The following pages link to Tiantian Mao (Q291395):
Displaying 46 items.
- Diversification limit of quantiles under dependence uncertainty (Q291398) (← links)
- Characterization of left-monotone risk aversion in the RDEU model (Q414609) (← links)
- Risk concentration based on expectiles for extreme risks under FGM copula (Q495516) (← links)
- Second-order properties of tail probabilities of sums and randomly weighted sums (Q497486) (← links)
- Stochastic properties of INID progressive type-II censored order statistics (Q968501) (← links)
- The average risk sharing problem under risk measure and expected utility theory (Q1622526) (← links)
- Risk measures based on behavioural economics theory (Q1709605) (← links)
- Optimal capital allocation based on the tail mean-variance model (Q2015620) (← links)
- Fractional stochastic dominance in rank-dependent utility and cumulative prospect theory (Q2101434) (← links)
- Quantile-based risk sharing with heterogeneous beliefs (Q2189443) (← links)
- A new proof of Cheung's characterization of comonotonicity (Q2276221) (← links)
- Relations between the spectral measures and dependence of MEV distributions (Q2340038) (← links)
- On aggregation sets and lower-convex sets (Q2350046) (← links)
- Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures (Q2364013) (← links)
- Characterizations of risk aversion in cumulative prospect theory (Q2422173) (← links)
- Extreme value behavior of aggregate dependent risks (Q2427813) (← links)
- Second-order properties of risk concentrations without the condition of asymptotic smoothness (Q2443885) (← links)
- Second-order properties of the Haezendonck-Goovaerts risk measure for extreme risks (Q2445345) (← links)
- Second-order expansions of the risk concentration based on CTE (Q2445358) (← links)
- Distributionally robust reinsurance with value-at-risk and conditional value-at-risk (Q2682997) (← links)
- Second-order regular variation inherited from Laplace–Stieltjes transforms (Q2816439) (← links)
- (Q2858696) (← links)
- Closure properties of the second-order regular variation under convolutions (Q2980046) (← links)
- EQUIVALENT CHARACTERIZATIONS ON ORDERINGS OF ORDER STATISTICS AND SAMPLE RANGES (Q3564638) (← links)
- ORDERING CONVOLUTIONS OF HETEROGENEOUS EXPONENTIAL AND GEOMETRIC DISTRIBUTIONS REVISITED (Q3585145) (← links)
- PROPERTIES OF SECOND-ORDER REGULAR VARIATION AND EXPANSIONS FOR RISK CONCENTRATION (Q4902488) (← links)
- ON ORDERINGS BETWEEN WEIGHTED SUMS OF RANDOM VARIABLES (Q4929139) (← links)
- Estimation of the Haezendonck-Goovaerts risk measure for extreme risks (Q4959369) (← links)
- PRESERVATION OF LOG-CONCAVITY UNDER CONVOLUTION (Q5050857) (← links)
- PRESERVATION OF LOG-CONCAVITY AND LOG-CONVEXITY UNDER OPERATORS (Q5051917) (← links)
- Further properties of fractional stochastic dominance (Q5067219) (← links)
- A multivariate CVaR risk measure from the perspective of portfolio risk management (Q5073012) (← links)
- Risk Aversion in Regulatory Capital Principles (Q5112721) (← links)
- Stochastic comparisons of largest-order statistics for proportional reversed hazard rate model and applications (Q5139906) (← links)
- RISK MEASURES DERIVED FROM A REGULATOR’S PERSPECTIVE ON THE REGULATORY CAPITAL REQUIREMENTS FOR INSURERS (Q5140089) (← links)
- Sums of standard uniform random variables (Q5235060) (← links)
- Second-Order Conditions of Regular Variation and Drees-Type Inequalities (Q5253391) (← links)
- ASYMPTOTIC EXPANSIONS OF GENERALIZED QUANTILES AND EXPECTILES FOR EXTREME RISKS (Q5358042) (← links)
- ASYMPTOTIC BEHAVIOR OF EXTREMAL EVENTS FOR AGGREGATE DEPENDENT RANDOM VARIABLES (Q5398366) (← links)
- THE SECOND-ORDER REGULAR VARIATION OF ORDER STATISTICS (Q5416371) (← links)
- Inf-Convolution, Optimal Allocations, and Model Uncertainty for Tail Risk Measures (Q5868966) (← links)
- Bayes risk, elicitability, and the Expected Shortfall (Q6054377) (← links)
- Distributionally robust reinsurance with expectile (Q6163458) (← links)
- Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks (Q6171953) (← links)
- Generalized optimized certainty equivalent with applications in the rank-dependent utility model (Q6496951) (← links)
- Estimation of the adjusted standard-deviatile for extreme risks (Q6536918) (← links)
