Jiajun Liu

MaRDI QIDQ1951253zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Uniform asymptotics for a multidimensional renewal risk model with multivariate subexponential claims Scandinavian Actuarial Journal	2026-09-04	Paper
Information-based sample size re-estimation in group sequential design for longitudinal trials Statistics in Medicine	2025-11-04	Paper
The truncated Euler-Maruyama method for Caputo fractional stochastic differential equations Mathematical Methods in the Applied Sciences	2025-08-19	Paper
Nonreciprocal entanglement and asymmetric steering via magnon Kerr effect in cavity optomagnonic system Quantum Information Processing	2025-03-19	Paper
Asymptotics for the conditional higher moment coherent risk measure with weak contagion ASTIN Bulletin	2025-02-26	Paper
Asymptotic capital allocation based on the higher moment risk measure European Actuarial Journal	2024-08-26	Paper
An Asymptotic Result on Catastrophe Insurance Losses North American Actuarial Journal	2024-08-05	Paper
Asymptotics of the loss-based tail risk measures in the presence of extreme risks European Actuarial Journal	2024-06-04	Paper
scientific article; zbMATH DE number 7652038 (Why is no real title available?)	2023-02-09	Paper
Extremes for a general contagion risk measure European Actuarial Journal	2023-01-09	Paper
A new queue shock wave theory based on platoon dispersion modeling Physica A	2022-08-09	Paper
An asymptotic study of systemic expected shortfall and marginal expected shortfall Insurance Mathematics & Economics	2022-07-15	Paper
Asymptotics for systemic risk with dependent heavy-tailed losses ASTIN Bulletin	2021-09-24	Paper
Asymptotics for a bidimensional risk model with two geometric Lévy price processes Journal of Industrial and Management Optimization	2019-07-23	Paper
Infinite-time absolute ruin in dependent renewal risk models with constant force of interest Stochastic Models	2017-04-13	Paper
Local image tagging via graph regularized joint group sparsity Pattern Recognition	2013-06-04	Paper
Analysis of longitudinal clinical trials with missing data using multiple imputation in conjunction with robust regression Biometrics	2013-03-20	Paper
scientific article; zbMATH DE number 5050549 (Why is no real title available?)	2006-08-29	Paper
Some applications of stochastic processes in the accurate calculation of life-insurance premium	2006-08-23	Paper
An application of abstract integral in infinite series	2006-08-23	Paper

Research outcomes over time

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