Research

Preprints

• An ultrafast way of assessing bivariate tail dependence and tail asymmetry:
  [full text], [software: FastTail]

Publications

The following is the list of the published peer-reviewed papers:

Google Scholar

ORCID

Acknowledgements

I appreciate all my research collaborators, and support from Society of Actuaries, Casualty Actuarial Society, Canadian Institute of Actuaries, Natural Sciences and Engineering Research Council of Canada, Argonne National Laboratory, University of British Columbia, The University of Hong Kong, Northern Illinois University, and University of Illinois Urbana-Champaign.