Teaching Associate Professor
- 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)
Applied probability, Mathematical statistics, Dependence modelling, Stochastic orders, Actuarial risk, Reliability theory
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.
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.
- Graduate Curriculum Committee Member Member
- Promotion and Reappointment Committee Member
- Undergraduate Curriculum Committee Member Member
- Hackensack University Medical Center Statistician
- Statistics and Probability Letters Associated Editor
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.
1. 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.
2. Li, C. and Li, X. (2021) On stochastic dependence in residual lifetime and inactivity time with some applications. Statistics & Probability Letters 177, 109120.
3. You, Y., Li, X. and Fang, R. (2021) On coverage limits and deductibles for SAI loss Severities. Annals of Operations Research 297, 341-357.
4. Li, C. and Li, X. (2020) Preservation of weak SAI’s under increasing transformations with applications. Statistics & Probability Letters 164, 108828.
5. 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.
6. Li, C. and Li, X. (2020) Weak aging properties for coherent systems with statistically dependent component lifetimes. Naval Research Logistics 67(7), 559-572.
7. Wu, J., Wang, M. and Li, X. (2020) Convex transform order of the maximum of independent Weibull random variables. Statistics & Probability Letters 106, 108597.
8. 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.
9. 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.
10. Li, C. and Li, X. (2019) Hazard rate and reversed hazard rate orders on extremes of heterogeneous and dependent random variables. Statistics & Probability Letters 146, 104-111.
11. 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.
12. 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.
13. 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.
14. 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.
15. 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.
16. 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.
17. 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.
18. 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.
19. Li, C. and Li, X. (2017) Preservation of weak stochastic arrangement increasing under fixed time left censoring. Statistics & Probability Letters 129, 42-49.
20. Fang, R. and Li, X. (2017) Nonparametric tests for strictly increasing virtual valuations. Journal of Applied Statistics 44, 1122-1136.
21. Li, C. and Li, X. (2017) Ordering optimal deductible allocations for stochastic arrangement increasing risks. Insurance: Mathematics and Economics 73, 31-40.
22. 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.
23. 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.
24. Li, C. and Li, X. (2016) Sufficient conditions for ordering aggregate heterogeneous random claim amounts. Insurance: Mathematics and Economics 70, 406-413.
25. 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.
26. Fang, R., Li, C. and Li, X. (2016) Stochastic comparisons on sample extremes of dependent and heterogenous observations. Statistics 50, 930-955.
27. 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.
28. 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.
29. You, Y. and Li, X. (2016) Ordering scalar products with applications in financial engineering and actuarial science. Journal of Applied Probability 53, 47-56.
30. Fang, R. and Li, X. (2015) Advertising a second-price auction. Journal of Mathematical Economics 61, 241-252.
31. 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.
32. You, X. and Li, X. (2015) Functional characterizations of bivariate weak SAI with an application. Insurance: Mathematics and Economics 64, 225-231.
33. 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.
34. Li, X., Fang, R., and Mi, J. (2015) On the timing to switch on the standby in k-out-of-n: G redundant systems. Statistics & Probability Letters 96, 10-20.
35. 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.
36. 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.
MA 331 Intermediate Statistics; MA 545 Short Term Actuarial Mathematics; MA 611 Probability Theory; MA 612 Mathematical Statistics; MA 623 Stochastic Processes