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~isPartOf:"Insurance / Mathematics & economics"
~person:"Li, Jinzhu"
~person:"Sass, Jörn"
~subject:"Portfolio-Management"
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Li, Jinzhu
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Combining multi-asset and intrinsic risk measures
Laudagé, Christian
;
Sass, Jörn
;
Wenzel, Jörg
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 254-269
Persistent link: https://www.econbiz.de/10013380532
Saved in:
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