Sitemap
A list of all the posts and pages found on the site. For you robots out there, there is an XML version available for digesting as well.
Pages
Posts
Future Blog Post
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Blog Post number 4
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This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool.
Blog Post number 3
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Blog Post number 2
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This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool.
Blog Post number 1
Published:
This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool.
portfolio
Portfolio item number 1
Short description of portfolio item number 1
Portfolio item number 2
Short description of portfolio item number 2
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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On Joint Marginal Expected Shortfall and Associated Contribution Risk Measures
Published in Quantitative Finance, 2024
This paper proposes the joint marginal expected shortfall (JMES) to measure systemic risk.
Recommended citation: Pu, T., Zhang, Y., & Zhang, Y. (2024). "On Joint Marginal Expected Shortfall and Associated Contribution Risk Measures." Quantitative Finance, 24(7), 889-908.
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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.
Optimal Capital Reserve and Allocation for Multivariate Risks: A One-step Mean-variance Approach
Published in Working Paper, 2025
This paper addresses optimal capital reserve and allocation for multivariate risks using a mean-variance approach.
Recommended citation: 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.
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).
Optimal Pricing and Insurance Design for Electric Vehicle Charging Stations
Published in Working Paper, 2025
This paper addresses optimal pricing and insurance design for electric vehicle charging stations.
Recommended citation: Pu, T., Wang, F., & Zhang, Y. (2025). "Optimal pricing and insurance design for electric vehicle charging stations." Working Paper.
talks
Talk 1 on Relevant Topic in Your Field
Published:
This is a description of your talk, which is a markdown file that can be all markdown-ified like any other post. Yay markdown!
Conference Proceeding talk 3 on Relevant Topic in Your Field
Published:
This is a description of your conference proceedings talk, note the different field in type. You can put anything in this field.
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.
Teaching Assistant at Qufu Normal University
Teaching Assistant, Qufu Normal University, 2020
Courses
Teaching Assistant at Southern University of Science and Technology
Teaching Assistant, Southern University of Science and Technology, 2022