Jinzhu Li

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Asymptotic results on tail moment and tail central moment for dependent risks	2024-02-20	Paper
Asymptotic results on tail moment for light-tailed risks	2024-02-13	Paper
Asymptotic ruin probabilities for a renewal risk model with a random number of delayed claims	2023-03-29	Paper
Asymptotic analysis of a dynamic systemic risk measure in a renewal risk model	2023-02-01	Paper
Asymptotic results on marginal expected shortfalls for dependent risks	2022-03-10	Paper
On asymptotic finite-time ruin probability of a renewal risk model with subexponential main claims and delayed claims	2019-09-05	Paper
Nonlinear finite strain consolidation analysis with secondary consolidation behavior	2019-02-08	Paper
Asymptotic ruin probabilities for a bidimensional renewal risk model	2018-09-04	Paper
Asymptotics for large claims reinsurance in a time-dependent renewal risk model	2018-07-10	Paper
A revisit to asymptotic ruin probabilities for a bidimensional renewal risk model	2018-06-21	Paper
SYSTEMIC RISK: AN ASYMPTOTIC EVALUATION	2018-06-06	Paper
Measuring the tail risk: an asymptotic approach	2018-04-25	Paper
On the joint tail behavior of randomly weighted sums of heavy-tailed random variables	2017-12-21	Paper
A note on a by-claim risk model: Asymptotic results	2017-12-06	Paper
A note on the finite-time ruin probability of a renewal risk model with Brownian perturbation	2017-10-06	Paper
ASYMPTOTICS FOR A DISCRETE-TIME RISK MODEL WITH THE EMPHASIS ON FINANCIAL RISK	2017-08-24	Paper
The infinite-time ruin probability for a bidimensional renewal risk model with constant force of interest and dependent claims	2017-04-27	Paper
Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return	2016-12-14	Paper
Extremes for coherent risk measures	2016-12-14	Paper
Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims	2016-11-21	Paper
Interplay of insurance and financial risks in a discrete-time model with strongly regular variation	2015-08-05	Paper
The Gerber-Shiu discounted penalty function for a compound binomial risk model with by-claims	2015-05-06	Paper
Tail Behavior of Weighted Sums of Order Statistics of Dependent Risks	2015-03-20	Paper
Asymptotic ruin probabilities for a bidimensional renewal risk model with constant interest rate and dependent claims	2015-02-11	Paper
Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims	2015-01-28	Paper
ECOMOR and LCR reinsurance with gamma-like claims	2014-04-15	Paper
On pairwise quasi-asymptotically independent random variables and their applications	2014-02-11	Paper
On a discrete-time risk model with delayed claims and dividends	2013-05-23	Paper
Upper bounds for ruin probabilities under stochastic interest rate and optimal investment strategies	2012-11-07	Paper
Asymptotics in a time-dependent renewal risk model with stochastic return	2012-01-04	Paper
Upper bound for finite-time ruin probability in a Markov-modulated market	2011-11-17	Paper
Asymptotic ruin probabilities of the renewal model with constant interest force and dependent heavy-tailed claims	2011-04-08	Paper
Optimal investment problem with stochastic interest rate and stochastic volatility: Maximizing a power utility	2011-02-22	Paper
Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model	2011-02-09	Paper
A note on max-sum equivalence	2010-12-20	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Jinzhu Li