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Haijun Li
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Year
Tail dependence functions and vine copulas
H Joe, H Li, AK Nikoloulopoulos
Journal of Multivariate Analysis 101 (1), 252-270, 2010
3592010
Vine copulas with asymmetric tail dependence and applications to financial return data
AK Nikoloulopoulos, H Joe, H Li
Computational Statistics & Data Analysis 56 (11), 3659-3673, 2012
2852012
Method and system for generating fixed and/or dynamic rebates in credit card type transactions
K Yan, H Li
US Patent App. 09/816,915, 2002
2812002
Extreme value properties of multivariate t copulas
AK Nikoloulopoulos, H Joe, H Li
Extremes 12, 129-148, 2009
1852009
Greedy algorithm for the general multidimensional knapsack problem
Y Akçay, H Li, SH Xu
Annals of Operations Research 150 (1), 17-29, 2007
1492007
Conditional tail expectations for multivariate phase-type distributions
J Cai, H Li
Journal of Applied Probability 42 (3), 810-825, 2005
1412005
Stochastic orders in reliability and risk
H Li, X Li
Honor of Professor Moshe Shaked, Springer, New York, 2013
1272013
Orthant tail dependence of multivariate extreme value distributions
H Li
Journal of Multivariate Analysis 100 (1), 243-256, 2009
1122009
Multivariate risk model of phase type
J Cai, H Li
Insurance: Mathematics and Economics 36 (2), 137-152, 2005
1002005
Opportunistic maintenance for multi-component shock models
L Cui, H Li
Mathematical Methods of Operations Research 63 (3), 493-511, 2006
772006
Markov repairable systems with history-dependent up and down states
L Cui, H Li, J Li
Stochastic Models 23 (4), 665-681, 2007
732007
Dependence properties and bounds for ruin probabilities in multivariate compound risk models
J Cai, H Li
Journal of Multivariate Analysis 98 (4), 757-773, 2007
692007
Linkages: a tool for the construction of multivariate distributions with given nonoverlapping multivariate marginals
H Li, M Scarsini, M Shaked
Journal of Multivariate Analysis 56 (1), 20-41, 1996
681996
Tail risk of multivariate regular variation
H Joe, H Li
Methodology and Computing in Applied Probability 13 (4), 671-693, 2011
562011
A single-period analysis of a two-echelon inventory system with dependent supply uncertainty
B Masih-Tehrani, SH Xu, S Kumara, H Li
Transportation Research Part B: Methodological 45 (8), 1128-1151, 2011
562011
A single-period analysis of a two-echelon inventory system with dependent supply uncertainty
B Masih-Tehrani, SH Xu, S Kumara, H Li
Transportation Research Part B: Methodological 45 (8), 1128-1151, 2011
562011
Tail dependence comparison of survival Marshall–Olkin copulas
H Li
Methodology and Computing in Applied Probability 10, 39-54, 2008
562008
Analytical method for reliability and MTTF assessment of coherent systems with dependent components
L Cui, H Li
Reliability Engineering & System Safety 92 (3), 300-307, 2007
562007
On the dependence structure and bounds of correlated parallel queues and their applications to synchronized stochastic systems
H Li, SH Xu
Journal of Applied Probability 37 (4), 1020-1043, 2000
552000
Asymptotic analysis of multivariate tail conditional expectations
L Zhu, H Li
North American Actuarial Journal 16 (3), 350-363, 2012
502012
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