
Recent Lecture Notes can be downloaded below:
Quantitative Risk Management (Math Graduate Lecture)
Stochastic Simulation (Math Undergraduate/Graduate Lecture)
Introduction to Stochastic Calculus (Math Graduate Lecture)
Engineering Statistics (Stat Undergraduate Lecture)
Linear Algebra (Math Undergraduate Lecture)
Optimization (Math Undergraduate Lecture)
Measure (Probability) and Integration (Expectation)
Introduction to Stochastic Calculus (Math Undergraduate Lecture)
Linear Optimization and Game (Math Undergraduate Lecture)
Recent talks slides can be downloaded below:
HighDimensional Extremes and Copulas
Dependence Comparison of Multivariate Extremes
Regularly Varying Asymptotics for Tail Risk
Sample Clouds, Point Processes and Random Sets
Risk, Coherency and Cooperative Game
A tail density approach in extremal dependence analysis for vine copulas
Tail Densities of Copulas and Extremal Dependence
Dependence of Multivariate Extremes and Tail Risks
Asymptotic Analysis of Multivariate Coherent Risks
Recent working papers can be downloaded below:
In Memory of Susan Hong Xu (Associate Editor of IEEE Transactions on Reliability)
Relations Between Hidden Regular Variation and Tail Order of Copulas
Preface – Springer's Lecture Notes in Statistics in Honor of Professor Moshe Shaked
Toward a Copula Theory for Multivariate Regular Variation
Extremal Dependence of Copulas: A Tail Density Approach (Li and Wu, submitted, revised, April 2012)
Tail Risk of Multivariate Regular Variation (Harry Joe and Haijun Li, MCAP, 2011)
HitorMiss Dependence of Random Closed Sets (Haijun Li, Susan Xu and Way Kuo, submitted, July 2010)

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