Recent Lecture Notes can be downloaded from Blackboard.

Quantitative Risk Management (Math Graduate Lecture)

Engineering Statistics (Stat Undergraduate Lecture)

Stochastic Simulation (Math Undergraduate/Graduate Lecture)

Introduction to Stochastic Calculus (Math Graduate Lecture)

Probability and Statistics (Stat Undergraduate Lecture)

Theory of Linear Models (Stat Graduate Lecture)

Introduction to Stochastic Calculus (Math Undergraduate Lecture)

Linear Optimization and Game (Math Undergraduate Lecture)

Recent talks slides can be received from contacting the author.

High-Dimensional Extremes and Copulas

Dependence Comparison of Multivariate Extremes

Regularly Varying Asymptotics for Tail Risk

Risk, Coherency and Cooperative Game

A tail density approach in extremal dependence analysis for vine copulas

Tail Densities of Copulas and Extremal Dependence

Asymptotic Analysis of Multivariate Coherent Risks

Recent working papers can be downloaded from arXiv.

Higher Order Tail Densities of Copulas and Hidden Regular Variation

Matching via Majorization for Consistency of Product Quality

In Memoriam, Susan 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

Dependence Comparison of Multivariate Extremes via Stochastic Tail Orders (to appear in Lecture Notes in Statistics, by Springer, 2013)

Asymptotic Analysis of Simultaneous Damages in Spatial Boolean Models (Li, Xu and Kuo, submitted, revision Jan 2013)

Asymptotic Analysis of Multivariate Tail Conditional Expectations (Zhu and Li, to appear in NAAJ, May 2012)

Tail Distortion Risk and Its Asymptotic Analysis (Zhu and Li, March 2012, to appear in Insurance: Mathematics and Economics)

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)

Tail Approximation of Value-at-Risk under Multivariate Regular Variation (Yannan Sun and Haijun Li, IJOR, 2011)

A Single Period Analysis of a Two-Echelon Inventory System with Dependent Supply Disruptions (Behdad Tehrani, Susan Xu, Soundar Kumara and Haijun Li, Transportation Research, 2011)

Vine copulas with asymmetric tail dependence and applications to financial return data (Aris Nikoloulopoulos, Harry Joe and Haijun Li, CSDA, 2011)

Hit-or-Miss Dependence of Random Closed Sets (Haijun Li, Susan Xu and Way Kuo, submitted, July 2010)

Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions (Haijun Li and Yannan Sun, JAP, 46 (4), 2009)