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)

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

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

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)

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