Haijun Li's Research

Research Interests: Applied Probability, Stochastic Processes, Statistical Computing, and Applications in Reliability, Risks and Security.

Current Research Areas:

Extremal Dependence and Multivariate Risk (Tail Dependence, Multivariate Extremes, Multivariate Coherent Risk Measures)
Reliability/Risk Analysis of Spatial Systems (Random Closed Sets, Spatial Reliability Modeling for Nanoelectronics, Spatial Credit Default Contagion)
High Dimensional Dependence Models (Vine Copulas and Copulas with Graph Structure)

Past and Current Students of the Group: