毛甜甜





电 话：86+
邮 件：tmao@ustc.edu.cn

主要研究方向：随机比较、风险度量和极值理论。

毛甜甜，女，1986生，汉族。2012年5月于中国科技大学大学获理学博士学位，同年5月进入管理学院统计与金融系进行博士后工作。

科研项目：
国家自然科学基金面上项目基于风险度量的金融监管 2017-2020, 项目主持人
国家自然科学青年基金“多元极值理论及其在风险理论中的应用”, 2014-2016,项目主持人
中央高校青年创新基金“相依极值风险的风险度量的研究”, 2013-2015,项目主持人
中国博士后科学基金“聚合相依风险的风险度量及浓度的二阶逼近”, 2012-2014,项目主持人


工作经历:
2016.02-至今 中国科学技术大学 统计与金融系 副教授
2014.04-2016.01 中国科学技术大学 统计与金融系 副研究员
2014.04-2015.04 滑铁卢大学统计与精算科学系 博士后
2012.5-2014.03 中国科学技术大学 统计与金融系 博士后
2012.11-2013.02 香港大学 统计与精算科学系 访问****


发表论文:
[25] He, F., Mao, T.*, Hu, T. and Shu, L. (2017). Design and analysis of the weighted likelihood ratio chart based on a new type of statistical distance measure. Expert Systems with Applications, accepted.
[24] Mao, T., Xia, W. and Hu, T. (2017). Preservation of log-concavity under convolution. Probability in the Engineering and Informational Sciences, accepted.
[23] Cai, J., Wang, Y. and Mao, T. (2017). Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures. Insurance: Mathematics and Economics, 75, 105–116.
[22] Liu, Q., Mao, T.* and Hu, T. (2017). Closure Properties of the Second-order Regular Variation Under Convolutions. Communications in Statistics - Theory and Methods, 46, 104–119.
[21] Bignozzi, V., Mao, T.*, Wang, B. and Wang, R. (2016). Diversification limit of quantiles under dependence uncertainty. Extremes, 19(2), 142–170.
[20] Mao, T. and Yang, F. (2015). Risk concentration based on Expectiles for extreme risks under FGM copula, Insurance: Mathematics and Economics, 64, 429–439.
[19] Mao, T.* and Ng, K. (2015). Second-order properties of tail probabilities of sums and randomly weighted sums. Extremes, 18(3), 403–435.
[18] Mao, T. and Wang, R. (2015). On aggregation sets and lower-convex sets. Journal of Multivariate Analysis, 138, 170–181.
[17] Mao, T., Ng, K. and Hu, T. (2015). Asymptotic expansions of generalized quantiles and Expectiles for extreme risks. Probability in the Engineering and Informational Sciences, 29, 309–327.
[16] Mao, T. and Hua, L. (2016). Second-order regular variation inherited from Laplace-Stieltjes transforms. Communications in Statistics - Theory and Methods, 45(15), 4569–4588.
[15] Mao, T. and Hu, T. (2015). Relations between the spectral measures and dependence of MEV distributions Extremes, 18, 65–84.
[14] Liu, Q., Mao, T. and Hu, T. (2014). The second-order regular variation of order statistics. Probability in the Engineering and Informational Sciences, 28(2), 209-222.
[13] Mao, T. and Hu, T. (2013). Second-order properties of risk concentrations without the condition of asymptotic smoothness. Extremes, 16(4), 383-405.
[12] Xu, M. and Mao, T. (2013). Optimal capital allocation based on the tail Mean-Variance model. Insurance: Mathematics and Economics, 53(3), 533-543.
[11] Chen, D., Mao, T. and Hu, T. (2013). Asymptotic behavior of extremal events for aggregate dependent random variables. Probability in the Engineering and Informational Sciences, 27(4), 507-531.
[10] Mao, T., Pan, X. and Hu, T. (2013). On orderings between weighted sums of variables. Probability in the Engineering and Informational Sciences, 27(1), 85-97.
[09] Mao, T., Lv, W. and Hu, T. (2012). Second-order expansions of the risk concentration based on CTE. Insurance: Mathematics and Economics, 51(2), 449-456.
[08] Lv, W., Mao, T. and Hu, T. (2012). Properties of second-order regular variation and expansions for risk concentration. Probability in the Engineering and InformationalSciences, 26(4), 535-559.
[07] Mao, T. and Hu, T. (2012). Second-order properties of Haezendonck-Goovaerts risk measure for extreme risks. Insurance: Mathematics and Economics, 51(2), 333-343.
[06] Mao, T. and Hu, T. (2012). Characterization of left-monotone risk aversion in the RDEU model. Insurance: Mathematics and Economics, 50(3), 413-422.
[05] Chen, D., Mao, T., Pan, X. and Hu, T. (2012). Extreme value behavior of aggregate dependent risks. Insurance: Mathematics and Economics, 50(1), 99-108.
[04] Mao, T. and Hu, T. (2011). A new proof of Cheung’s characterization of comonotonicity. Insurance: Mathematics and Economics, 48(2), 214-216.
[03] Mao, T., Hu, T. and Zhao, P. (2010). Ordering convolutions of heterogeneous exponential and geometric distributions revisited. Probability in the Engineering and Informational Sciences, 24(3), 329-348.
[02] Mao, T. and Hu, T. (2010). Stochastic properties of INID progressively Type-II censored order statistics. Journal of Multivariate Analysis, 101(6), 1493-1500.
[01] Mao, T. and Hu, T. (2010). Equivalent characterizations on orderings of order statistics and sample ranges. Probability in the Engineering and Informational Sciences, 24(2), 245-262.
Book Chapter
Mao, T. (2013). Second-order conditions of regular variation and inequalities of Drees type. In {\em Lectures Notes in Statistics} (Eds: Li, H. and Li, X.) Vol.208, Springer, Chapter 16, pp. 233-246.