題目：Preservation of weak stochastic arrangement increasing under fixed time left-censoring
主講人：Xiaohu Li Associate Professor （Stevens Institute of Technology）
時(shí)間：2017年6月8日（星期四）下午15:00-16:00
地點(diǎn)：主樓429
主講人介紹：
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.
內(nèi)容介紹：
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.
（承辦：管理科學(xué)與工程系，科研與學(xué)術(shù)交流中心）
