Tail dependence functions and vine copulas H Joe, H Li, AK Nikoloulopoulos Journal of Multivariate Analysis 101 (1), 252-270, 2010 | 375 | 2010 |
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 | 306 | 2002 |
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 | 300 | 2012 |
Extreme value properties of multivariate t copulas AK Nikoloulopoulos, H Joe, H Li Extremes 12, 129-148, 2009 | 194 | 2009 |
Greedy algorithm for the general multidimensional knapsack problem Y Akçay, H Li, SH Xu Annals of Operations Research 150 (1), 17-29, 2007 | 158 | 2007 |
Conditional tail expectations for multivariate phase-type distributions J Cai, H Li Journal of Applied Probability 42 (3), 810-825, 2005 | 143 | 2005 |
Stochastic orders in reliability and risk H Li, X Li Honor of Professor Moshe Shaked, Springer, New York, 2013 | 137 | 2013 |
Orthant tail dependence of multivariate extreme value distributions H Li Journal of Multivariate Analysis 100 (1), 243-256, 2009 | 119 | 2009 |
Multivariate risk model of phase type J Cai, H Li Insurance: Mathematics and Economics 36 (2), 137-152, 2005 | 99 | 2005 |
Opportunistic maintenance for multi-component shock models L Cui, H Li Mathematical Methods of Operations Research 63 (3), 493-511, 2006 | 78 | 2006 |
Markov repairable systems with history-dependent up and down states L Cui, H Li, J Li Stochastic Models 23 (4), 665-681, 2007 | 72 | 2007 |
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 | 71 | 1996 |
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 | 69 | 2007 |
Tail risk of multivariate regular variation H Joe, H Li Methodology and Computing in Applied Probability 13 (4), 671-693, 2011 | 63 | 2011 |
Tail dependence comparison of survival Marshall–Olkin copulas H Li Methodology and Computing in Applied Probability 10, 39-54, 2008 | 60 | 2008 |
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 | 57 | 2011 |
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 | 57 | 2011 |
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 | 57 | 2007 |
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 | 56 | 2000 |
Asymptotic analysis of multivariate tail conditional expectations L Zhu, H Li North American Actuarial Journal 16 (3), 350-363, 2012 | 53 | 2012 |