Jiajun Liu

Management Science and Operations Research · with Wang · 2019

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Jiajun Liu trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Kam Chuen Yuen

Papers from Jiajun Liu's perspective

Ordered by how strongly the researchers Jiajun Liu trusts endorse each paper. Same corpus, a different order for every researcher.

  1. On Cramér-like asymptotics for risk processes with stochastic return on investments
  2. The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims
  3. Functional large deviations for multivariate regularly varying random walks
  4. On the ruin probabilities of a bidimensional perturbed risk model
  5. On the first time of ruin in the bivariate compound Poisson model
  6. Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims
  7. Asymptotic ruin probabilities for a bidimensional renewal risk model
  8. Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model
  9. Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models
  10. Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims

Their papers