Wang, Bingjie; Li, Jinzhu Asymptotic results on tail moment for light-tailed risks. (English) Zbl 07804019 Insur. Math. Econ. 114, 43-55 (2024). MSC: 91G05 91G70 PDFBibTeX XMLCite \textit{B. Wang} and \textit{J. Li}, Insur. Math. Econ. 114, 43--55 (2024; Zbl 07804019) Full Text: DOI
Li, Jinzhu Asymptotic ruin probabilities for a renewal risk model with a random number of delayed claims. (English) Zbl 1524.62512 J. Ind. Manag. Optim. 19, No. 6, 3840-3853 (2023). MSC: 62P05 60K10 62E20 91B05 PDFBibTeX XMLCite \textit{J. Li}, J. Ind. Manag. Optim. 19, No. 6, 3840--3853 (2023; Zbl 1524.62512) Full Text: DOI
Yang, Haizhong; Li, Jinzhu On asymptotic finite-time ruin probability of a renewal risk model with subexponential main claims and delayed claims. (English) Zbl 1427.62125 Stat. Probab. Lett. 149, 153-159 (2019). MSC: 62P05 91B05 60K10 PDFBibTeX XMLCite \textit{H. Yang} and \textit{J. Li}, Stat. Probab. Lett. 149, 153--159 (2019; Zbl 1427.62125) Full Text: DOI
Li, Jinzhu A revisit to asymptotic ruin probabilities for a bidimensional renewal risk model. (English) Zbl 1457.62333 Stat. Probab. Lett. 140, 23-32 (2018). MSC: 62P05 62E10 91B05 PDFBibTeX XMLCite \textit{J. Li}, Stat. Probab. Lett. 140, 23--32 (2018; Zbl 1457.62333) Full Text: DOI
Asimit, Alexandru V.; Li, Jinzhu Systemic risk: an asymptotic evaluation. (English) Zbl 1390.91157 ASTIN Bull. 48, No. 2, 673-698 (2018). MSC: 91B30 60G70 62P05 PDFBibTeX XMLCite \textit{A. V. Asimit} and \textit{J. Li}, ASTIN Bull. 48, No. 2, 673--698 (2018; Zbl 1390.91157) Full Text: DOI Link
Li, Jinzhu On the joint tail behavior of randomly weighted sums of heavy-tailed random variables. (English) Zbl 1499.62082 J. Multivariate Anal. 164, 40-53 (2018). MSC: 62E20 60E05 PDFBibTeX XMLCite \textit{J. Li}, J. Multivariate Anal. 164, 40--53 (2018; Zbl 1499.62082) Full Text: DOI
Yang, Haizhong; Li, Jinzhu Asymptotic ruin probabilities for a bidimensional renewal risk model. (English) Zbl 1394.60090 Stochastics 89, No. 5, 687-708 (2017). MSC: 60K10 91B30 PDFBibTeX XMLCite \textit{H. Yang} and \textit{J. Li}, Stochastics 89, No. 5, 687--708 (2017; Zbl 1394.60090) Full Text: DOI
Li, Jinzhu A note on a by-claim risk model: asymptotic results. (English) Zbl 1386.60057 Commun. Stat., Theory Methods 46, No. 22, 11289-11295 (2017). MSC: 60E05 62E20 PDFBibTeX XMLCite \textit{J. Li}, Commun. Stat., Theory Methods 46, No. 22, 11289--11295 (2017; Zbl 1386.60057) Full Text: DOI
Li, Jinzhu A note on the finite-time ruin probability of a renewal risk model with Brownian perturbation. (English) Zbl 1391.62195 Stat. Probab. Lett. 127, 49-55 (2017). MSC: 62P05 60K10 91B30 PDFBibTeX XMLCite \textit{J. Li}, Stat. Probab. Lett. 127, 49--55 (2017; Zbl 1391.62195) 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
Yang, Haizhong; Gao, Wei; Li, Jinzhu Asymptotic ruin probabilities for a discrete-time risk model with dependent insurance and financial risks. (English) Zbl 1401.91204 Scand. Actuar. J. 2016, No. 1, 1-17 (2016). MSC: 91B30 60F05 62P05 62E10 41A60 PDFBibTeX XMLCite \textit{H. Yang} et al., Scand. Actuar. J. 2016, No. 1, 1--17 (2016; Zbl 1401.91204) Full Text: DOI
Li, Jinzhu Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return. (English) Zbl 1371.91100 Insur. Math. Econ. 71, 195-204 (2016). MSC: 91B30 62P05 62E10 62G32 PDFBibTeX XMLCite \textit{J. Li}, Insur. Math. Econ. 71, 195--204 (2016; Zbl 1371.91100) Full Text: DOI
Konstantinides, Dimitrios G.; Li, Jinzhu Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims. (English) Zbl 1369.91089 Insur. Math. Econ. 69, 38-44 (2016). MSC: 91B30 60K10 62G32 62P05 PDFBibTeX XMLCite \textit{D. G. Konstantinides} and \textit{J. Li}, Insur. Math. Econ. 69, 38--44 (2016; Zbl 1369.91089) Full Text: DOI
Li, Jinzhu Asymptotics for large claims reinsurance in a time-dependent renewal risk model. (English) Zbl 1398.91340 Scand. Actuar. J. 2015, No. 2, 172-183 (2015). MSC: 91B30 62P05 60K10 62G32 PDFBibTeX XMLCite \textit{J. Li}, Scand. Actuar. J. 2015, No. 2, 172--183 (2015; Zbl 1398.91340) Full Text: DOI
Li, Jinzhu; Tang, Qihe Interplay of insurance and financial risks in a discrete-time model with strongly regular variation. (English) Zbl 1336.91048 Bernoulli 21, No. 3, 1800-1823 (2015). Reviewer: Tak Kuen Siu (Sydney) MSC: 91B30 PDFBibTeX XMLCite \textit{J. Li} and \textit{Q. Tang}, Bernoulli 21, No. 3, 1800--1823 (2015; Zbl 1336.91048) Full Text: DOI arXiv Euclid
Yang, Haizhong; Li, Jinzhu Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims. (English) Zbl 1304.60100 Insur. Math. Econ. 58, 185-192 (2014). MSC: 60K10 91B30 PDFBibTeX XMLCite \textit{H. Yang} and \textit{J. Li}, Insur. Math. Econ. 58, 185--192 (2014; Zbl 1304.60100) Full Text: DOI
Hashorva, Enkelejd; Li, Jinzhu ECOMOR and LCR reinsurance with gamma-like claims. (English) Zbl 1284.62640 Insur. Math. Econ. 53, No. 1, 206-215 (2013). MSC: 62P05 62E20 62G32 91B30 PDFBibTeX XMLCite \textit{E. Hashorva} and \textit{J. Li}, Insur. Math. Econ. 53, No. 1, 206--215 (2013; Zbl 1284.62640) Full Text: DOI Link
Li, Jinzhu On pairwise quasi-asymptotically independent random variables and their applications. (English) Zbl 1279.62212 Stat. Probab. Lett. 83, No. 9, 2081-2087 (2013). MSC: 62P05 62G20 PDFBibTeX XMLCite \textit{J. Li}, Stat. Probab. Lett. 83, No. 9, 2081--2087 (2013; Zbl 1279.62212) 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