个人资料
- 部门: 数学科学学院
- 性别:
- 出生年月:
- 专业技术职务: 教师
- 研究标签:
- 毕业院校:
- 学位: 博士
- 学历:
- 联系电话:
- 电子邮箱: lijinzhu@nankai.edu.cn
- 办公地址: 数学科学学院421
- 通讯地址: 天津市南开区卫津路94号南开大学数学学院
- 邮编:
- 传真:
教育经历
[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
工作经历
[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
个人简介
李津竹,南开大学数学科学学院教授、硕导;中国工业与应用数学学会(CSIAM)会员;主要研究方向为随机过程及渐近理论在金融保险中的应用;2019年12月参加中组部“第20批博士服务团”,赴青海师范大学数学与统计学院进行为期1年的挂职服务。
教学工作
[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
科研项目
[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
论文著作
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.
学术交流
[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
|