[01] Modeling Tail Index with Autoregressive Conditional Pareto Model, Journal of Business & Economic Statistics， 2020, accepted. [02] Ruin Probability for the Phase-type Dual Model Perturbed by Diffusion， Communications in Statistics - Theory and Methods ，2020, accepted.[03] Too Connected to Fail? Evidence from Chinese Financial Risk Spillover Network， China & World Economy， 2020, accepted[04] Regularized Estimation of Precision Matrix for Highhimensional Multivariate Longitudinal Data. Journal of Multivariate Analysis, 2020, 176: 104580[05] Mark to market value at risk，Journal of Econometrics， 2019, 208: 299-321[06] A New Algorithm for Learning Large Bayesian Network Structure from Discrete Data, IEEE ACCESS, 2019, 7(1): 121665 -121674[07] Extensions of Breiman’s Theorem of Product of Dependent Random Variables with Applications to Ruin Theory, Communications in Mathematics and Statistics，2019(7): 1-23[08] An efficient causal structure learning algorithm for linear arbitrarily distributed continuous data Journal of Supercomputing, 2019.01[09] Semantic Features Prediction for Pulmonary Nodule Diagnosis Based on Online Streaming Feature Selection 2019.01 IEEE Access 61121-61135[10] Parsimonious Mean-Covariance modeling for Longitudinal Data with ARMA Errors, Journal of Systems Science and Complexity--English Series, 2019, 32: 1675-1692[11] Second-Order Asymptotics of the Risk Concentration of a Portfolio with Deflated Risks, Mathematical Problems in Engineering, 2018, 2018: 1-12[12] Ruin probabilities with insurance and financial risks having an FGM dependence structure, Science China Mathematics, 2014, 57(5):1071-1082.[13] Precise large deviations for generalized dependent compound renewal risk model with consistent variation, Frontier Mathematics China, 2014, 9(1):31-44.[14] Approximations of the tail probability of the product of dependent extremal random variables and applications, Insurance: Mathematics and Economics. 2013, 169-178[15] Asymptotic ruin probabilities for proportional investment under interest force with dominatedly - varying-tailed claims, Journal of the Korean Statistical Society, 2012, 41(1), 87-95[16] Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation. J. Math. Anal. Appl. 2011, 376, 365-372.
