胡太忠

2026

Stochastic dominance for linear combinations of infinite-mean risks

Journal of Applied Probability

DOI

2026

Further developments on stochastic dominance for convex combinations of infinite-mean random variables

Annals of Operations Research

DOI

2026

Moment inequalities for a class of symmetric distributions

Statistics & Probability Letters

DOI

2025

Diversification for infinite-mean Pareto models without risk aversion

European Journal Of Operational Research，Vol. 323, No. 1

DOI

2025

Generalized expected-shortfalls based on distortion risk measures

Insurance Mathematics and Economics

DOI

2025

Generating negative regression dependence via conditioning operations

Statistics & Probability Letters

DOI

2025

Negative dependence in knockout tournaments

Journal of Applied Probability

DOI

2025

Cyber breach risk modeling for insurance: capturing temporal and cross-group dependence

Annals of Actuarial Science

DOI

2024

Adjusted higher-order expected shortfall

Insurance Mathematics & Economics，Vol. 115

DOI

2024

Generalized Optimized Certainty Equivalent with Applications in the Rank-Dependent Utility Model

Siam Journal On Financial Mathematics，Vol. 15, No. 1

DOI

2024

Optimal risk sharing for lambda value-at-risk

Advances in Applied Probability

DOI

2023

Capital allocation and pricing decisions under trade credit with time-sensitive stochastic demand

Transportation Research Part E-Logistics And Transportation Review，Vol. 173

DOI

2023

Adjusted Renyi entropic Value-at-Risk

European Journal Of Operational Research，Vol. 306, No. 1

DOI

2023

Inf-convolution and optimal allocations for mixed-VaRs

Insurance Mathematics & Economics，Vol. 108

DOI

2023

Aging notions, stochastic orders, and expected utilities

Journal of Applied Probability

DOI

2022

Statistical inference for tail-based cumulative residual entropy

Insurance Mathematics & Economics，Vol. 103

DOI

2022

Tsallis value-at-risk: generalized entropic value-at-risk

Probability in the Engineering and Informational Sciences

DOI

2022

Dispersive orderings induced by differences of inter risk measures

Journal of Applied Probability

DOI

2022

On Samuel’s p -value model and the Simes test under dependence

Statistics & Probability Letters

DOI

2022

Further properties of fractional stochastic dominance

Journal of Applied Probability

DOI

2020

On a family of coherent measures of variability

Insurance Mathematics & Economics，Vol. 95

DOI

2020

基于边际正则藤copulas对具有既定皮尔逊相关系数的多元离散随机变量的抽样算法（英文）

Journal of University of Science and Technology of China

2020

PRESERVATION OF LOG-CONCAVITY AND LOG-CONVEXITY UNDER OPERATORS

Probability in the Engineering and Informational Sciences

DOI

2019

pyvine: The Python Package for Regular Vine Copula Modeling, Sampling and Testing

Communications in Mathematics and Statistics

DOI

2019

Extreme-aggregation measures in the RDEU model

Statistics & Probability Letters

DOI

2018

A new type of change-detection scheme based on the window-limited weighted likelihood ratios

Expert Systems With Applications，Vol. 94

DOI

2017

PRESERVATION OF LOG-CONCAVITY UNDER CONVOLUTION

Probability in the Engineering and Informational Sciences

DOI

2016

Stochastic orderings for elliptical random vectors

Journal of Multivariate Analysis

DOI

2016

Closure properties of the second-order regular variation under convolutions

Communication in Statistics- Theory and Methods

DOI

2016

DISPERSIVE ORDERING FOR THE MULTIVARIATE NORMAL DISTRIBUTION

Probability in the Engineering and Informational Sciences

DOI

2015

New developments on the Lp -metric between a probability distribution and its distortion

Statistics & Probability Letters

DOI

2015

ASYMPTOTIC EXPANSIONS OF GENERALIZED QUANTILES AND EXPECTILES FOR EXTREME RISKS

Probability in the Engineering and Informational Sciences

DOI

2014

Lp-metric under the location-independent risk ordering of random variables

Insurance Mathematics & Economics，Vol. 59

DOI

2014

Ordering Conditional Distributions of Spacings of Generalized Order Statistics

2014

Relations between the spectral measures and dependence of MEV distributions

Extremes

DOI

2014

The closure property of 2RV under random sum

Statistics & Probability Letters

DOI

2014

The tail behavior of randomly weighted sums of dependent random variables

Statistics and Its Interface

DOI

2013

THE SECOND-ORDER REGULAR VARIATION OF ORDER STATISTICS

Probability in the Engineering and Informational Sciences

DOI

2013

Some inequalities of linear combinations of independent random variables: II

Bernoulli

DOI

2013

Asymptotics of the risk concentration based on the tail distortion risk measure

Statistics & Probability Letters

DOI

2013

ASYMPTOTIC BEHAVIOR OF EXTREMAL EVENTS FOR AGGREGATE DEPENDENT RANDOM VARIABLES

Probability in the Engineering and Informational Sciences

DOI

2013

The second-order version of Karamata’s theorem with applications

Statistics & Probability Letters

DOI

2013

Second-order properties of risk concentrations without the condition of asymptotic smoothness

Extremes

DOI

2012

Second-order expansions of the risk concentration based on CTE

Insurance Mathematics & Economics，Vol. 51, No. 2

DOI

2012

Second-order properties of the Haezendonck-Goovaerts risk measure for extreme risks

Insurance Mathematics & Economics，Vol. 51, No. 2

DOI

2012

Stochastic comparisons of capital allocations with applications

Insurance Mathematics & Economics，Vol. 50, No. 3

DOI

2012

Characterization of left-monotone risk aversion in the RDEU model

Insurance Mathematics & Economics，Vol. 50, No. 3

DOI

2012

Extreme value behavior of aggregate dependent risks

Insurance Mathematics & Economics，Vol. 50, No. 1

DOI

2012

ON ORDERINGS BETWEEN WEIGHTED SUMS OF RANDOM VARIABLES

Probability in the Engineering and Informational Sciences

DOI

2012

On Computing Signatures of k-out-of-n Systems Consisting of Modules

Methodology And Computing In Applied Probability

DOI

2012

PROPERTIES OF SECOND-ORDER REGULAR VARIATION AND EXPANSIONS FOR RISK CONCENTRATION

Probability in the Engineering and Informational Sciences

DOI

2012

ORDERING CONSECUTIVE k-OUT-OF-n:F SYSTEMS

Probability in the Engineering and Informational Sciences

DOI

2011

A new proof of Cheung's characterization of comonotonicity

Insurance Mathematics & Economics，Vol. 48, No. 2

DOI

2011

Probability inequalities for weighted distributions

Journal of Statistical Planning and Inference

DOI

2011

Some Inequalities of Linear Combinations of Independent Random Variables. I.

Journal of Applied Probability

DOI

2011

ORDER STATISTICS FROM HETEROGENOUS NEGATIVE BINOMIAL RANDOM VARIABLES

Probability in the Engineering and Informational Sciences

DOI

2011

On computing signatures of coherent systems

Journal of Multivariate Analysis

DOI

2010

EQUIVALENT CHARACTERIZATIONS ON ORDERINGS OF ORDER STATISTICS AND SAMPLE RANGES

Probability in the Engineering and Informational Sciences

DOI

2009

Optimal allocation of policy limits and deductibles under distortion risk measures

Insurance Mathematics & Economics，Vol. 44, No. 3

DOI

2009

STOCHASTIC ORDERING OF A CLASS OF SYMMETRIC DISTRIBUTIONS

Probability in the Engineering and Informational Sciences

DOI

2008

Asset proportions in optimal portfolios with dependent default risks

Insurance Mathematics & Economics，Vol. 43, No. 2

DOI

2008

Conditionally stochastic domination of generalized order statistics from two samples

Statistical Papers

DOI

2008

CONDITIONAL ORDERING OF GENERALIZED ORDER STATISTICS REVISITED

Probability in the Engineering and Informational Sciences

DOI

2007

Characterizations of Aging Classes in Terms of Spacings Between Record Values

Stochastic Models

DOI

2007

NONNEGATIVITY OF COVARIANCES BETWEEN FUNCTIONS OF ORDERED RANDOM VARIABLES

Probability in the Engineering and Informational Sciences

DOI

2007

ORDERING CONDITIONAL DISTRIBUTIONS OF GENERALIZED ORDER STATISTICS

Probability in the Engineering and Informational Sciences

DOI

2007

Multivariate likelihood ratio orderings between spacings of heterogeneous exponential random variables

Metrika

DOI

2006

广义次序统计量间隔的多维随机排序(英文)

《应用概率统计》

2006

Increasing failure rate and decreasing reversed hazard rate properties of the minimum and maximum of multivariate distributions with log-concave densities

Metrika

DOI

2004

基于分散型和扩散型随机序对几种寿命分布类的刻画(英文)

《应用概率统计》

2003

Moment Inequalities for Discrete Ageing Families

Communication in Statistics- Theory and Methods

DOI

2002

Proofs of the closure property of NBUC and NBU(2) under convolution

Journal of Applied Probability

DOI

2000

随机变量的负超可加相依及其应用(英文)

《应用概率统计》

2000

B值独立随机元重对数律收敛速度的一般形式

《应用数学学报》

2000

A NOTE ON COMPARISONS OF k-OUT-OF-n SYSTEMS WITH RESPECT TO THE HAZARD AND REVERSED HAZARD RATE ORDERS

Probability in the Engineering and Informational Sciences

DOI

1999

关于条件Logistic分布的两个猜测的证明(英文)

Journal of University of Science and Technology of China

1997

k阶几何无穷可分分布族(英文)

Journal of Mathematical Study

1997

DEVELOPMENTS ON MTP2PROPERTIES OF ABSOLUTE VALUE MULTINORMAL VARIABLES WITH NONZERO MEANS

Acta Mathematicae Applicatae Sinica

1996

Multivariate Distributions from Mixtures of Max-Infinitely Divisible Distributions

Journal of Multivariate Analysis

DOI

1996

Stochastic comparisons of order statistics under multivariate imperfect repair

Journal of Applied Probability

DOI

1993

二维正态分布矩形区域概率质量的局部单调性(英文)

《中国科学技术大学学报》

1992

均值非零的多元正态分布函数矩形区域的概率质量单调性(英文)

《中国科学技术大学学报》

2026

Distributionally Robust Reinsurance under Robust Optimized Certainty Equivalent Risk Measure

arXiv (Cornell University)

DOI

2026

Moment inequalities for higher-order (inverse) stochastic dominance

SSRN Electronic Journal

DOI

2026

Full negative regression dependence: counterexamples for tail dependence and negative association

arXiv (Cornell University)

DOI

2013

On Bivariate Signatures for Systems with Independent Modules

Lecture notes in statistics

DOI