Optimal Pricing and Insurance Design for Electric Vehicle Charging Stations
Pu, T., Wang, F., & Zhang, Y. (2025). "Optimal pricing and insurance design for electric vehicle charging stations." Working Paper.
CV
Education
- Ph.D. candidate in Mathematics, Southern University of Science and Technology, 09/2022 – Present
- GPA: 3.71/4, Rank: 3/21
- Supervised by Prof. Yiying Zhang
- Visiting Ph.D. student, University of Amsterdam, 10/2024 – 09/2025
- Department of Quantitative Economics
- Funded by China Scholarship Council (CSC)
- Supervised by Prof. Roger J.A. Laeven
- M.S. in Statistics, Qufu Normal University, 09/2019 – 07/2022
- GPA: 3.53/4, Rank: 1/15
- Supervised by Prof. Chuancun Yin
- Received Outstanding Dissertation Award of Shandong Province
- B.S. in Mathematics and Applied Mathematics, Qufu Normal University, 09/2014 – 07/2018
Selected Awards
National Scholarship of China (SUSTech) 2025 BYD Scholarship 2025 Third Prize and Outstanding Student Speaker, National Outstanding Graduate Students Workshop 2024 Outstanding Dissertation Award of Shandong Province 2023 Outstanding Teaching Assistant of SUSTech 2023 & 2024 National Scholarship of China (Qufu Normal University) 2021 Third Prize, 2020 National Graduate Statistical Modeling Competition of China 2020 Honorable Mention, 2017 Mathematical Contest In Modeling 2017 Third Prize, The Seventh Mathematics Competition of Chinese College Students 2015
Publications
Stochastic Dominance for Claim Spacings from Heterogeneous Insurance Portfolios
Pu, T., Yong, Y., Zhang, J., & Zhang, Y. (2025). "Stochastic dominance for claim spacings from heterogeneous insurance portfolios." Acta Mathematicae Applicatae Sinica (Under review).
Optimal Capital Reserve and Allocation for Multivariate Risks: A One-step Mean-variance Approach
Pu, T., Yang, Y., Yao, J., & Zhang, Y. (2025). "Optimal capital reserve and allocation for multivariate risks: A one-step mean-variance approach." Working Paper.
Vulnerability-conditional Risk Measure and Its Applications
Pu, T., Wei, Y., & Zhang, Y. (2025). "Vulnerability-conditional risk measure and its applications." Working Paper.
On Multivariate Contribution Measures of Systemic Risk with Applications in Cryptocurrency Market
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.
Conditional Expectation Stochastic Orders
Laeven, R. J. A., Pu, T., & Zhang, Y. (2025). "Conditional Expectation Stochastic Orders." Working Paper.
On Joint Marginal Expected Shortfall and Associated Contribution Risk Measures
Pu, T., Zhang, Y., & Zhang, Y. (2024). "On Joint Marginal Expected Shortfall and Associated Contribution Risk Measures." Quantitative Finance, 24(7), 889-908.
Generalized Location-Scale Mixtures of Elliptical Distributions: Definitions and Stochastic Comparisons
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.
An Identity for Expectations and Characteristic Function of Matrix Variate Skew-normal Distribution with Applications to Associated Stochastic Orderings
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.
Teaching
Skills and Expertise
- Programming Languages: Python, R, MATLAB (ranked by proficiency)
- Research Interests: Systemic risks, stochastic orders and preferences, dependence structures
Language Proficiency
- TOEFL: Reading 27/30, Listening 28/30, Speaking 22/30, Writing 22/30. Total 99/120.