Jinzhu Li

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Asymptotic ruin probabilities for a two-dimensional risk model with dependent claims and stochastic return	2024-07-26	Paper
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
Extremes for coherent risk measures	2016-12-14	Paper
Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return	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

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