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Author ID: hua.lei Recent zbMATH articles by "Hua, Lei"
Published as: Hua, Lei
External Links: ORCID
Documents Indexed: 24 Publications since 2008
Co-Authors: 19 Co-Authors with 21 Joint Publications
669 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

21 Publications have been cited 279 times in 203 Documents Cited by Year
Tail order and intermediate tail dependence of multivariate copulas. Zbl 1221.62079
Hua, Lei; Joe, Harry
55
2011
Second order regular variation and conditional tail expectation of multiple risks. Zbl 1228.91039
Hua, Lei; Joe, Harry
47
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
45
2010
Stochastic orders of scalar products with applications. Zbl 1141.91517
Hua, Lei; Cheung, Ka Chun
22
2008
Worst allocations of policy limits and deductibles. Zbl 1140.91421
Hua, Lei; Cheung, Ka Chun
17
2008
Strength of tail dependence based on conditional tail expectation. Zbl 1278.62074
Hua, Lei; Joe, Harry
13
2014
Tail comonotonicity: properties, constructions, and asymptotic additivity of risk measures. Zbl 1284.60104
Hua, Lei; Joe, Harry
13
2012
Intermediate tail dependence: a review and some new results. Zbl 1312.62062
Hua, Lei; Joe, Harry
10
2013
Tail negative dependence and its applications for aggregate loss modeling. Zbl 1314.91139
Hua, Lei
10
2015
Tail comonotonicity and conservative risk measures. Zbl 1277.62251
Hua, Lei; Joe, Harry
8
2012
Spline-based semiparametric projected generalized estimating equation method for panel count data. Zbl 1244.62057
Hua, Lei; Zhang, Ying
6
2012
Relations between hidden regular variation and the tail order of copulas. Zbl 1294.62131
Hua, Lei; Joe, Harry; Li, Haijun
6
2014
Cybersecurity insurance: modeling and pricing. Zbl 1410.91291
Xu, Maochao; Hua, Lei
5
2019
Higher order tail densities of copulas and hidden regular variation. Zbl 1321.62015
Li, Haijun; Hua, Lei
4
2015
A spline-based semiparametric sieve likelihood method for over-dispersed panel count data. Zbl 1349.62154
Hua, Lei; Zhang, Ying; Tu, Wanzhu
4
2014
On a bivariate copula with both upper and lower full-range tail dependence. Zbl 1397.62181
Hua, Lei
4
2017
Assessing high-risk scenarios by full-range tail dependence copulas. Zbl 1414.91202
Hua, Lei; Xia, Michelle
3
2014
A general approach to full-range tail dependence copulas. Zbl 1404.62059
Su, Jianxi; Hua, Lei
3
2017
Multivariate dependence modeling based on comonotonic factors. Zbl 1356.62076
Hua, Lei; Joe, Harry
2
2017
Factor copula approaches for assessing spatially dependent high-dimensional risks. Zbl 07059859
Hua, Lei; Xia, Michelle; Basu, Sanjib
1
2017
Assessing component reliability using lifetime data from systems. Zbl 07184829
Ebrahimi, Nader; Xia, Michelle; Hua, Lei
1
2016
Cybersecurity insurance: modeling and pricing. Zbl 1410.91291
Xu, Maochao; Hua, Lei
5
2019
On a bivariate copula with both upper and lower full-range tail dependence. Zbl 1397.62181
Hua, Lei
4
2017
A general approach to full-range tail dependence copulas. Zbl 1404.62059
Su, Jianxi; Hua, Lei
3
2017
Multivariate dependence modeling based on comonotonic factors. Zbl 1356.62076
Hua, Lei; Joe, Harry
2
2017
Factor copula approaches for assessing spatially dependent high-dimensional risks. Zbl 07059859
Hua, Lei; Xia, Michelle; Basu, Sanjib
1
2017
Assessing component reliability using lifetime data from systems. Zbl 07184829
Ebrahimi, Nader; Xia, Michelle; Hua, Lei
1
2016
Tail negative dependence and its applications for aggregate loss modeling. Zbl 1314.91139
Hua, Lei
10
2015
Higher order tail densities of copulas and hidden regular variation. Zbl 1321.62015
Li, Haijun; Hua, Lei
4
2015
Strength of tail dependence based on conditional tail expectation. Zbl 1278.62074
Hua, Lei; Joe, Harry
13
2014
Relations between hidden regular variation and the tail order of copulas. Zbl 1294.62131
Hua, Lei; Joe, Harry; Li, Haijun
6
2014
A spline-based semiparametric sieve likelihood method for over-dispersed panel count data. Zbl 1349.62154
Hua, Lei; Zhang, Ying; Tu, Wanzhu
4
2014
Assessing high-risk scenarios by full-range tail dependence copulas. Zbl 1414.91202
Hua, Lei; Xia, Michelle
3
2014
Intermediate tail dependence: a review and some new results. Zbl 1312.62062
Hua, Lei; Joe, Harry
10
2013
Tail comonotonicity: properties, constructions, and asymptotic additivity of risk measures. Zbl 1284.60104
Hua, Lei; Joe, Harry
13
2012
Tail comonotonicity and conservative risk measures. Zbl 1277.62251
Hua, Lei; Joe, Harry
8
2012
Spline-based semiparametric projected generalized estimating equation method for panel count data. Zbl 1244.62057
Hua, Lei; Zhang, Ying
6
2012
Tail order and intermediate tail dependence of multivariate copulas. Zbl 1221.62079
Hua, Lei; Joe, Harry
55
2011
Second order regular variation and conditional tail expectation of multiple risks. Zbl 1228.91039
Hua, Lei; Joe, Harry
47
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
45
2010
Stochastic orders of scalar products with applications. Zbl 1141.91517
Hua, Lei; Cheung, Ka Chun
22
2008
Worst allocations of policy limits and deductibles. Zbl 1140.91421
Hua, Lei; Cheung, Ka Chun
17
2008
all top 5

Cited by 292 Authors

17 Joe, Harry
15 Hua, Lei
12 Hu, Taizhong
12 Li, Xiaohu
10 Mao, Tiantian
9 Krupskii, Pavel
8 You, Yinping
6 Su, Jianxi
6 Sun, Jianguo
5 Cheung, Ka Chun
5 Das, Bikramjit
5 Girard, Stéphane
5 Li, Haijun
5 Lu, Xuewen
4 Furman, Edward
4 Lu, Minggen
4 Pan, Xiaoqing
4 Peng, Zuoxiang
4 Wang, Lianming
3 Asimit, Alexandru V.
3 Durante, Fabrizio
3 Fernández-Sánchez, Juan
3 Gardes, Laurent
3 Hu, Tao
3 Lin, Xiaoyan
3 Lv, Wenhua
3 McMahan, Christopher S.
3 Necir, Abdelhakim
3 Šiaulys, Jonas
3 Xia, Michelle
3 Xiang, Liming
3 Xu, Maochao
3 Zhang, Yiying
3 Zhao, Peng
3 Zhou, Qingning
3 Zitikis, Ričardas
2 Arendarczyk, Marek
2 Brahimi, Brahim
2 Cai, Bo
2 Cai, Jianwen
2 Chen, Yu
2 Cheng, Guang
2 Czado, Claudia
2 Daouia, Abdelaati
2 Di Bernardino, Elena
2 Drapeau, Samuel
2 El Methni, Jonathan
2 Fasen-Hartmann, Vicky
2 Ferreira, Helena
2 Ferreira, Marta
2 Fung, Thomas
2 Gao, Wenxue
2 Genton, Marc G.
2 Gerrard, Russell
2 Hashorva, Enkelejd
2 He, Xin
2 Khaledi, Baha-Eldin
2 Kozubowski, Tomasz J.
2 Leipus, Remigijus
2 Leng, Xuan
2 Li, Jinzhu
2 Li, Zhiguo
2 Ling, Chengxiu
2 Liu, Qing
2 Liu, Xiaoyu
2 Ma, Ling
2 Manesh, Sirous Fathi
2 Meraghni, Djamel
2 Nan, Bin
2 Ng, Kai Wang
2 Nikoloulopoulos, Aristidis K.
2 Nolde, Natalia
2 Panorska, Anna K.
2 Pellerey, Franco
2 Seneta, Eugene
2 Sepanski, Jungsywan Hwang
2 Stupfler, Gilles
2 Tadese, Mekonnen
2 Tang, Qihe
2 Wang, Rongming
2 Wu, Jingjing
2 Wu, Yuan
2 Xu, Da
2 Yu, Zhangsheng
2 Zhao, Hui
2 Zhao, Shishun
2 Zhao, Xingqiu
2 Zhou, Haibo
1 Abouei Ardakan, Mostafa
1 Aldhufairi, Fadal A. A.
1 Alemany, Ramon
1 Arenas, G. Y.
1 Bantis, Leonidas E.
1 Beirlant, Jan
1 Belles-Sampera, Jaume
1 Benchaira, Souad
1 Bernard, Carole L.
1 Bolancé, Catalina
1 Boruvka, Audrey
1 Cai, Jun
...and 192 more Authors
all top 5

Cited in 62 Serials

37 Insurance Mathematics & Economics
19 Journal of Multivariate Analysis
10 Statistics & Probability Letters
10 Computational Statistics and Data Analysis
10 Lifetime Data Analysis
7 Journal of Statistical Computation and Simulation
6 Communications in Statistics. Theory and Methods
6 Extremes
5 Journal of Statistical Planning and Inference
5 ASTIN Bulletin
4 Journal of Nonparametric Statistics
4 Electronic Journal of Statistics
3 Scandinavian Journal of Statistics
3 Journal of the American Statistical Association
3 Journal of Applied Probability
3 Journal of Econometrics
3 Annals of Operations Research
3 Statistical Papers
3 Probability in the Engineering and Informational Sciences
3 North American Actuarial Journal
2 The Canadian Journal of Statistics
2 Lithuanian Mathematical Journal
2 Metrika
2 The Annals of Statistics
2 Biometrics
2 Fuzzy Sets and Systems
2 Journal of Computational and Applied Mathematics
2 Statistics
2 Computational Statistics
2 Communications in Statistics. Simulation and Computation
2 Mathematical Problems in Engineering
2 Journal of Applied Statistics
2 Methodology and Computing in Applied Probability
2 European Actuarial Journal
1 Advances in Applied Probability
1 Annals of the Institute of Statistical Mathematics
1 Biometrical Journal
1 Kybernetika
1 Operations Research
1 Econometric Reviews
1 International Journal of Approximate Reasoning
1 European Journal of Operational Research
1 Test
1 Mathematical Methods of Statistics
1 Top
1 Statistica Sinica
1 Bernoulli
1 Acta Mathematica Sinica. English Series
1 Acta et Commentationes Universitatis Tartuensis de Mathematica
1 Scandinavian Actuarial Journal
1 Quantitative Finance
1 Journal of Systems Science and Complexity
1 Journal of the Korean Statistical Society
1 Journal of Statistical Theory and Practice
1 The Annals of Applied Statistics
1 Science China. Mathematics
1 Statistics & Risk Modeling
1 Communications in Mathematics and Statistics
1 Dependence Modeling
1 Journal of Statistical Distributions and Applications
1 Sahand Communications in Mathematical Analysis
1 Probability, Uncertainty and Quantitative Risk

Citations by Year