The second-order regular variation of order statistics , Probability in the Engineering and Informational Sciences , 2014 , 28(2): 209-222

Asymptotic behavior of extremal events for aggregate dependent random variables , Probability in the Engineering and Informational Sciences , 2013 , 27(4): 507-531

On orderings between weighted sums of random variables , Probability in the Engineering and Informational Sciences , 2013 , 27(1): 85-97

Properties of second-order regular variation and expansions for risk concentration , Probability in the Engineering and Informational Sciences , 2012 , 26(4): 535-559

Equivalent characterizations on orderings of order statistics and sample ranges , Probability in the Engineering and Informational Sciences , 2010 , 24(2): 245-262

Ordering convolutions of heterogeneous exponential and geometric distributions revisited , Probability in the Engineering and Informational Sciences , 2010 , 24(3): 329-348

A multivariate CVaR risk measure from the perspective of portfolio risk management， , Scandinavian Actuarial Journal , 2022 , 2022(3): 189-215

Estimation of Haezendonck-Goovaerts risk measures for extreme risks , Scandinavian Actuarial Journal , 2021 , 7: 599-622

Characterizations of risk aversion in cumulative prospect theory , Mathematics and Financial Economics , 2019 , 13(2): 303-328

Diversification limit of quantiles under dependence uncertainty , Extremes , 2016 , 19(2): 143-170

Second-order properties of tail probabilities of sums and randomly weighted sums , Extremes , 2015 , 18(3): 403-435

Relations between the spectral measures and dependence of MEV distributions , Extremes , 2015 , 18(1): 65-84

Second-order properties of risk concentrations without the condition of asymptotic smoothness , Extremes , 2013 , 16(4): 383-405

Risk aversion in regulatory capital principles , SIAM Journal on Financial Mathematics , 2020 , 11(1): 169-200

关于多重循环秩集抽样下正确排序的一种秩检验方法 , 中国科学技术大学学报 , 2012 , 42(11): 885-889