Jinzhu Li

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Person:343962

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zbMath Open li.jinzhuMaRDI QIDQ343962

List of research outcomes





PublicationDate of PublicationType
Asymptotic ruin probabilities for a two-dimensional risk model with dependent claims and stochastic return2024-07-26Paper
Asymptotic results on tail moment and tail central moment for dependent risks2024-02-20Paper
Asymptotic results on tail moment for light-tailed risks2024-02-13Paper
Asymptotic ruin probabilities for a renewal risk model with a random number of delayed claims2023-03-29Paper
Asymptotic analysis of a dynamic systemic risk measure in a renewal risk model2023-02-01Paper
Asymptotic results on marginal expected shortfalls for dependent risks2022-03-10Paper
On asymptotic finite-time ruin probability of a renewal risk model with subexponential main claims and delayed claims2019-09-05Paper
Nonlinear finite strain consolidation analysis with secondary consolidation behavior2019-02-08Paper
Asymptotic ruin probabilities for a bidimensional renewal risk model2018-09-04Paper
Asymptotics for large claims reinsurance in a time-dependent renewal risk model2018-07-10Paper
A revisit to asymptotic ruin probabilities for a bidimensional renewal risk model2018-06-21Paper
SYSTEMIC RISK: AN ASYMPTOTIC EVALUATION2018-06-06Paper
Measuring the tail risk: an asymptotic approach2018-04-25Paper
On the joint tail behavior of randomly weighted sums of heavy-tailed random variables2017-12-21Paper
A note on a by-claim risk model: Asymptotic results2017-12-06Paper
A note on the finite-time ruin probability of a renewal risk model with Brownian perturbation2017-10-06Paper
ASYMPTOTICS FOR A DISCRETE-TIME RISK MODEL WITH THE EMPHASIS ON FINANCIAL RISK2017-08-24Paper
The infinite-time ruin probability for a bidimensional renewal risk model with constant force of interest and dependent claims2017-04-27Paper
Extremes for coherent risk measures2016-12-14Paper
Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return2016-12-14Paper
Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims2016-11-21Paper
Interplay of insurance and financial risks in a discrete-time model with strongly regular variation2015-08-05Paper
The Gerber-Shiu discounted penalty function for a compound binomial risk model with by-claims2015-05-06Paper
Tail Behavior of Weighted Sums of Order Statistics of Dependent Risks2015-03-20Paper
Asymptotic ruin probabilities for a bidimensional renewal risk model with constant interest rate and dependent claims2015-02-11Paper
Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims2015-01-28Paper
ECOMOR and LCR reinsurance with gamma-like claims2014-04-15Paper
On pairwise quasi-asymptotically independent random variables and their applications2014-02-11Paper
On a discrete-time risk model with delayed claims and dividends2013-05-23Paper
Upper bounds for ruin probabilities under stochastic interest rate and optimal investment strategies2012-11-07Paper
Asymptotics in a time-dependent renewal risk model with stochastic return2012-01-04Paper
Upper bound for finite-time ruin probability in a Markov-modulated market2011-11-17Paper
Asymptotic ruin probabilities of the renewal model with constant interest force and dependent heavy-tailed claims2011-04-08Paper
Optimal investment problem with stochastic interest rate and stochastic volatility: Maximizing a power utility2011-02-22Paper
Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model2011-02-09Paper
A note on max-sum equivalence2010-12-20Paper

Research outcomes over time

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