胡太忠

更新时间:2024-09-20 08:40

胡太忠,男,1965年3月生,博士,中国科学技术大学教授、博士生导师,现为中国科学技术大学管理学院党委委员,中国科技大学统计与金融系(17系)系主任。

人物经历

1989年、1991年于中国科学技术大学数学系获得理学学士、硕士学位,

1992年和1994年两次获中国科学院研究生院长奖学金优秀奖。

1994年于中国科大获概率论与数理统计专业博士学位,

1996年晋升为副教授,

2001年晋升为教授并聘为博士生导师。

2004年入选教育部“新世纪优秀人才支持计划”,

2014年获安徽省教学名师称号。

获得荣誉

获2010年教育部自然科学奖一等奖(排名第三),安徽省自然科学优秀学术论文一等奖,安徽省科学技术奖三等奖。

社会兼职

《Insurance: Mathematics & Economics》编委 (2003.1--至今)

《Computational Statistics and Data Analysis》编委 (2007.4--)

《Quality Technology & Quantitative Management》编委(2006.8--至今)

《应用概率统计》编委 (2006.11--至今)

现为国际期刊Insurance: Mathematics & Economics,Probability in the Engineering and Informational Sciences,Quality Technology & Quantitative Management的Associate Editor和Dependence Modeling的编委。

曾为国际期刊Computational Statistics and Data Analysis和Journal of Data Analysis 的Associate Editor。现为中国工业与应用数学“金融数学和工程专业委员会”副主任委员,全国概率统计学会第十一届理事会常务理事。

研究方向

1、风险度量

2、极值理论

3、随机比较

论文专著

1、Conditional orderings and positive dependence. - Journal of Multivariate Analysis - 2008 - 99(3): 358-371.

2、Conditional ordering of generalized order statistics revisited - Probab. Eng. Inform. Sci. - 2008 - 22 (3), 333-346.

3、Asset proportions in optimal portfolios with default risks - Insurance: Mathematics and Economics - 2008 - 43(2), 223-226.

4、Dependence properties of order statistics - Journal of Statistical Planning and Inference - 2008 - 138(7): 2214-2222

5、Some new results on likelihood ratio orderings for spacings of heterogeneous exponential random variables - Communications in Statistics: Theory and Methods - 2008 - 37(16): 2506-2515

6、Dependence structure of spacings of order statistics - Communications in Statistics: Theory and Methods - 2008 - 37(15): 2390-2403.

7、Dependence structure of a class of symmetric distributions - Communications in Statistics---Theory and Methods - 2008 - 37(9): 1338-1346

8、Multivariate likelihood ratio orderings between spacings of heterogeneous exponential random variables - Metrika - 2008 - 68(1): 17-29

9、Characterizations of aging classes in terms of spacings between record values. - Stochastic Models - 2007 - 23(4): 575-591.

10、Likelihood ratio orderings of spacings of heterogeneous exponential random variables - Journal of Multivariate Analysis - 2007 - 98(4): 743-756.

11、Stochastic comparisons of sequential order statistics. - Probab. Eng. Inform. Sci. - 2007 - 21(1): 47-66.

12、IFR and DRHR properties of the minimum and maximum of multivariate distributions with log-concave densities - Metrika - 2007 - 65(3): 325-330.

13、Nonnegativity of covariances between functions of ordered random variables. - Probab. Eng. Inform. Sci. - 2007 - 21(4): 557-577

14、Ordering conditional distributions of generalized order statistics - Probab. Eng. Inform. Sci. - 2007 - 21(3):401-41

15、Stochastic orderings between p-spacings of generalized order statistics from two samples - Probab. Eng. Inform. Sci. - 2006 - 20(3): 465-479.

16、Preservation of the location independent risk order under convolution - Insurance:Mathematics & Economics - 2006 - 38(2): 406-412.

17、Dependence structures of some multivariate Bernoulli random vectors - Journal of Multivariate Analysis - 2005 - 94,172-195

18、Properties of some stochastic orders:a unified study - Neval Research Logistics - 2004 - 21,193-216

19、Multivariate hazard rate orders - Journal of Multivariate Analysis - 2003 - 84, 173-189.

免责声明
隐私政策
用户协议
目录 22
0{{catalogNumber[index]}}. {{item.title}}
{{item.title}}