Faculty Profile

Xiaohu Li

Building: Kidde
Room: 221
Phone: 201-216-3608
Fax: 201-216-8321
Email: xiaohu.li@stevens.edu
School:  Schaefer School of Engineering & Science
Department:  Mathematical Sciences
  • Ph.D. of Engineering and Applied Sciences (with concentration in statistics), University of New Orleans, New Orleans, 2014.
  • Doctor of Science in Mathematics, Lanzhou University, Lanzhou, China, 2000.           

Applied probability, Mathematical statistics, Stochastic orders, Statistical dependence, Financial and actuarial risk, Reliability theory, Network security.


Recent publications

  1. R Fang, X Li (2015) Advertising a second-price auction. Journal of Mathematical Economics. In press.
  2. X Li, R Fang, J Mi (2015) On the timing to switch on the standby in k-out-of-n: G redundant systems. Statistics & Probability Letters 96, 10-20.
  3. X Li, R Fang (2015) Ordering properties of order statistics from random variables of Archimedean copulas with applications. Journal of Multivariate Analysis 133, 304-320.
  4. C Li, X Li (2015) Likelihood ratio order of sample minimum from heterogeneous Weibull random variables. Statistics & Probability Letters 97, 46-53.
  5. X Li, Y You (2015) Permutation monotone functions of random vectors with applications in financial and actuarial risk management. Advances in Applied Probability 47, 270-291.
  6. X Li, J Wu, J Zhuang (2015) Asymptotic multivariate finite-time ruin probability with statistically dependent heavy-tailed claims. Methodology and Computing in Applied Probability 17, 463-477.
  • Specially-appointed Professor, School of Mathematical Sciences, Xiamen University, Xiamen, China, 2009 -2011.
  • Professor, Department of Mathematics, Lanzhou University, Lanzhou, China, 2004-2009.
  • Postdoctoral research associate, Department of Computer Science, University of Texas at San Antonio, Texas, USA, 2005 – 2007.  
  • Postdoctoral research associate, Department of Mechanical Engineering, University of Alberta, Edmonton, Canada, 2003 - 2004,  
  • Associate/Assistant professor, Department of Mathematics, Lanzhou University, Lanzhou, China, 2001 - 2004.