The following pages link to Jinzhu Li (Q343962):
Displaying 36 items.
- Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims (Q343963) (← links)
- A note on max-sum equivalence (Q613149) (← links)
- Upper bound for finite-time ruin probability in a Markov-modulated market (Q646756) (← links)
- Asymptotics in a time-dependent renewal risk model with stochastic return (Q655506) (← links)
- A revisit to asymptotic ruin probabilities for a bidimensional renewal risk model (Q1644178) (← links)
- On the joint tail behavior of randomly weighted sums of heavy-tailed random variables (Q1686241) (← links)
- Nonlinear finite strain consolidation analysis with secondary consolidation behavior (Q1719524) (← links)
- Measuring the tail risk: an asymptotic approach (Q1746754) (← links)
- Upper bounds for ruin probabilities under stochastic interest rate and optimal investment strategies (Q1757966) (← links)
- On asymptotic finite-time ruin probability of a renewal risk model with subexponential main claims and delayed claims (Q2322588) (← links)
- The Gerber-Shiu discounted penalty function for a compound binomial risk model with by-claims (Q2343576) (← links)
- Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return (Q2374111) (← links)
- Extremes for coherent risk measures (Q2374125) (← links)
- A note on the finite-time ruin probability of a renewal risk model with Brownian perturbation (Q2406777) (← links)
- Asymptotic ruin probabilities of the renewal model with constant interest force and dependent heavy-tailed claims (Q2431060) (← links)
- ECOMOR and LCR reinsurance with gamma-like claims (Q2446002) (← links)
- Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims (Q2513634) (← links)
- Asymptotic ruin probabilities for a bidimensional renewal risk model with constant interest rate and dependent claims (Q2515126) (← links)
- Interplay of insurance and financial risks in a discrete-time model with strongly regular variation (Q2515517) (← links)
- On pairwise quasi-asymptotically independent random variables and their applications (Q2637381) (← links)
- Asymptotic results on marginal expected shortfalls for dependent risks (Q2670113) (← links)
- Asymptotic analysis of a dynamic systemic risk measure in a renewal risk model (Q2682972) (← links)
- Asymptotic ruin probabilities for a renewal risk model with a random number of delayed claims (Q2691358) (← links)
- The infinite-time ruin probability for a bidimensional renewal risk model with constant force of interest and dependent claims (Q2979971) (← links)
- Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model (Q3074498) (← links)
- Optimal investment problem with stochastic interest rate and stochastic volatility: Maximizing a power utility (Q3077479) (← links)
- SYSTEMIC RISK: AN ASYMPTOTIC EVALUATION (Q4562948) (← links)
- Asymptotics for large claims reinsurance in a time-dependent renewal risk model (Q4576778) (← links)
- Asymptotic ruin probabilities for a bidimensional renewal risk model (Q4584665) (← links)
- A note on a by-claim risk model: Asymptotic results (Q4595907) (← links)
- On a discrete-time risk model with delayed claims and dividends (Q4921212) (← links)
- Tail Behavior of Weighted Sums of Order Statistics of Dependent Risks (Q4981883) (← links)
- ASYMPTOTICS FOR A DISCRETE-TIME RISK MODEL WITH THE EMPHASIS ON FINANCIAL RISK (Q5349308) (← links)
- Asymptotic results on tail moment for light-tailed risks (Q6152705) (← links)
- Asymptotic results on tail moment and tail central moment for dependent risks (Q6198065) (← links)
- Asymptotic ruin probabilities for a two-dimensional risk model with dependent claims and stochastic return (Q6579745) (← links)
