Haijun Li

Finance · 2005–2013

A researcher in the Science corpus: 10 papers; trusts 42 researchers and is trusted by 24 researchers here, as inferred from the citation graph.

Subfields

• Finance — 37 citations into it; #1,391 of 10,518 by trust here, #1,981 by citations
• Management Science and Operations Research — 26 citations into it; #4,260 of 11,946 by trust here, #5,316 by citations
• Economics and Econometrics — 19 citations into it; #7,356 of 23,481 by trust here, #8,485 by citations
• Statistics and Probability — 18 citations into it; #2,901 of 12,932 by trust here, #5,294 by citations
• Artificial Intelligence — 8 citations into it
• Global and Planetary Change — 8 citations into it

Whom Haijun Li trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Harry Joe
2. Sidney I. Resnick
3. Aristidis K. Nikoloulopoulos
4. Roger B. Nelsen
5. Freddy Delbaen
6. Friedrich Schmid
7. Paul Embrechts
8. Bojan Basrak
9. Zinoviy Landsman
10. Alexander J. McNeil

Who trusts Haijun Li overall

1. L. Zhu
2. Harry Joe
3. Jan-Frederik Mai
4. Aristidis K. Nikoloulopoulos
5. Yannan Sun
6. Matthias Scherer
7. Jun Cai
8. Chen Li
9. Fabrizio Durante
10. W. Barreto‐Souza

Papers from Haijun Li's perspective

Ordered by how strongly the researchers Haijun Li trusts endorse each paper. Same corpus, a different order for every researcher.

1. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
2. Fonctions de repartition a n dimensions et leurs marges
3. Extreme values of ζ′(ρ)
4. Diversification of aggregate dependent risks
5. The t Copula and Related Copulas
6. Regular variation of GARCH processes
7. A characterization of multivariate regular variation
8. Multivariate extremes, aggregation and dependence in elliptical distributions (Advances in Applied Probability)
9. Tail Dependence Comparison of Survival Marshall–Olkin Copulas
10. Multivariate conditional versions of Spearman's rho and related measures of tail dependence

Their papers

• Tail Dependence Comparison of Survival Marshall–Olkin Copulas (2008) — 52 citations
• Multivariate risk model of phase type (2005) — 85 citations
• Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions (2009) — 48 citations
• Tail dependence functions and vine copulas (2010) — 327 citations
• Extreme value properties of multivariate t copulas (2009) — 159 citations
• Tail Risk of Multivariate Regular Variation (2011) — 58 citations
• Conditional tail expectations for multivariate phase-type distributions (2005) — 67 citations
• Stochastic Orders in Reliability and Risk (2013) — 168 citations
• Asymptotic Analysis of Multivariate Tail Conditional Expectations (2012) — 52 citations
• Dependence properties and bounds for ruin probabilities in multivariate compound risk models (2007) — 59 citations