| Equivalent characterizations on orderings of order statistics and sample ranges T Mao, T Hu Probability in the Engineering and Informational Sciences 24 (2), 245-262, 2010 | 47 | 2010 |
| Quantile-based risk sharing with heterogeneous beliefs P Embrechts, H Liu, T Mao, R Wang Mathematical Programming 181, 319-347, 2020 | 46 | 2020 |
| Second-order properties of the Haezendonck–Goovaerts risk measure for extreme risks T Mao, T Hu Insurance: Mathematics and Economics 51 (2), 333-343, 2012 | 36 | 2012 |
| Risk concentration based on expectiles for extreme risks under FGM copula T Mao, F Yang Insurance: Mathematics and Economics 64, 429-439, 2015 | 34 | 2015 |
| Risk aversion in regulatory capital principles T Mao, R Wang SIAM Journal on Financial Mathematics 11 (1), 169-200, 2020 | 33 | 2020 |
| Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures J Cai, Y Wang, T Mao Insurance: Mathematics and Economics 75, 105-116, 2017 | 30 | 2017 |
| Asymptotic expansions of generalized quantiles and expectiles for extreme risks T Mao, KW Ng, T Hu Probability in the Engineering and Informational Sciences 29 (3), 309-327, 2015 | 29 | 2015 |
| Risk measures based on behavioural economics theory T Mao, J Cai Finance and Stochastics 22, 367-393, 2018 | 27 | 2018 |
| Optimal capital allocation based on the Tail Mean–Variance model M Xu, T Mao Insurance: Mathematics and Economics 53 (3), 533-543, 2013 | 25 | 2013 |
| Extreme value behavior of aggregate dependent risks D Chen, T Mao, X Pan, T Hu Insurance: Mathematics and Economics 50 (1), 99-108, 2012 | 25 | 2012 |
| Second-order properties of risk concentrations without the condition of asymptotic smoothness T Mao, T Hu Extremes 16 (4), 383-405, 2013 | 22 | 2013 |
| Inf-convolution, optimal allocations, and model uncertainty for tail risk measures F Liu, T Mao, R Wang, L Wei Mathematics of Operations Research 47 (3), 2494-2519, 2022 | 20 | 2022 |
| Bayes risk, elicitability, and the Expected Shortfall P Embrechts, T Mao, Q Wang, R Wang Mathematical Finance 31 (4), 1190-1217, 2021 | 19 | 2021 |
| Properties of second-order regular variation and expansions for risk concentration W Lv, T Mao, T Hu Probability in the Engineering and Informational Sciences 26 (4), 535-559, 2012 | 19 | 2012 |
| Distributionally robust optimization under distorted expectations J Cai, JYM Li, T Mao Operations Research, 2023 | 15 | 2023 |
| Second-order expansions of the risk concentration based on CTE T Mao, W Lv, T Hu Insurance: Mathematics and Economics 51 (2), 449-456, 2012 | 15 | 2012 |
| Ordering convolutions of heterogeneous exponential and geometric distributions revisited T Mao, T Hu, P Zhao Probability in the Engineering and Informational Sciences 24 (3), 329-348, 2010 | 15 | 2010 |
| Second-order properties of tail probabilities of sums and randomly weighted sums T Mao, KW Ng Extremes 18, 403-435, 2015 | 12 | 2015 |
| On aggregation sets and lower-convex sets T Mao, R Wang Journal of Multivariate Analysis 138, 170-181, 2015 | 12 | 2015 |
| Distributionally robust reinsurance with Value-at-Risk and Conditional Value-at-Risk H Liu, T Mao Insurance: Mathematics and Economics 107, 393-417, 2022 | 11 | 2022 |
