题目:Preservation of weak stochastic arrangement increasing under fixed time left-censoring
主讲人:Xiaohu Li Associate Professor (Stevens Institute of Technology)
时间:2017年6月8日(星期四)下午15:00-16:00
地点:主楼429
主讲人介绍:
Xiaohu Li is a teaching associate professor in the Department of Mathematical Sciences, Stevens Institute of Technology. He received his Ph.D. of Engineering and Applied Sciences from University of New Orleans. His research interests include applied probability, statistics, dependence modelling, stochastic orders, etc. He has published intensively on Annals of Operations Research, Journal of Applied Probability, Communications in Statistics-Theory and Methods, Insurance: Mathematics and Economics, Naval Research Logistics, etc. He is an associate editor of Statistics and Probability Letters and a member of editorial board in several international journals.
内容介绍:
Both WSAI and CLOAI properties of a random vector are proved to be preserved under left-censoring at fixed times. Applications in threshold default model of financial portfolio selection and system warranty cost allocation are presented as well.
(承办:管理科学与工程系,科研与学术交流中心)