A spline-based semiparametric maximum likelihood estimation method for the Cox model with interval censored data. Zbl 1224.62108
Zhang, Ying; Hua, Lei; Huang, Jian |
|
2010
|
Tail order and intermediate tail dependence of multivariate copulas. Zbl 1221.62079
Hua, Lei; Joe, Harry |
|
2011
|
Second order regular variation and conditional tail expectation of multiple risks. Zbl 1228.91039
Hua, Lei; Joe, Harry |
|
2011
|
Stochastic orders of scalar products with applications. Zbl 1141.91517
Hua, Lei; Cheung, Ka Chun |
|
2008
|
Worst allocations of policy limits and deductibles. Zbl 1140.91421
Hua, Lei; Cheung, Ka Chun |
|
2008
|
Strength of tail dependence based on conditional tail expectation. Zbl 1278.62074
Hua, Lei; Joe, Harry |
|
2014
|
Tail comonotonicity: properties, constructions, and asymptotic additivity of risk measures. Zbl 1284.60104
Hua, Lei; Joe, Harry |
|
2012
|
Cybersecurity insurance: modeling and pricing. Zbl 1410.91291
Xu, Maochao; Hua, Lei |
|
2019
|
Spline-based semiparametric projected generalized estimating equation method for panel count data. Zbl 1244.62057
Hua, Lei; Zhang, Ying |
|
2012
|
Tail negative dependence and its applications for aggregate loss modeling. Zbl 1314.91139
Hua, Lei |
|
2015
|
Tail comonotonicity and conservative risk measures. Zbl 1277.62251
Hua, Lei; Joe, Harry |
|
2012
|
Intermediate tail dependence: a review and some new results. Zbl 1312.62062
Hua, Lei; Joe, Harry |
|
2013
|
Relations between hidden regular variation and the tail order of copulas. Zbl 1294.62131
Hua, Lei; Joe, Harry; Li, Haijun |
|
2014
|
A spline-based semiparametric sieve likelihood method for over-dispersed panel count data. Zbl 1349.62154
Hua, Lei; Zhang, Ying; Tu, Wanzhu |
|
2014
|
On a bivariate copula with both upper and lower full-range tail dependence. Zbl 1397.62181
Hua, Lei |
|
2017
|
Assessing high-risk scenarios by full-range tail dependence copulas. Zbl 1414.91202
Hua, Lei; Xia, Michelle |
|
2014
|
A general approach to full-range tail dependence copulas. Zbl 1404.62059
Su, Jianxi; Hua, Lei |
|
2017
|
Higher order tail densities of copulas and hidden regular variation. Zbl 1321.62015
Li, Haijun; Hua, Lei |
|
2015
|
Multivariate dependence modeling based on comonotonic factors. Zbl 1356.62076
Hua, Lei; Joe, Harry |
|
2017
|
Factor copula approaches for assessing spatially dependent high-dimensional risks. Zbl 1515.91136
Hua, Lei; Xia, Michelle; Basu, Sanjib |
|
2017
|
Assessing bivariate tail non-exchangeable dependence. Zbl 1460.62073
Hua, Lei; Polansky, Alan; Pramanik, Paramahansa |
|
2019
|
Assessing component reliability using lifetime data from systems. Zbl 07184829
Ebrahimi, Nader; Xia, Michelle; Hua, Lei |
|
2016
|
Second-order regular variation inherited from Laplace-Stieltjes transforms. Zbl 1345.62035
Mao, Tiantian; Hua, Lei |
|
2016
|
Cybersecurity insurance: modeling and pricing. Zbl 1410.91291
Xu, Maochao; Hua, Lei |
|
2019
|
Assessing bivariate tail non-exchangeable dependence. Zbl 1460.62073
Hua, Lei; Polansky, Alan; Pramanik, Paramahansa |
|
2019
|
On a bivariate copula with both upper and lower full-range tail dependence. Zbl 1397.62181
Hua, Lei |
|
2017
|
A general approach to full-range tail dependence copulas. Zbl 1404.62059
Su, Jianxi; Hua, Lei |
|
2017
|
Multivariate dependence modeling based on comonotonic factors. Zbl 1356.62076
Hua, Lei; Joe, Harry |
|
2017
|
Factor copula approaches for assessing spatially dependent high-dimensional risks. Zbl 1515.91136
Hua, Lei; Xia, Michelle; Basu, Sanjib |
|
2017
|
Assessing component reliability using lifetime data from systems. Zbl 07184829
Ebrahimi, Nader; Xia, Michelle; Hua, Lei |
|
2016
|
Second-order regular variation inherited from Laplace-Stieltjes transforms. Zbl 1345.62035
Mao, Tiantian; Hua, Lei |
|
2016
|
Tail negative dependence and its applications for aggregate loss modeling. Zbl 1314.91139
Hua, Lei |
|
2015
|
Higher order tail densities of copulas and hidden regular variation. Zbl 1321.62015
Li, Haijun; Hua, Lei |
|
2015
|
Strength of tail dependence based on conditional tail expectation. Zbl 1278.62074
Hua, Lei; Joe, Harry |
|
2014
|
Relations between hidden regular variation and the tail order of copulas. Zbl 1294.62131
Hua, Lei; Joe, Harry; Li, Haijun |
|
2014
|
A spline-based semiparametric sieve likelihood method for over-dispersed panel count data. Zbl 1349.62154
Hua, Lei; Zhang, Ying; Tu, Wanzhu |
|
2014
|
Assessing high-risk scenarios by full-range tail dependence copulas. Zbl 1414.91202
Hua, Lei; Xia, Michelle |
|
2014
|
Intermediate tail dependence: a review and some new results. Zbl 1312.62062
Hua, Lei; Joe, Harry |
|
2013
|
Tail comonotonicity: properties, constructions, and asymptotic additivity of risk measures. Zbl 1284.60104
Hua, Lei; Joe, Harry |
|
2012
|
Spline-based semiparametric projected generalized estimating equation method for panel count data. Zbl 1244.62057
Hua, Lei; Zhang, Ying |
|
2012
|
Tail comonotonicity and conservative risk measures. Zbl 1277.62251
Hua, Lei; Joe, Harry |
|
2012
|
Tail order and intermediate tail dependence of multivariate copulas. Zbl 1221.62079
Hua, Lei; Joe, Harry |
|
2011
|
Second order regular variation and conditional tail expectation of multiple risks. Zbl 1228.91039
Hua, Lei; Joe, Harry |
|
2011
|
A spline-based semiparametric maximum likelihood estimation method for the Cox model with interval censored data. Zbl 1224.62108
Zhang, Ying; Hua, Lei; Huang, Jian |
|
2010
|
Stochastic orders of scalar products with applications. Zbl 1141.91517
Hua, Lei; Cheung, Ka Chun |
|
2008
|
Worst allocations of policy limits and deductibles. Zbl 1140.91421
Hua, Lei; Cheung, Ka Chun |
|
2008
|
