Edit Profile (opens in new tab) Hua, Lei Compute Distance To: Compute Author ID: 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 all top 5 Co-Authors 2 single-authored 8 Joe, Harry 3 Xia, Michelle 2 Cheung, Ka Chun 2 Li, Haijun 1 Basu, Sanjib 1 Chen, Ping 1 Ebrahimi, Nader D. 1 Gui, Liangqi 1 Huang, Jian 1 Huang, Quanliang 1 Li, Qingxia 1 Mao, Tiantian 1 Polansky, Alan M. 1 Pramanik, Paramahansa 1 Song, Dawei 1 Su, Jianxi 1 Tian, Yan 1 Tu, Wanzhu 1 Xu, Maochao all top 5 Serials 7 Insurance Mathematics & Economics 4 Journal of Multivariate Analysis 3 North American Actuarial Journal 1 The Canadian Journal of Statistics 1 Scandinavian Journal of Statistics 1 Journal of Applied Probability 1 Statistics & Probability Letters 1 Communications in Statistics. Theory and Methods 1 Journal of Statistical Computation and Simulation 1 Biostatistics 1 ASTIN Bulletin 1 Waves in Random and Complex Media all top 5 Fields 21 Statistics (62-XX) 8 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 Probability theory and stochastic processes (60-XX) 1 Numerical analysis (65-XX) 1 Optics, electromagnetic theory (78-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications 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 1221.62079Hua, Lei; Joe, Harry 55 2011 Second order regular variation and conditional tail expectation of multiple risks. Zbl 1228.91039Hua, Lei; Joe, Harry 47 2011 A spline-based semiparametric maximum likelihood estimation method for the Cox model with interval censored data. Zbl 1224.62108Zhang, Ying; Hua, Lei; Huang, Jian 45 2010 Stochastic orders of scalar products with applications. Zbl 1141.91517Hua, Lei; Cheung, Ka Chun 22 2008 Worst allocations of policy limits and deductibles. Zbl 1140.91421Hua, Lei; Cheung, Ka Chun 17 2008 Strength of tail dependence based on conditional tail expectation. Zbl 1278.62074Hua, Lei; Joe, Harry 13 2014 Tail comonotonicity: properties, constructions, and asymptotic additivity of risk measures. Zbl 1284.60104Hua, Lei; Joe, Harry 13 2012 Intermediate tail dependence: a review and some new results. Zbl 1312.62062Hua, Lei; Joe, Harry 10 2013 Tail negative dependence and its applications for aggregate loss modeling. Zbl 1314.91139Hua, Lei 10 2015 Tail comonotonicity and conservative risk measures. Zbl 1277.62251Hua, Lei; Joe, Harry 8 2012 Spline-based semiparametric projected generalized estimating equation method for panel count data. Zbl 1244.62057Hua, Lei; Zhang, Ying 6 2012 Relations between hidden regular variation and the tail order of copulas. Zbl 1294.62131Hua, Lei; Joe, Harry; Li, Haijun 6 2014 Cybersecurity insurance: modeling and pricing. Zbl 1410.91291Xu, Maochao; Hua, Lei 5 2019 Higher order tail densities of copulas and hidden regular variation. Zbl 1321.62015Li, Haijun; Hua, Lei 4 2015 A spline-based semiparametric sieve likelihood method for over-dispersed panel count data. Zbl 1349.62154Hua, Lei; Zhang, Ying; Tu, Wanzhu 4 2014 On a bivariate copula with both upper and lower full-range tail dependence. Zbl 1397.62181Hua, Lei 4 2017 Assessing high-risk scenarios by full-range tail dependence copulas. Zbl 1414.91202Hua, Lei; Xia, Michelle 3 2014 A general approach to full-range tail dependence copulas. Zbl 1404.62059Su, Jianxi; Hua, Lei 3 2017 Multivariate dependence modeling based on comonotonic factors. Zbl 1356.62076Hua, Lei; Joe, Harry 2 2017 Factor copula approaches for assessing spatially dependent high-dimensional risks. Zbl 07059859Hua, Lei; Xia, Michelle; Basu, Sanjib 1 2017 Assessing component reliability using lifetime data from systems. Zbl 07184829Ebrahimi, Nader; Xia, Michelle; Hua, Lei 1 2016 Cybersecurity insurance: modeling and pricing. Zbl 1410.91291Xu, Maochao; Hua, Lei 5 2019 On a bivariate copula with both upper and lower full-range tail dependence. Zbl 1397.62181Hua, Lei 4 2017 A general approach to full-range tail dependence copulas. Zbl 1404.62059Su, Jianxi; Hua, Lei 3 2017 Multivariate dependence modeling based on comonotonic factors. Zbl 1356.62076Hua, Lei; Joe, Harry 2 2017 Factor copula approaches for assessing spatially dependent high-dimensional risks. Zbl 07059859Hua, Lei; Xia, Michelle; Basu, Sanjib 1 2017 Assessing component reliability using lifetime data from systems. Zbl 07184829Ebrahimi, Nader; Xia, Michelle; Hua, Lei 1 2016 Tail negative dependence and its applications for aggregate loss modeling. Zbl 1314.91139Hua, Lei 10 2015 Higher order tail densities of copulas and hidden regular variation. Zbl 1321.62015Li, Haijun; Hua, Lei 4 2015 Strength of tail dependence based on conditional tail expectation. Zbl 1278.62074Hua, Lei; Joe, Harry 13 2014 Relations between hidden regular variation and the tail order of copulas. Zbl 1294.62131Hua, Lei; Joe, Harry; Li, Haijun 6 2014 A spline-based semiparametric sieve likelihood method for over-dispersed panel count data. Zbl 1349.62154Hua, Lei; Zhang, Ying; Tu, Wanzhu 4 2014 Assessing high-risk scenarios by full-range tail dependence copulas. Zbl 1414.91202Hua, Lei; Xia, Michelle 3 2014 Intermediate tail dependence: a review and some new results. Zbl 1312.62062Hua, Lei; Joe, Harry 10 2013 Tail comonotonicity: properties, constructions, and asymptotic additivity of risk measures. Zbl 1284.60104Hua, Lei; Joe, Harry 13 2012 Tail comonotonicity and conservative risk measures. Zbl 1277.62251Hua, Lei; Joe, Harry 8 2012 Spline-based semiparametric projected generalized estimating equation method for panel count data. Zbl 1244.62057Hua, Lei; Zhang, Ying 6 2012 Tail order and intermediate tail dependence of multivariate copulas. Zbl 1221.62079Hua, Lei; Joe, Harry 55 2011 Second order regular variation and conditional tail expectation of multiple risks. Zbl 1228.91039Hua, Lei; Joe, Harry 47 2011 A spline-based semiparametric maximum likelihood estimation method for the Cox model with interval censored data. Zbl 1224.62108Zhang, Ying; Hua, Lei; Huang, Jian 45 2010 Stochastic orders of scalar products with applications. Zbl 1141.91517Hua, Lei; Cheung, Ka Chun 22 2008 Worst allocations of policy limits and deductibles. Zbl 1140.91421Hua, Lei; Cheung, Ka Chun 17 2008 all cited Publications top 5 cited Publications 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 all top 5 Cited in 10 Fields 172 Statistics (62-XX) 73 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 65 Probability theory and stochastic processes (60-XX) 13 Numerical analysis (65-XX) 3 Computer science (68-XX) 3 Operations research, mathematical programming (90-XX) 2 Biology and other natural sciences (92-XX) 1 Real functions (26-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year