Recent working papers can be downloaded below:

Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions (Haijun Li and Yannan Sun, to appear in Journal of Applied Probability, September 2009)

Tail Dependence Functions and Vine Copulas (Harry Joe, Haijun Li and Aris Nikoloulopoulos, to appear in Journal of Multivariate Analysis, August 2009)

Tail Risk of Multivariate Regular Variation (Harry Joe and Haijun Li, June 2009)

Topics of Recent Talks

· Tail dependence approximation of multivariate distributions

· Laws of Small Numbers: Why and when should we care?

· Large-Scale Stochastic Systems: Challenges and Opportunities

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