Tiantian Mao

Available identifiers

zbMath Open mao.tiantianMaRDI QIDQ291395

List of research outcomes

Publication	Date of Publication	Type
Bayes risk, elicitability, and the Expected Shortfall	2023-09-28	Paper
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks	2023-07-18	Paper
Distributionally robust reinsurance with expectile	2023-06-26	Paper
Distributionally robust reinsurance with value-at-risk and conditional value-at-risk	2023-02-01	Paper
Fractional stochastic dominance in rank-dependent utility and cumulative prospect theory	2022-12-06	Paper
PRESERVATION OF LOG-CONCAVITY UNDER CONVOLUTION	2022-11-18	Paper
PRESERVATION OF LOG-CONCAVITY AND LOG-CONVEXITY UNDER OPERATORS	2022-11-18	Paper
Inf-Convolution, Optimal Allocations, and Model Uncertainty for Tail Risk Measures	2022-09-26	Paper
A General Wasserstein Framework for Data-driven Distributionally Robust Optimization: Tractability and Applications	2022-07-19	Paper
A multivariate CVaR risk measure from the perspective of portfolio risk management	2022-05-05	Paper
Further properties of fractional stochastic dominance	2022-04-01	Paper
Estimation of the Haezendonck-Goovaerts risk measure for extreme risks	2021-09-13	Paper
RISK MEASURES DERIVED FROM A REGULATOR’S PERSPECTIVE ON THE REGULATORY CAPITAL REQUIREMENTS FOR INSURERS	2020-12-13	Paper
Stochastic comparisons of largest-order statistics for proportional reversed hazard rate model and applications	2020-12-11	Paper
Quantile-based risk sharing with heterogeneous beliefs	2020-06-15	Paper
Risk Aversion in Regulatory Capital Principles	2020-06-08	Paper
Sums of standard uniform random variables	2019-10-07	Paper
Characterizations of risk aversion in cumulative prospect theory	2019-06-18	Paper
The average risk sharing problem under risk measure and expected utility theory	2018-11-19	Paper
Risk measures based on behavioural economics theory	2018-04-06	Paper
ASYMPTOTIC EXPANSIONS OF GENERALIZED QUANTILES AND EXPECTILES FOR EXTREME RISKS	2017-09-19	Paper
Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures	2017-07-17	Paper
Closure properties of the second-order regular variation under convolutions	2017-04-27	Paper
Second-order regular variation inherited from Laplace–Stieltjes transforms	2016-08-22	Paper
Diversification limit of quantiles under dependence uncertainty	2016-06-07	Paper
Second-order properties of tail probabilities of sums and randomly weighted sums	2015-09-24	Paper
Risk concentration based on expectiles for extreme risks under FGM copula	2015-09-14	Paper
On aggregation sets and lower-convex sets	2015-06-18	Paper
Second-Order Conditions of Regular Variation and Drees-Type Inequalities	2015-05-22	Paper
Relations between the spectral measures and dependence of MEV distributions	2015-04-15	Paper
Optimal capital allocation based on the tail mean-variance model	2014-06-23	Paper
THE SECOND-ORDER REGULAR VARIATION OF ORDER STATISTICS	2014-05-20	Paper
Second-order properties of the Haezendonck-Goovaerts risk measure for extreme risks	2014-04-14	Paper
Second-order expansions of the risk concentration based on CTE	2014-04-14	Paper
Second-order properties of risk concentrations without the condition of asymptotic smoothness	2014-04-08	Paper
ASYMPTOTIC BEHAVIOR OF EXTREMAL EVENTS FOR AGGREGATE DEPENDENT RANDOM VARIABLES	2014-02-27	Paper
https://portal.mardi4nfdi.de/entity/Q2858696	2013-11-19	Paper
ON ORDERINGS BETWEEN WEIGHTED SUMS OF RANDOM VARIABLES	2013-06-13	Paper
PROPERTIES OF SECOND-ORDER REGULAR VARIATION AND EXPANSIONS FOR RISK CONCENTRATION	2013-01-15	Paper
Characterization of left-monotone risk aversion in the RDEU model	2012-05-11	Paper
Extreme value behavior of aggregate dependent risks	2012-04-18	Paper
A new proof of Cheung's characterization of comonotonicity	2011-08-01	Paper
ORDERING CONVOLUTIONS OF HETEROGENEOUS EXPONENTIAL AND GEOMETRIC DISTRIBUTIONS REVISITED	2010-08-19	Paper
EQUIVALENT CHARACTERIZATIONS ON ORDERINGS OF ORDER STATISTICS AND SAMPLE RANGES	2010-05-26	Paper
Stochastic properties of INID progressive type-II censored order statistics	2010-05-05	Paper

Research outcomes over time

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