Tong Pu

Tong Pu

Ph.D. candidate in Statistics

Posts by Collection

portfolio

publications

An Identity for Expectations and Characteristic Function of Matrix Variate Skew-normal Distribution with Applications to Associated Stochastic Orderings

Published in Communications in Mathematics and Statistics, 2023

This paper derives the characteristic function of matrix variate skew normal distribution.

Recommended citation: Pu, T., Balakrishnan, N., & Yin, C. (2023). "An Identity for Expectations and Characteristic Function of Matrix Variate Skew-normal Distribution with Applications to Associated Stochastic Orderings." Communications in Mathematics and Statistics, 11(3), 629-647.
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Generalized Location-Scale Mixtures of Elliptical Distributions: Definitions and Stochastic Comparisons

Published in Communications in Statistics-Theory and Methods, 2023

This paper introduces integral stochastic orderings of a class of asymmetric distributions.

Recommended citation: Pu, T., Zhang, Y., & Yin, C. (2023). "Generalized Location-Scale Mixtures of Elliptical Distributions: Definitions and Stochastic Comparisons." Communications in Statistics-Theory and Methods, 53(11), 3851-3875.
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Conditional Expectation Stochastic Orders

Published in Working Paper, 2025

This paper proposes a new class of conditional stochastic orders incorporating external information.

Recommended citation: Laeven, R. J. A., Pu, T., & Zhang, Y. (2025). "Conditional Expectation Stochastic Orders." Working Paper.

On Multivariate Contribution Measures of Systemic Risk with Applications in Cryptocurrency Market

Published in Probability in the Engineering and Informational Sciences, 2025

This paper examines multivariate contribution measures of systemic risk in cryptocurrency markets.

Recommended citation: Wen, L., Li, J., Pu, T., & Zhang, Y. (2025). "On multivariate contribution measures of systemic risk with applications in cryptocurrency market." Probability in the Engineering and Informational Sciences, 39(4), 551-578.
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Vulnerability-conditional Risk Measure and Its Applications

Published in Working Paper, 2025

This paper proposes novel conditional risk measures VCoVaR and VCoES to quantify systemic risk spillover effects.

Recommended citation: Pu, T., Wei, Y., & Zhang, Y. (2025). "Vulnerability-conditional risk measure and its applications." Working Paper.

Stochastic Dominance for Claim Spacings from Heterogeneous Insurance Portfolios

Published in Acta Mathematicae Applicatae Sinica (Under review), 2025

This paper studies stochastic dominance for claim spacings from heterogeneous insurance portfolios.

Recommended citation: Pu, T., Yong, Y., Zhang, J., & Zhang, Y. (2025). "Stochastic dominance for claim spacings from heterogeneous insurance portfolios." Acta Mathematicae Applicatae Sinica (Under review).

talks

teaching

Teacher at Jieshi High School

Teacher, Jieshi High School (Private High School), 2018

Full-time mathematics teacher at Jieshi High School, a private high school in Rizhao, Shandong Province.