李津竹 教授

[1] 2005年9月至2010年6月，南开大学数学科学学院，概率论与数理统计专业，获理学博士学位

[2] 2001年9月至2005年7月，天津大学理学院，数学与应用数学专业，获理学学士学位

[3] 1998年9月至2001年6月，天津一中，高中毕业

[1] 2014年1月至今，南开大学数学科学学院，副教授

[2] 2010年7月至2013年12月，南开大学数学科学学院，讲师

随机过程及渐近理论在金融保险中的应用

[1] 本科课程：精算数学、金融工程、数学分析习题课、文科概率统计、高等数学

[2] 研究生课程：随机过程

[1] 国家自然科学基金面上项目，具有广泛相依结构的风险模型的渐近分析及其应用，50万，2019.1.1-2022.12.31，主持

[2] 国家自然科学基金青年项目，风险理论中的渐近分析及其应用，22万，2013.1.1-2015.12.31，主持

[3] 教育部博士点基金（新教师类），相依风险模型中的渐近理论及其应用，4万，2012.1.1-2014.12.31，主持

[4] 国家自然科学基金重点项目，随机动态博弈的理论及应用，270万，2020.1.1-2024.12.31，参加

[5] 国家自然科学基金国际合作与交流项目，随机过程和极值理论及其在保险精算和通讯网络中的应用，15万，   2019.1.1-2020.12.31，参加

[6] 国家自然科学基金面上项目，马尔科夫体制转换金融保险模型中的随机控制问题研究，55万，2014.1.1-2017.12.31，参加

[7] 欧盟FP7框架项目，Risk Analysis、Ruin and Extremes，2012.9.1-2016.8.31，参加

• Yang, H.; Li, J. On asymptotic finite-time ruin probability of a renewal risk model with subexponential main claims and delayed claims. Statist. Probab. Lett. 149 (2019), 153–159.

    

• Li, J. A revisit to asymptotic ruin probabilities for a bidimensional renewal risk model. Statist. Probab. Lett. 140 (2018), 23–32.

    

• Asimit, A. V.; Li, J. Systemic risk: an asymptotic evaluation. Astin Bull. 48 (2018), no. 2, 673–698.

    

• Asimit, A. V.; Li, J. Measuring the tail risk: An asymptotic approach. J. Math. Anal. Appl. 463 (2018), no. 1, 176–197.

    

• Li, J. On the joint tail behavior of randomly weighted sums of heavy-tailed random variables. J. Multivariate Anal. 164 (2018), 40–53.

    

• Li, J. A note on a by-claim risk model: asymptotic results. Comm. Statist. Theory Methods 46 (2017), no. 22, 11289–11295.

    

• Li, J. A note on the finite-time ruin probability of a renewal risk model with Brownian perturbation. Statist. Probab. Lett. 127 (2017), 49–55.

    

• Yang, H.; Li, J. Asymptotic ruin probabilities for a bidimensional renewal risk model. Stochastics 89 (2017), no. 5, 687–708.

    

• Li, J. The infinite-time ruin probability for a bidimensional renewal risk model with constant force of interest and dependent claims. Comm. Statist. Theory Methods 46 (2017), no. 4, 1959–1971.

    

• Asimit, A. V.; Li, J. Extremes for coherent risk measures. Insurance Math. Econom.71 (2016), 332–341.

  

• Li, J. Uniform asymptotics for a multi-dimensional time-dependent riskmodel with multivariate regularly varying claims and stochasticreturn. Insurance Math. Econom.71 (2016), 195–204.

    

• Konstantinides, D. G.; Li, J. Asymptotic ruin probabilities for a multidimensionalrenewal riskmodel with multivariate regularly varying claims. Insurance Math. Econom.69 (2016), 38–44.

• Yang, H.; Gao, W.; Li, J. Asymptotic ruin probabilities for a discrete-time risk model with dependent insurance and financial risks. Scand. Actuar. J. 2016 (2016), no. 1, 1–17.

• Li, J.; Tang, Q. Interplay of insurance and financial risks in a discrete-time model with strongly regular variation. Bernoulli 21 (2015), no. 3, 1800–1823.

  

• Li, J.; Wu, R. The Gerber-Shiu discounted penalty function for a compound binomial risk model with by-claims. Acta Math. Appl. Sin. Engl. Ser. 31 (2015), no. 1, 181–190.

  

• Li, J.; Yang, H. Asymptotic ruin probabilities for a bidimensional renewal risk model with constant interest rate and dependent claims. J. Math. Anal. Appl. 426 (2015), no. 1, 247–266.

  

• Hashorva, E.; Li, J. Tail behavior of weighted sums of order statistics of dependent risks. Stoch. Models 31 (2015), no. 1, 1–19.

  

• Li, J.Asymptotics for large claims reinsurance in a time-dependent renewal risk model. Scand. Actuar. J. 2015, no. 2, 172–183.

  

• Hashorva, E.; Li, J.Asymptotics for a discrete-time risk model with the emphasis on financial risk. Probab. Engrg. Inform. Sci. 28 (2014), no. 4, 573–588.

  

• Yang, H.; Li, J. Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims. Insurance Math. Econom. 58 (2014), 185–192.

  

• Hashorva, E.; Li, J. ECOMOR and LCR reinsurance with gamma-like claims. Insurance Math. Econom. 53 (2013), no. 1, 206–215.

  

• Li, J. On pairwise quasi-asymptotically independent random variables and their applications. Statist. Probab. Lett. 83 (2013), no. 9, 2081–2087.

  

• Li, J.; Wu, R. Upper bounds for ruin probabilities under stochastic interest rate and optimal investment strategies. Acta Math. Sin. (Engl. Ser.) 28 (2012), no. 7, 1421–1430.

  

• Li, J.Asymptotics in a time-dependent renewal risk model with stochastic return. J. Math. Anal. Appl. 387 (2012), no. 2, 1009–1023.

  

• Li, J.; Wu, R. Upper bound for finite-time ruin probability in a Markov-modulated market. J. Syst. Sci. Complex. 24 (2011), no. 2, 308–316.

  

• 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.

  

• 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.

  

• Li, J.; Tang, Q. A note on max-sum equivalence. Statist. Probab. Lett. 80 (2010), no. 23-24, 1720–1723.

  

• 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.

[1] 2016年3月至2017年3月，瑞士洛桑大学统计精算系，访问学者

[2] 2012年8月至2013年8月，瑞士洛桑大学统计精算系，访问学者

[3] 2009年8月至2010年6月，美国爱荷华大学统计精算系，联合培养博士生