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Author ID: mao.tiantian Recent zbMATH articles by "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

Publications by Year

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 1193.60025
Mao, Tiantian; Hu, Taizhong
26
2010
Second-order properties of the Haezendonck-Goovaerts risk measure for extreme risks. Zbl 1284.91256
Mao, Tiantian; Hu, Taizhong
17
2012
Second-order properties of risk concentrations without the condition of asymptotic smoothness. Zbl 1284.91523
Mao, Tiantian; Hu, Taizhong
13
2013
Second-order expansions of the risk concentration based on CTE. Zbl 1284.91524
Mao, Tiantian; Lv, Wenhua; Hu, Taizhong
9
2012
Properties of second-order regular variation and expansions for risk concentration. Zbl 1261.62043
Lv, Wenhua; Mao, Tiantian; Hu, Taizhong
9
2012
Optimal capital allocation based on the tail mean-variance model. Zbl 1290.91152
Xu, Maochao; Mao, Tiantian
8
2013
Risk concentration based on expectiles for extreme risks under FGM copula. Zbl 1348.91175
Mao, Tiantian; Yang, Fan
8
2015
Asymptotic expansions of generalized quantiles and expectiles for extreme risks. Zbl 1373.62216
Mao, Tiantian; Ng, Kai Wang; Hu, Taizhong
7
2015
Second-order properties of tail probabilities of sums and randomly weighted sums. Zbl 1327.60073
Mao, Tiantian; Ng, Kai Wang
7
2015
Ordering convolutions of heterogeneous exponential and geometric distributions revisited. Zbl 1200.60021
Mao, Tiantian; Hu, Taizhong; Zhao, Peng
6
2010
Risk measures based on behavioural economics theory. Zbl 1397.91606
Mao, Tiantian; Cai, Jun
6
2018
Quantile-based risk sharing with heterogeneous beliefs. Zbl 1443.91102
Embrechts, Paul; Liu, Haiyan; Mao, Tiantian; Wang, Ruodu
5
2020
On orderings between weighted sums of random variables. Zbl 1269.60022
Mao, Tiantian; Pan, Xiaoqing; Hu, Taizhong
5
2013
Extreme value behavior of aggregate dependent risks. Zbl 1239.91076
Chen, Die; Mao, Tiantian; Pan, Xiaoqing; Hu, Taizhong
5
2012
Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures. Zbl 1394.91197
Cai, Jun; Wang, Ying; Mao, Tiantian
5
2017
Closure properties of the second-order regular variation under convolutions. Zbl 1360.60099
Liu, Qing; Mao, Tiantian; Hu, Taizhong
4
2017
A new proof of Cheung’s characterization of comonotonicity. Zbl 1233.60009
Mao, Tiantian; Hu, Taizhong
4
2011
Risk aversion in regulatory capital principles. Zbl 1443.91254
Mao, Tiantian; Wang, Ruodu
3
2020
On aggregation sets and lower-convex sets. Zbl 1321.60033
Mao, Tiantian; Wang, Ruodu
3
2015
Characterization of left-monotone risk aversion in the RDEU model. Zbl 1252.60022
Mao, Tiantian; Hu, Taizhong
3
2012
Risk measures derived from a regulator’s perspective on the regulatory capital requirements for insurers. Zbl 1454.91169
Cai, Jun; Mao, Tiantian
2
2020
The average risk sharing problem under risk measure and expected utility theory. Zbl 1417.91279
Mao, Tiantian; Hu, Jiuyun; Liu, Haiyan
2
2018
Stochastic properties of INID progressive type-II censored order statistics. Zbl 1193.60024
Mao, Tiantian; Hu, Taizhong
1
2010
Relations between the spectral measures and dependence of MEV distributions. Zbl 1318.60059
Mao, Tiantian; Hu, Taizhong
1
2015
The second-order regular variation of order statistics. Zbl 1291.62101
Liu, Qing; Mao, Tiantian; Hu, Taizhong
1
2014
Stochastic comparisons of largest-order statistics for proportional reversed hazard rate model and applications. Zbl 1457.60026
Li, Lu; Wu, Qinyu; Mao, Tiantian
1
2020
Quantile-based risk sharing with heterogeneous beliefs. Zbl 1443.91102
Embrechts, Paul; Liu, Haiyan; Mao, Tiantian; Wang, Ruodu
5
2020
Risk aversion in regulatory capital principles. Zbl 1443.91254
Mao, Tiantian; Wang, Ruodu
3
2020
Risk measures derived from a regulator’s perspective on the regulatory capital requirements for insurers. Zbl 1454.91169
Cai, Jun; Mao, Tiantian
2
2020
Stochastic comparisons of largest-order statistics for proportional reversed hazard rate model and applications. Zbl 1457.60026
Li, Lu; Wu, Qinyu; Mao, Tiantian
1
2020
Risk measures based on behavioural economics theory. Zbl 1397.91606
Mao, Tiantian; Cai, Jun
6
2018
The average risk sharing problem under risk measure and expected utility theory. Zbl 1417.91279
Mao, Tiantian; Hu, Jiuyun; Liu, Haiyan
2
2018
Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures. Zbl 1394.91197
Cai, Jun; Wang, Ying; Mao, Tiantian
5
2017
Closure properties of the second-order regular variation under convolutions. Zbl 1360.60099
Liu, Qing; Mao, Tiantian; Hu, Taizhong
4
2017
Risk concentration based on expectiles for extreme risks under FGM copula. Zbl 1348.91175
Mao, Tiantian; Yang, Fan
8
2015
Asymptotic expansions of generalized quantiles and expectiles for extreme risks. Zbl 1373.62216
Mao, Tiantian; Ng, Kai Wang; Hu, Taizhong
7
2015
Second-order properties of tail probabilities of sums and randomly weighted sums. Zbl 1327.60073
Mao, Tiantian; Ng, Kai Wang
7
2015
On aggregation sets and lower-convex sets. Zbl 1321.60033
Mao, Tiantian; Wang, Ruodu
3
2015
Relations between the spectral measures and dependence of MEV distributions. Zbl 1318.60059
Mao, Tiantian; Hu, Taizhong
1
2015
The second-order regular variation of order statistics. Zbl 1291.62101
Liu, Qing; Mao, Tiantian; Hu, Taizhong
1
2014
Second-order properties of risk concentrations without the condition of asymptotic smoothness. Zbl 1284.91523
Mao, Tiantian; Hu, Taizhong
13
2013
Optimal capital allocation based on the tail mean-variance model. Zbl 1290.91152
Xu, Maochao; Mao, Tiantian
8
2013
On orderings between weighted sums of random variables. Zbl 1269.60022
Mao, Tiantian; Pan, Xiaoqing; Hu, Taizhong
5
2013
Second-order properties of the Haezendonck-Goovaerts risk measure for extreme risks. Zbl 1284.91256
Mao, Tiantian; Hu, Taizhong
17
2012
Second-order expansions of the risk concentration based on CTE. Zbl 1284.91524
Mao, Tiantian; Lv, Wenhua; Hu, Taizhong
9
2012
Properties of second-order regular variation and expansions for risk concentration. Zbl 1261.62043
Lv, Wenhua; Mao, Tiantian; Hu, Taizhong
9
2012
Extreme value behavior of aggregate dependent risks. Zbl 1239.91076
Chen, Die; Mao, Tiantian; Pan, Xiaoqing; Hu, Taizhong
5
2012
Characterization of left-monotone risk aversion in the RDEU model. Zbl 1252.60022
Mao, Tiantian; Hu, Taizhong
3
2012
A new proof of Cheung’s characterization of comonotonicity. Zbl 1233.60009
Mao, Tiantian; Hu, Taizhong
4
2011
Equivalent characterizations on orderings of order statistics and sample ranges. Zbl 1193.60025
Mao, Tiantian; Hu, Taizhong
26
2010
Ordering convolutions of heterogeneous exponential and geometric distributions revisited. Zbl 1200.60021
Mao, Tiantian; Hu, Taizhong; Zhao, Peng
6
2010
Stochastic properties of INID progressive type-II censored order statistics. Zbl 1193.60024
Mao, Tiantian; Hu, Taizhong
1
2010
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

Citations by Year