Xiaohu Li
Teaching Associate Professor
Charles V. Schaefer, Jr. School of Engineering and Science
Department of Mathematical Sciences
Education
- PhD (2014) University of New Orleans (Engineering and Applied Sciences with concentration in Statistics)
- MA (2009) University of New Orleans (Applied Statistics)
- PhD (2000) Lanzhou University (Applied Mathematics)
- MA (1995) Lanzhou University (Applied mathematics)
Research
Statistics and applied probability, Actuarial risk and dependence modelling, Reliability and stochastic orders
General Information
I obtained the PhD in Mathematics at Lanzhou University and the PhD in Engineering and Applied Sciences at the University of New Orleans, respectively. Before joining Stevens, I held faculty appointments at both Lanzhou University and Xiamen University. Also, I did post doctorate research at University of Alberta and University of Texas at San Antonio.
My research interest lies in statistics and applied probability with applications in reliability and actuarial risk. Currently I am working on statistical dependence modelling in the context of engineering reliability and quantitative risk. I enjoy sharing with various kinds of students ideas and methods on probability and statistics, and it is my sincere aim that all students get rewarded in my class.
My research interest lies in statistics and applied probability with applications in reliability and actuarial risk. Currently I am working on statistical dependence modelling in the context of engineering reliability and quantitative risk. I enjoy sharing with various kinds of students ideas and methods on probability and statistics, and it is my sincere aim that all students get rewarded in my class.
Experience
Postdoctoral Research Associate (2005-2007): Department of Computer Science, University of Texas at San Antonio, Texas, USA.
Postdoctoral Research Associate (2003-2004): Department of Mechanical Engineering, University of Alberta, Edmonton, Canada.
Postdoctoral Research Associate (2003-2004): Department of Mechanical Engineering, University of Alberta, Edmonton, Canada.
Institutional Service
- Department Committee of Promotion and Renewal Member
- Graduate program of Actuarial Mathematics and Quantitative Risk Member
- Undergraduate Program Committee Member
- Graduate program of Actuarial Mathematics and Quantitative Risk Member
- Undergraduate program committee Member
- Actuarial Mathematics and Quantitative Risk Member
- Data Science Member
- Undergraduate Curriculum Committee Member
- Graduate Curriculum Committee Member Member
- Promotion and Reappointment Committee Member
- Undergraduate Curriculum Committee Member Member
Professional Service
- Stochastic Models in Probability and Statistics Associate Editor
- Concrete Operators Associate Editor
- Frontiers in Applied Mathematics and Statistics Associate Editor
- Hackensack University Medical Center Statistician
- Statistics and Probability Letters Associate Editor
- Hackensack University Medical Center Statistician
- Statistics & Probability Letters Associate Editor
- Hackensack University Medical Center Statistician
- Statistics and Probability Letters Asociate Editor
- Hackensack University Medical Center Statistician
- Statistics and Probability Letters Associated Editor
Consulting Service
Hackensack University Medical Center
Appointments
Teaching Associate Professor (2014 - present), Department of Mathematical Sciences, Stevens Institute of Technology.
Distinguished Visiting Professor (2009 - 2011), School of Mathematical Sciences, Xiamen University, China.
Professor (2004 - 2009), School of Mathematics and Statistics, Lanzhou University, China.
Associate/Assistant Professor (2001 -2004), Department of Mathematics, Lanzhou University, China.
Distinguished Visiting Professor (2009 - 2011), School of Mathematical Sciences, Xiamen University, China.
Professor (2004 - 2009), School of Mathematics and Statistics, Lanzhou University, China.
Associate/Assistant Professor (2001 -2004), Department of Mathematics, Lanzhou University, China.
Selected Publications
Li, C. and Li, X. (2024) On relevation redundancy to coherent systems at component and system levels. Journal of Applied Probability 61 (1), 104-120.
Li, X. and Zhu, H. (2024) A risk-averse stochastic approximation of the optimal allocation of active redundancies to coherent systems. Communications in Statistics - Simulation and Computation 53 (4), 1633-1644.
You, Y., Li, X. and Wei, Y. (2023) Redundancy mechanisms to systems with statistically dependent component and redundancy lifetimes. Naval Research Logistics 70 (8), 832-843
Fang, R., Li, C. and Li, X. (2023) On relevation transform involved with statistical dependence between two component lifetimes. Applied Stochastic Models in Business and Industry 39(4), 584-601.
You, Y., Li, X. and Li, X. (2023) Stochastic comparison on active redundancies allocation to k-out-of-n systems with statistically dependent component and redundancy lifetimes. Advances in Applied Probability 55 (4), 1085-1115
Li, X. and Fang, R. (2022) A count-based nonparametric test on strict bivariate Stochastic arrangement increasing property. Statistics 56(3), 518-536.
You, Y., Fan, L. and Li, X. (2021) On redundant weighted voting systems with components having stochastic arrangement increasing lifetimes. Operations Research Letters 49, 777-784.
Li, C. and Li, X. (2021) On stochastic dependence in residual lifetime and inactivity time with some applications. Statistics & Probability Letters 177, 109120.
You, Y., Li, X. and Fang, R. (2021) On coverage limits and deductibles for SAI loss Severities. Annals of Operations Research 297, 341-357.
Li, C. and Li, X. (2020) Preservation of weak SAI’s under increasing transformations with applications. Statistics & Probability Letters 164, 108828.
Fang, R. and Li, X. (2020) Active redundancy allocation for coherent systems with independent and heterogeneous components. Probability in the Engineering and Informational Sciences 34(1), 72-91.
Li, C. and Li, X. (2020) Weak aging properties for coherent systems with statistically dependent component lifetimes. Naval Research Logistics 67(7), 559-572.
Amini-Seresht, E., Zhang, Y. and Li, X. (2019) On asset allocation for a threshold model with dependent returns. European Actuarial Journal 9(2), 559-574.
Li, C. and Li, X. (2019) Preservation of WSAI under default transforms and its application in allocating assets with dependent realizable returns. Insurance: Mathematics and Economics 86, 84-91.
Fang, R. and Li, X. (2018) On active redundancy allocation for coherent systems - from the viewpoint of minimal cut decomposition. Operations Research Letters 46(2), 233-239.
Li, X. and Fang, R. (2018) Stochastic properties of two general versions of the residual lifetime at random times. Applied Stochastic Models in Business and Industry 34(4), 528-543.
Li, C. and Li, X. (2018) Preservation of increasing convex/concave order under the formation of parallel/series system of dependent components. Metrika 81(4), 445464.
Fang, R., Li, C. and Li, X. (2018) Ordering results on extremes of scaled random variables with dependence and proportional hazards. Statistics 52(2), 458-478.
Zhang, Y., Li, X. and Cheung, K.C. (2018) On heterogeneity in the individual model with both dependent claim occurrences and severities. ASTIN Bulletin: The Journal of the IAA 48(2), 817-839.
You, Y. and Li, X. (2017) Most unfavorable deductibles and coverage limits for multiple random risks with Archimedean copulas. Annals of Operations Research 259(1), 485-501.
Fang, R. and Li, X. (2017) On matched active redundancy allocation for coherent systems with statistically dependent component lifetimes. Naval Research Logistics 64(7), 580-598.
Pan, X. and Li, X. (2017) Increasing convex order on generalized aggregation of SAI random variables with applications. Journal of Applied Probability 54(3), 685-700.
Li, C. and Li, X. (2017) Preservation of weak stochastic arrangement increasing under fixed time left censoring. Statistics & Probability Letters 129, 42-49.
Fang, R. and Li, X. (2017) Nonparametric tests for strictly increasing virtual valuations. Journal of Applied Statistics 44, 1122-1136.
Li, C. and Li, X. (2017) Ordering optimal deductible allocations for stochastic arrangement increasing risks. Insurance: Mathematics and Economics 73, 31-40.
You, Y., Fang, R. and Li, X. (2016) Allocate active redundancies to k-out-of-n systems with permutation monotone component lifetimes. Applied Stochastic Models in Business and Industry 26, 607-620.
Li, X., You, Y. and Fang, R. (2016) On weighted k-out-of-n systems with statistically dependent component lifetimes. Probability in the Engineering and Informational Sciences 30, 533-546.
Li, C. and Li, X. (2016) Sufficient conditions for ordering aggregate heterogeneous random claim amounts. Insurance: Mathematics and Economics 70, 406-413.
Fang, R. and Li, X. (2016) On allocating one active redundancy to coherent systems with dependent and heterogeneous components' lifetimes. Naval Research Logistics 65, 335-345.
Fang, R., Li, C. and Li, X. (2016) Stochastic comparisons on sample extremes of dependent and heterogenous observations. Statistics 50, 930-955.
Li, X. and Li, C. (2016) On allocations to portfolios of assets with statistically dependent potential risk returns. Insurance: Mathematics and Economics 68, 178-186.
Li, C. and Li, X. (2016) Relative ageing of series and parallel systems with statistically independent and heterogeneous component lifetimes. IEEE transactions on Reliability 65, 1014-1021.
You, Y. and Li, X. (2016) Ordering scalar products with applications in financial engineering and actuarial science. Journal of Applied Probability 53, 47-56.
Fang, R. and Li, X. (2015) Advertising a second-price auction. Journal of Mathematical Economics 61, 241-252.
Li, X. and You, Y. (2015) Permutation monotone functions of random vectors with applications in financial and actuarial risk management. Advances in Applied Probability 47, 270-291.
You, X. and Li, X. (2015) Functional characterizations of bivariate weak SAI with an application. Insurance: Mathematics and Economics 64, 225-231.
Li, X., Wu, J. and Zhuang, J. (2015) Asymptotic multivariate finite-time ruin probability with statistically dependent heavy-tailed claims. Methodology and Computing in Applied Probability 17, 463-477.
You, Y. and Li, X. (2015) On allocating redundancies to k-out-of-n reliability systems. Applied Stochastic Models in Business and Industry 30, 361-371.
Li, X. and Fang, R. (2015) Ordering properties of order statistics from random variables of Archimedean copulas with applications. Journal of Multivariate Analysis 133, 304-320.
Li, X. and Zhu, H. (2024) A risk-averse stochastic approximation of the optimal allocation of active redundancies to coherent systems. Communications in Statistics - Simulation and Computation 53 (4), 1633-1644.
You, Y., Li, X. and Wei, Y. (2023) Redundancy mechanisms to systems with statistically dependent component and redundancy lifetimes. Naval Research Logistics 70 (8), 832-843
Fang, R., Li, C. and Li, X. (2023) On relevation transform involved with statistical dependence between two component lifetimes. Applied Stochastic Models in Business and Industry 39(4), 584-601.
You, Y., Li, X. and Li, X. (2023) Stochastic comparison on active redundancies allocation to k-out-of-n systems with statistically dependent component and redundancy lifetimes. Advances in Applied Probability 55 (4), 1085-1115
Li, X. and Fang, R. (2022) A count-based nonparametric test on strict bivariate Stochastic arrangement increasing property. Statistics 56(3), 518-536.
You, Y., Fan, L. and Li, X. (2021) On redundant weighted voting systems with components having stochastic arrangement increasing lifetimes. Operations Research Letters 49, 777-784.
Li, C. and Li, X. (2021) On stochastic dependence in residual lifetime and inactivity time with some applications. Statistics & Probability Letters 177, 109120.
You, Y., Li, X. and Fang, R. (2021) On coverage limits and deductibles for SAI loss Severities. Annals of Operations Research 297, 341-357.
Li, C. and Li, X. (2020) Preservation of weak SAI’s under increasing transformations with applications. Statistics & Probability Letters 164, 108828.
Fang, R. and Li, X. (2020) Active redundancy allocation for coherent systems with independent and heterogeneous components. Probability in the Engineering and Informational Sciences 34(1), 72-91.
Li, C. and Li, X. (2020) Weak aging properties for coherent systems with statistically dependent component lifetimes. Naval Research Logistics 67(7), 559-572.
Amini-Seresht, E., Zhang, Y. and Li, X. (2019) On asset allocation for a threshold model with dependent returns. European Actuarial Journal 9(2), 559-574.
Li, C. and Li, X. (2019) Preservation of WSAI under default transforms and its application in allocating assets with dependent realizable returns. Insurance: Mathematics and Economics 86, 84-91.
Fang, R. and Li, X. (2018) On active redundancy allocation for coherent systems - from the viewpoint of minimal cut decomposition. Operations Research Letters 46(2), 233-239.
Li, X. and Fang, R. (2018) Stochastic properties of two general versions of the residual lifetime at random times. Applied Stochastic Models in Business and Industry 34(4), 528-543.
Li, C. and Li, X. (2018) Preservation of increasing convex/concave order under the formation of parallel/series system of dependent components. Metrika 81(4), 445464.
Fang, R., Li, C. and Li, X. (2018) Ordering results on extremes of scaled random variables with dependence and proportional hazards. Statistics 52(2), 458-478.
Zhang, Y., Li, X. and Cheung, K.C. (2018) On heterogeneity in the individual model with both dependent claim occurrences and severities. ASTIN Bulletin: The Journal of the IAA 48(2), 817-839.
You, Y. and Li, X. (2017) Most unfavorable deductibles and coverage limits for multiple random risks with Archimedean copulas. Annals of Operations Research 259(1), 485-501.
Fang, R. and Li, X. (2017) On matched active redundancy allocation for coherent systems with statistically dependent component lifetimes. Naval Research Logistics 64(7), 580-598.
Pan, X. and Li, X. (2017) Increasing convex order on generalized aggregation of SAI random variables with applications. Journal of Applied Probability 54(3), 685-700.
Li, C. and Li, X. (2017) Preservation of weak stochastic arrangement increasing under fixed time left censoring. Statistics & Probability Letters 129, 42-49.
Fang, R. and Li, X. (2017) Nonparametric tests for strictly increasing virtual valuations. Journal of Applied Statistics 44, 1122-1136.
Li, C. and Li, X. (2017) Ordering optimal deductible allocations for stochastic arrangement increasing risks. Insurance: Mathematics and Economics 73, 31-40.
You, Y., Fang, R. and Li, X. (2016) Allocate active redundancies to k-out-of-n systems with permutation monotone component lifetimes. Applied Stochastic Models in Business and Industry 26, 607-620.
Li, X., You, Y. and Fang, R. (2016) On weighted k-out-of-n systems with statistically dependent component lifetimes. Probability in the Engineering and Informational Sciences 30, 533-546.
Li, C. and Li, X. (2016) Sufficient conditions for ordering aggregate heterogeneous random claim amounts. Insurance: Mathematics and Economics 70, 406-413.
Fang, R. and Li, X. (2016) On allocating one active redundancy to coherent systems with dependent and heterogeneous components' lifetimes. Naval Research Logistics 65, 335-345.
Fang, R., Li, C. and Li, X. (2016) Stochastic comparisons on sample extremes of dependent and heterogenous observations. Statistics 50, 930-955.
Li, X. and Li, C. (2016) On allocations to portfolios of assets with statistically dependent potential risk returns. Insurance: Mathematics and Economics 68, 178-186.
Li, C. and Li, X. (2016) Relative ageing of series and parallel systems with statistically independent and heterogeneous component lifetimes. IEEE transactions on Reliability 65, 1014-1021.
You, Y. and Li, X. (2016) Ordering scalar products with applications in financial engineering and actuarial science. Journal of Applied Probability 53, 47-56.
Fang, R. and Li, X. (2015) Advertising a second-price auction. Journal of Mathematical Economics 61, 241-252.
Li, X. and You, Y. (2015) Permutation monotone functions of random vectors with applications in financial and actuarial risk management. Advances in Applied Probability 47, 270-291.
You, X. and Li, X. (2015) Functional characterizations of bivariate weak SAI with an application. Insurance: Mathematics and Economics 64, 225-231.
Li, X., Wu, J. and Zhuang, J. (2015) Asymptotic multivariate finite-time ruin probability with statistically dependent heavy-tailed claims. Methodology and Computing in Applied Probability 17, 463-477.
You, Y. and Li, X. (2015) On allocating redundancies to k-out-of-n reliability systems. Applied Stochastic Models in Business and Industry 30, 361-371.
Li, X. and Fang, R. (2015) Ordering properties of order statistics from random variables of Archimedean copulas with applications. Journal of Multivariate Analysis 133, 304-320.
Courses
MA222 Probability and Statistics; MA 331 Intermediate Statistics; MA 545 Short Term Actuarial Mathematics; MA546 Long Term Actuarial Mathematics; MA 611 Probability Theory; MA 612 Mathematical Statistics; MA 623 Stochastic Processes