Acknowledgement: My research has been supported by: Northern Illinois University, The University of British Columbia, The Society of Actuaries, The Casualty Actuarial Society, The Canadian Institute of Actuaries, The Natural Sciences and Engineering Research Council of Canada, and University of Illinois Urbana-Champaign.
A general approach to full-range tail dependence copulas, Insurance: Mathematics & Economics, 2017, Volume 77, 49-64. (with Jianxi Su)
A vine copula model for predicting the effectiveness of cyber defense early-warning, Technometrics, 2017, Volume 59, 508-520. (with Maochao Xu and Shouhuai Xu)
On a bivariate copula with both upper and lower full-range tail dependence, Insurance: Mathematics & Economics, 2017, Volume 73, 94-104.
Multivariate dependence modeling based on comonotonic factors, Journal of Multivariate Analysis, 2017, Volume 155, 317-333. (with Harry Joe)
Factor copula approaches for assessing spatially dependent high-dimensional risks, North American Actuarial Journal, 2017, Volume 21, 147-160. (with Michelle Xia and Sanjib Basu)
Assessing the reliability of a nanocomponent by using copulas, IIE Transactions, 2014, 46(11), 1196-1208. (with Nader Ebrahimi)
Tail order and intermediate tail dependence of multivariate copulas, Journal of Multivariate Analysis, 2011, 102(10), 1454-1471. (with Harry Joe)