Zbl 1200.60021Mao, Tiantian; Hu, Taizhong; Zhao, Peng 6 2010 Stochastic properties of INID progressive type-II censored order statistics. Zbl 1193.60024Mao, Tiantian; Hu, Taizhong 1 2010 all cited Publications top 5 cited Publications all top 5 Cited by 167 Authors 19 Mao, Tiantian 15 Zhao, Peng 14 Hu, Taizhong 9 Balakrishnan, Narayanaswamy 8 Wang, Ruodu 7 Zhang, Yiying 6 Cai, Jun 6 Xu, Maochao 6 Yang, Fan 5 Li, Xiaohu 5 Pan, Xiaoqing 4 Girard, Stéphane 4 Ling, Chengxiu 4 Peng, Zuoxiang 3 Cheung, Ka Chun 3 Daouia, Abdelaati 3 Ding, Weiyong 3 Peng, Liang 3 Stupfler, Gilles 3 Wang, Xing 2 Chen, Yu 2 Drapeau, Samuel 2 Gao, Wenxue 2 Haidari, Abedin 2 Hashorva, Enkelejd 2 Kochar, Subhash C. 2 Leng, Xuan 2 Li, Chen 2 Lin, Jianxi 2 Liu, Fangda 2 Liu, Qing 2 Lv, Wenhua 2 Maume-Deschamps, Véronique 2 Ng, Kai Wang 2 Rullière, Didier 2 Said, Khalil 2 Tadese, Mekonnen 2 Tang, Qihe 2 Wang, Jiantian 2 Wei, Yunran 2 Xanthos, Foivos 1 Alotaibi, Reem 1 Barmalzan, Ghobad 1 Beck, Nicholas 1 Belles-Sampera, Jaume 1 Bellini, Fabio 1 Biagini, Francesca 1 Bignozzi, Valeria 1 Boonen, Tim J. 1 Burkschat, Marco 1 Chen, Dan 1 Chen, Die 1 Chen, Jianbin 1 Chen, Ouxiang 1 Chen, Yiqing 1 Chen, Yuyu 1 Coculescu, Delia 1 Cornilly, Dries 1 Da, Gaofeng 1 Das, Bikramjit 1 Delbaen, Freddy 1 Dhaene, Jan 1 Di Bernardino, Elena 1 Di Crescenzo, Antonio 1 Diao, Xundi 1 Doldi, Alessandro 1 Dominicy, Yves 1 Du, Baojun 1 Eini, Esmat Jamshidi 1 El Methni, Jonathan 1 Fang, Rui 1 Fissler, Tobias 1 Fouque, Jean-Pierre 1 Frittelli, Marco 1 Gao, Niushan 1 Gao, Yu 1 Gardes, Laurent 1 Guillen, Montserrat 1 Han, Jian 1 Heikkilä, Matias 1 Hu, Jiuyun 1 Hu, Xiang 1 Hu, Yanni 1 Hua, Lei 1 Huang, Yu 1 Ibragimov, Rustam 1 Ilmonen, Pauliina 1 Jia, Huameng 1 Jiang, Chunfu 1 Jin, Zhuo 1 Kayal, Suchandan 1 Khaloozadeh, Hamid 1 Kim, Bara 1 Kim, Jeongsim 1 Kratz, Marie-France 1 Kukush, Oleksandr Georgiĭovych 1 Laeven, Roger J. A. 1 Landriault, David 1 Li, Lu 1 Li, Ximei ...and 67 more Authors all top 5 Cited in 42 Serials 28 Insurance Mathematics & Economics 13 Statistics & Probability Letters 11 Probability in the Engineering and Informational Sciences 9 Communications in Statistics. Theory and Methods 6 Journal of Applied Probability 5 Scandinavian Actuarial Journal 4 Journal of Multivariate Analysis 4 Extremes 3 Statistics 3 Bernoulli 3 Statistics & Risk Modeling 2 Journal of Econometrics 2 Mathematics of Operations Research 2 Mathematics and Financial Economics 2 Dependence Modeling 1 Metrika 1 Scandinavian Journal of Statistics 1 Annals of the Institute of Statistical Mathematics 1 Applied Mathematics and Computation 1 Journal of Computational and Applied Mathematics 1 Acta Mathematicae Applicatae Sinica. English Series 1 Annals of Operations Research 1 Economics Letters 1 European Journal of Operational Research 1 Fractals 1 Economic Theory 1 Mathematical Problems in Engineering 1 Journal of Inequalities and Applications 1 Communications in Nonlinear Science and Numerical Simulation 1 CEJOR. Central European Journal of Operations Research 1 Methodology and Computing in Applied Probability 1 Quantitative Finance 1 ASTIN Bulletin 1 North American Actuarial Journal 1 Journal of Industrial and Management Optimization 1 Electronic Journal of Statistics 1 SIAM Journal on Financial Mathematics 1 Probability Surveys 1 Science China. Mathematics 1 European Actuarial Journal 1 Communications in Mathematics and Statistics 1 Probability, Uncertainty and Quantitative Risk all top 5 Cited in 9 Fields 74 Statistics (62-XX) 70 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 69 Probability theory and stochastic processes (60-XX) 15 Operations research, mathematical programming (90-XX) 2 Functional analysis (46-XX) 1 General and overarching topics; collections (00-XX) 1 Real functions (26-XX) 1 Biology and other natural sciences (92-XX) 1 Mathematics education (97-XX) Citations by Year