Email：lijinzhu@nankai.edu.cn(1).Li, J. Asymptotics in a time-dependent renewal risk model with stochastic return. J. Math. Anal. Appl. 387 (2012), 1009--1023.
(2).Li, J.; Wu, R. Asymptotic ruin probabilities of the renewal model with constant interest force and dependent heavy-tailed claims. Acta Math. Appl. Sin. Engl. Ser. 27 (2011), no. 2, 329--338.
(3).Li, J.; Wu, R. Upper bound for finite-time ruin probability in a Markov modulated market. J. Syst. Sci. Complex. 24 (2011), 308--316.
(4).Li, J.; Tang, Q.; Wu, R. Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model. Adv. in Appl. Probab. 42 (2010), no. 4, 1126--1146.
(5).Li, J.; Tang, Q. A note on max-sum equivalence. Statist. Probab. Lett. 80 (2010), 1720--1723.
(6).Li, J.; Wu, R. Optimal investment problem with stochastic interest rate and stochastic volatility: maximizing a power utility. Appl. Stoch. Models Bus. Ind. 25 (2009), no. 3, 407--420.
(7).Li, J.; Wu, R. Upper Bounds for Ruin Probabilities under Stochastic Interest Rateand Optimal Investment Strategies. Acta Math. Sin. Engl. Ser. (2012), to appear.
(8).Li, J.; Tang, Q. Interplay of Insurance Risk and Financial Risk in a Discrete-time Model with Regular Variation. Working paper. 2012.
(9).Li, J.; Hashorva, E.; Ji, L. Efficient estimators for the sum of log-Dirichlet risks. Working paper. 2012
(10).Li, J.; Hashorva, E. Second order asymptotics of random maxima and sum. Working paper. 2012.