Jiajun Liu

Jiajun Liu

Xi'an Jiaotong-Liverpool University - Suzhou / China
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 4884580
西交利物浦大学
person_outline Jiajun Liu's MOST POPULAR ARTICLES
1-) Asymptotics for a bidimensional risk model with two geometric Lévy price processesY Yang, K Wang, J Liu, Z ZhangJournal of Industrial & Management Optimization 15 (2), 481, 2019382019
2-) Ruin with insurance and financial risks following the least risky FGM dependence structureY Chen, J Liu, F LiuInsurance: Mathematics and Economics 62, 98-106, 2015192015
3-) An asymptotic study of systemic expected shortfall and marginal expected shortfallY Chen, J LiuInsurance: Mathematics and Economics 105, 238-251, 202232022
4-) On the Kesten-type inequality for randomly weighted sums with applications to an operational risk modelY Gong, Y Yang, J LiuFilomat 35 (6), 1879-1888, 202192021
5-) Asymptotics for systemic risk with dependent heavy-tailed lossesJ Liu, Y YangASTIN Bulletin: The Journal of the IAA 51 (2), 571-605, 202172021