Concepedia

Tiantian Mao

TM

26

Publications

584

Citations

16

H-Index

2010

Active since

Affiliations

University of Science and Technology of China(Current)

University of Waterloo

Michigan State University

University of Hong Kong

Swiss Finance Institute

Tiantian Mao is an author at University of Science and Technology of China specializing in risk management, engineering, and finance.

Top concepts

EngineeringRisk ManagementStatisticsFinanceManagementProbabilityBusinessEconomicsFinancial Risk ManagementRisk Analysis

Publications per year

2010–2024

26

Publications

26

Quantile-based risk sharing with heterogeneous beliefs

Paul Embrechts, Haiyan Liu, Tiantian Mao et al. · Mathematical Programming · 2018 · 54 citations

Insurance, Economics, Engineering +10

EQUIVALENT CHARACTERIZATIONS ON ORDERINGS OF ORDER STATISTICS AND SAMPLE RANGES

Tiantian Mao, Taizhong Hu · Probability in the Engineering and Informational Sciences · 2010 · 43 citations

Order Theory, Exponential Distribution, Engineering +9

Risk Aversion in Regulatory Capital Principles

Tiantian Mao, Ruodu Wang · SIAM Journal on Financial Mathematics · 2020 · 43 citations

Financial Risk Management, Risk Metric, Financial Regulation +16

Optimal capital allocation based on the Tail Mean–Variance model

Maochao Xu, Tiantian Mao · Insurance Mathematics and Economics · 2013 · 35 citations

Economics, Portfolio Optimization, Asset Pricing +6

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

Tiantian Mao, Taizhong Hu · Insurance Mathematics and Economics · 2012 · 35 citations

Second-order Properties, Emerging Risk, Risk Analytics +10

Rows per page

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