Name: Xu Hui
Position: Assistant Researcher
Research directions: Extreme value theory, heavy-tailed distribution theory, actuarial science
Courses taught:
E - mail： xuhui@mail.shufe.edu.cn
Phone: 021-35073183
Research Field
Extreme Value Theory, Heavy-Tailed Distribution Theory, Actuarial Science
Educational Background
2020.8-2024.8 Cornell University Department of Applied Mathematics PhD
Work Experience
2024.10-Present Assistant Researcher, Shanghai University of Finance and Economics
Research Achievements
[1] Hui Xu, Mircea D. Grigoriu, Kurtis R. Gurley. A novel surrogate for extremes of random functions. Reliability engineering & System safety, Vol.239, 109493.
[2] Hui Xu, Richard A. Davis, Gennady Samorodnitsky. Handling missing extremes in tail estimation.Extremes, Vol.25, 199-227.
[3] Hui Xu, Joel E. Cohen, Richard A. Davis, Gennady Samorodnitsky. Cauchy, normal and correlations versus heavy tails. Statistics & Probability Letters, Vol.186, 109489.
