胡太忠 - 中国科学技术大学

个人简介

1965年出生，1994年于中国科学技术大学获概率论与数理统计专业博士学位，2001年晋升为教授，并被聘为博士生导师，2004年入选教育部“新世纪优秀人才支持计划”，2014年荣获安徽省教学名师称号，2017年获宝钢教育基金优秀教师奖。现为期刊Insurance: Mathematics & Economics、Probability in the Engineering and Informational Sciences、Quality Technology & Quantitative Management 的Associate Editor和Dependence Modeling的期刊编委，《中国科学技术大学学报》学科主编，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，中国现场统计研究会风险管理与精算分会副理事长，全国统计教材编审委员会第七届委员会专业委员。曾为国际期刊Computational Statistics and Data Analysis 和Journal of Data Analysis 的Associate Editor。在科研方面，多年来一直从事于极值理论、多维模型、统计相依与随机比较理论及其在精算风险、金融、运筹学、可靠性理论等领域中的应用研究，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。部分工作已得到国外同行的认可，有些工作已被收录到国外出版的专著中。例如，《Stochastic Orders》(Springer, 2007)、《Stochastic Ageing and Dependence for Reliability》(Springer, 2006)、《Comparison Methods for Stochastic Models and Risks》(John Wiley & Sons , 2002)、《Correlation and Dependence》(Imperial College, 2001) 收录了胡太忠教授的论文35篇次。

研究领域

一直从事于极值理论、多维模型、统计相依与随机比较理论及其在精算风险、金融、运筹学、可靠性理论等领域中的应用研究

近期论文

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Adjusted Renyi entropic Value-at-Risk , European Journal of Operational Research , 2023 , 306(1): 255-268 Capital allocation and pricing decisions under trade credit with time-sensitive stochastic demand , Transportation Research Part E: Logistics and Transportation Review , 2023 , 173(2023)103093 Adjusted higher-order expected shortfall , Insurance: Mathematics and Economics , 2024 , 115: 1-12 Aging notions, stochastic orders, and expected utilities. , Journal of Applied Probability , 2024 , 61(3): 767-780 Inf-convolution and optimal allocations for mixed-VaRs , Insurance: Mathematics and Economics , 2023 , 108(1): 156-164 Dispersive orderings induced by differences of inter risk measures , Journal of Applied Probability , 2023 , 60(1): 358-365 Further properties of fractional stochastic dominance , Journal of Applied Probability , 2022 , 59(1): 202-223 Statistical inference for tail-based cumulative residual entropy , Insurance: Mathematics and Economics , 2022 , 103: 66-95 On a family of coherent measures of variability , Insurance: Mathematics and Economics , 2020 , 95: 173-182 Stochastic orderings for elliptical random vectors , Journal of Multivariate Analysis , 2016 , 148(1): 83-88 Lp-metric under the location-independent risk ordering of random variables. Insurance , Insurance: Mathematics and Economics , 2014 , 59: 321-324 Some inequalities of linear combinations of independent random variables: II , Bernoulli , 2013 , 19(5): 1776-1789 Stochastic comparisons of capital allocations with applications , Insurance: Mathematics and Economics , 2012 , 50(3): 293-298 Extreme value behavior of aggregate dependent risks , Insurance: Mathematics and Economics , 2012 , 50(1): 99-108 Characterization of left-monotone risk aversion in the RDEU model , Insurance: Mathematics and Economics , 2012 , 50(3): 413-422 Second-order properties of Haezendonck-Goovaerts risk measure for extreme risks , Insurance: Mathematics and Economics , 2012 , 51(2): 333-343 Second-order expansions of the risk concentration based on CTE , Insurance: Mathematics and Economics , 2012 , 51(2): 449-456 Probability inequalities for weighted distributions , Journal of Statistical Planning and Inference , 2012 , 142(5): 1272-1278 On computing signatures of coherent systems , Journal of Multivariate Analysis , 2012 , 103(1): 142-150 Some inequalities of linear combinations of independent random variables. I. , Journal of Applied Probability , 2011 , 48(4): 1179-1188 A new proof of Cheung’s characterization of comonotonicity , Insurance: Mathematics and Economics , 2011 , 48(2): 214-216 Stochastic properties of INID progressively type-II censored order statistics , Journal of Multivariate Analysis , 2010 , 101(6): 1493-1500 Some new results on multivariate dispersive ordering of generalized order statistics , Journal of Multivariate Analysis , 2010 , 101(4): 964-970 Conditional ordering of order statistics , Journal of Multivariate Analysis , 2010 , 101(3): 640-644 On hazard rate ordering of the sums of heterogeneous geometric random variables , Journal of Multivariate Analysis , 2010 , 101(1): 44-51 Optimal allocation of active redundancies in r-out-of-n systems , Journal of Statistical Planning and Inference , 2009 , 139(10): 3733-3737 A note on reversed hazard rate of order statistics and record values , Journal of Statistical Planning and Inference , 2009 , 139(4): 1257-1265 Optimal allocation of policy limits and deductibles under distortion risk measures , Insurance: Mathematics and Economics , 2009 , 44(3): 409-414 Asset proportions in optimal portfolios with default risks , Insurance: Mathematics and Economics , 2008 , 43(2): 223-226 Dependence properties of order statistics , Journal of Statistical Planning and Inference , 2008 , 138(7): 2214-2222

学术兼职

[期刊任职] Journal of Data Analysis , 副主编 , 2011-2013 [期刊任职] Computational Statistics and Data Analysis , 副主编 , 2007-2013 [期刊任职] Insurance: Mathematics and Economics , 副主编 , 2021-2024 [期刊任职] Probability in the Engineering and Informational Sciences , 副主编 , 2021-2024 [期刊任职] Probability in the Engineering and Informational Sciences , 副主编 , 2017-2020 [期刊任职] Quality Technology and Quantitative Management , 副主编 , 2021-2023 [期刊任职] Communications in Mathematics and Statistics , 编委 , 2020-2023 [期刊任职] Quality Technology and Quantitative Management , 副主编 , 2006-2020 [期刊任职] Dependence Modeling , 编委 , 2022-2024 [期刊任职] Dependence Modeling , 编委 , 2015-2021 [期刊任职] 中国科学技术大学学报 , 副主编 , 2020-2025 [社会服务] 中国现场统计研究会风险管理与精算分会 , 副理事长 , 2021-2025 [社会服务] 中国数学会概率统计学会 (第11届) , 常务理事 , 2018-2022 [社会服务] 中国工业与应用数学学会金融数学与工程和精算保险专业委员会 , 常务理事 , 2017-2025 [社会服务] 安徽省金融统计学会 , 常务理事 , 2014-2019 [社会服务] 中国统计教学学会（第六届） , 理事 , 2014-2018 [社会服务] 安徽省现场统计研究会 , 秘书长 , 2009-2018 [社会服务] 第18届保险数学与经济国际会议 , 组织委员会成员 , 2014-2014 [社会服务] 中国科学技术大学第11届学术委员会 , 委员会委员 , 2020-2025 [社会服务] 全国统计教材编审委员会 , 委员会委员 , 2018-2023 [社会服务] 全国统计教材编审委员会 , 委员会委员 , 2013-2017