Li, Jinzhu Asymptotic results on tail moment and tail central moment for dependent risks. (English) Zbl 07806760 Adv. Appl. Probab. 55, No. 4, 1116-1143 (2023). MSC: 62P05 62H20 60E05 PDFBibTeX XMLCite \textit{J. Li}, Adv. Appl. Probab. 55, No. 4, 1116--1143 (2023; Zbl 07806760) Full Text: DOI
Li, Jinzhu Asymptotic results on marginal expected shortfalls for dependent risks. (English) Zbl 1484.91393 Insur. Math. Econ. 102, 146-168 (2022). MSC: 91G05 91G70 PDFBibTeX XMLCite \textit{J. Li}, Insur. Math. Econ. 102, 146--168 (2022; Zbl 1484.91393) Full Text: DOI
Li, Jinzhu The infinite-time ruin probability for a bidimensional renewal risk model with constant force of interest and dependent claims. (English) Zbl 1360.62502 Commun. Stat., Theory Methods 46, No. 4, 1959-1971 (2017). MSC: 62P05 62E10 91B30 PDFBibTeX XMLCite \textit{J. Li}, Commun. Stat., Theory Methods 46, No. 4, 1959--1971 (2017; Zbl 1360.62502) Full Text: DOI
Li, Jinzhu Asymptotics in a time-dependent renewal risk model with stochastic return. (English) Zbl 1230.91076 J. Math. Anal. Appl. 387, No. 2, 1009-1023 (2012). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{J. Li}, J. Math. Anal. Appl. 387, No. 2, 1009--1023 (2012; Zbl 1230.91076) Full Text: DOI
Li, Jinzhu; Tang, Qihe; Wu, Rong Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model. (English) Zbl 1205.62061 Adv. Appl. Probab. 42, No. 4, 1126-1146 (2010). MSC: 62G32 62P05 60K10 62H20 62H05 91B30 PDFBibTeX XMLCite \textit{J. Li} et al., Adv. Appl. Probab. 42, No. 4, 1126--1146 (2010; Zbl 1205.62061) Full Text: DOI