| Mean field games and systemic risk R Carmona, JP Fouque, LH Sun arXiv preprint arXiv:1308.2172, 2013 | 329 | 2013 |
| Handbook on systemic risk JP Fouque, JA Langsam Cambridge University Press, 2013 | 148 | 2013 |
| Systemic risk and stochastic games with delay R Carmona, JP Fouque, SM Mousavi, LH Sun Journal of Optimization Theory and Applications 179, 366-399, 2018 | 82 | 2018 |
| Systemic risk illustrated JP Fouque, LH Sun Handbook on Systemic Risk 444, 452, 2013 | 73 | 2013 |
| R routines for performing estimation and statistical process control under copula-based time series models T Emura, TH Long, LH Sun Communications in Statistics-Simulation and Computation 46 (4), 3067-3087, 2017 | 36 | 2017 |
| Systemic risk and interbank lending LH Sun Journal of Optimization Theory and Applications 179 (2), 400-424, 2018 | 22 | 2018 |
| Copula-based Markov models for time series: Parametric inference and process control LH Sun, XW Huang, MS Alqawba, JM Kim, T Emura Springer Nature, 2020 | 20 | 2020 |
| A Bayesian inference for time series via copula-based Markov chain models LH Sun, CS Lee, T Emura Communications in Statistics-Simulation and Computation 49 (11), 2897-2913, 2020 | 17 | 2020 |
| Fitting competing risks data to bivariate Pareto models JH Shih, W Lee, LH Sun, T Emura Communications in Statistics-Theory and Methods 48 (5), 1193-1220, 2019 | 16 | 2019 |
| Estimation under copula-based Markov normal mixture models for serially correlated data WC Lin, T Emura, LH Sun Communications in Statistics-Simulation and Computation 50 (12), 4483-4515, 2021 | 8 | 2021 |
| Testing unconditional and conditional independence via mutual information C Ai, LH Sun, Z Zhang, L Zhu Journal of Econometrics, 105335, 2022 | 6 | 2022 |
| Change point estimation under a copula-based Markov chain model for binomial time series T Emura, CC Lai, LH Sun Econometrics and Statistics 28, 120-137, 2023 | 5 | 2023 |
| The Pareto type I joint frailty-copula model for clustered bivariate survival data YH Lin, LH Sun, YJ Tseng, T Emura Communications in Statistics-Simulation and Computation 53 (4), 2006-2030, 2024 | 4 | 2024 |
| Optimal investment and reinsurance of insurers with lognormal stochastic factor model. H Hata, LH Sun Mathematical Control & Related Fields 12 (2), 2022 | 4 | 2022 |
| Modeling financial interval time series LC Lin, LH Sun Plos one 14 (2), e0211709, 2019 | 4 | 2019 |
| Portfolio Optimization with Delay Factor Models SJ Sheu, LH Sun, Z Zhang arXiv preprint arXiv:1805.01118, 2018 | 3 | 2018 |
| Mean field games and systemic risk, 2013 R Carmona, JP Fouque, LH Sun Available at SSRN, 0 | 3 | |
| Mean field games with heterogeneous groups: Application to banking systems LH Sun Journal of Optimization Theory and Applications 192 (1), 130-167, 2022 | 2 | 2022 |
| Systemic Risk and Heterogeneous Mean Field Type Interbank Network LH Sun arXiv preprint arXiv:1907.03082, 2019 | 2 | 2019 |
| Systemic risk illustrated LH Sun University of California, Santa Barbara, 2014 | 2 | 2014 |
