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Asymptotic results on marginal expected shortfalls for dependent risks
Li, Jinzhu - In: Insurance / Mathematics & economics 102 (2022), pp. 146-168
Persistent link: https://www.econbiz.de/10013271968
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Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return
Li, Jinzhu - In: Insurance / Mathematics & economics 71 (2016), pp. 195-204
Persistent link: https://www.econbiz.de/10011630650
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Asymptotic analysis of a dynamic systemic risk measure in a renewal risk model
Li, Jinzhu - In: Insurance / Mathematics & economics 107 (2022), pp. 38-56
Persistent link: https://www.econbiz.de/10013471098
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ECOMOR and LCR reinsurance with gamma-like claims
Hashorva, Enkelejd; Li, Jinzhu - In: Insurance / Mathematics & economics 53 (2013) 1, pp. 206-215
Persistent link: https://www.econbiz.de/10009785405
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Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims
Konstantinides, Dimitrios G.; Li, Jinzhu - In: Insurance / Mathematics & economics 69 (2016), pp. 38-44
Persistent link: https://www.econbiz.de/10011530921
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Asymptotic finite-time ruin probability for bidimensional renewal risk model with constant interest force and dependent subexponential claims
Yang, Haizhong; Li, Jinzhu - In: Insurance / Mathematics & economics 58 (2014), pp. 185-192
Persistent link: https://www.econbiz.de/10010437565
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On a discrete-time risk model with delayed claims and dividends
Yuen, Kam Chuen; Li, Jinzhu; Wu, Rong - In: Risk and decision analysis 4 (2013) 1, pp. 3-16
Persistent link: https://www.econbiz.de/10009782613
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Extremes for coherent risk measures
Asimit, Alexandru; Li, Jinzhu - In: Insurance / Mathematics & economics 71 (2016), pp. 332-341
Persistent link: https://www.econbiz.de/10011630863
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Systemic risk : an asymptotic evaluation
Asimit, Alexandru V.; Li, Jinzhu - In: Astin bulletin : the journal of the International … 48 (2018) 2, pp. 673-698
Persistent link: https://www.econbiz.de/10011875678
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Asymptotic results on tail moment for light-tailed risks
Wang, Bingjie; Li, Jinzhu - In: Insurance : mathematics and economics 114 (2024), pp. 43-55
Persistent link: https://www.econbiz.de/10015049355