李婧超｜深圳大学｜学者主页

期刊论文

2026

General drawdown-based exit identities for Lévy processes observed at poisson arrival time

Jingchao Li, Shuan-Ming Li, Wen-Yuan Wang, Kai-Xin Yan

Advances in Applied Probability

DOI

2025

Optimal Stopping for Green Technology Investment under Climate Risk with Insurance in a Jump-Diffusion Framework

Jian-Nan Zhang, Zhuo Jin, Jingchao Li

Journal of Mathematical Analysis and Applications

DOI

2025

Contract design under an enhanced dynamic contagious process

Peng-Cheng Zhang, Jian-Nan Zhang, Guo Liu, Jingchao Li

Journal of Computational and Applied Mathematics

DOI

2023

On the dual risk model with Parisian implementation delays under a mixed dividend strategy

Kang Hu, Jingchao Li, Jieming Zhou

Probability in the Engineering and Informational Sciences

DOI

2022

Optimal design for network mutual aid

Jingchao Li, Zichen Fang, Ciyu Nie, Sizhe Chen

Probability in the Engineering and Informational Sciences

DOI

2021

A Multinomial Approximation Approach for the Finite Time Survival Probability Under the Markov-modulated Risk Model

Jingchao Li, Bihao Su, Zhenghong Wei, Ciyu Nie

Methodology And Computing In Applied Probability

DOI

2021

Claim Amount Forecasting and Pricing of Automobile Insurance Based on the BP Neural Network

Wenguang Yu, Guofeng Guan, Jingchao Li, Qi Wang, Xiaohan Xie, Yu Zhang, Yujuan Huang, Xinliang Yu, Chaoran Cui

Complexity

DOI

2020

马氏调节风险模型下的有限时间破产问题

李婧超，苏必豪

《应用概率统计》

2020

Some State-Specific Exit Probabilities in a Markov-Modulated Risk Model

Jingchao Li, Shuanming Li

Mathematical Problems in Engineering

DOI

2020

Modeling the Effect of Spending on Cyber Security by Using Surplus Process

Ciyu Nie, Jingchao Li, Shaoyu Wang

Mathematical Problems in Engineering

DOI

2019

经典风险模型中破产变量的联合分布

苏必豪，李婧超

《深圳大学学报(理工版)》

2016

Analysis of some ruin-related quantities in a Markov-modulated risk model

Jingchao Li, David C. M. Dickson, Shuanming Li

Stochastic Models

DOI

2015

Some ruin problems for the MAP risk model

Jingchao Li, David C. M. Dickson, Shuanming Li

Insurance Mathematics & Economics，Vol. 65

DOI

2014

Ruin related quantities in insurance risk models

Jingchao Li

2014

Finite time ruin problems for the Markov-modulated risk model

Jingchao Li, D. C. Dickson, Shuan-Ming Li

2014

A note on the distribution of the aggregate claim amount at ruin

Jingchao Li, D. C. Dickson, Shuan-Ming Li

预印本

2018

Dynamic risk measures for fluctuations in market volatility under Bochner-Lebesgue spaces

Fei Sun, Jingchao Li, Jieming Zhou

arXiv preprint

李婧超

精选作品

期刊论文

General drawdown-based exit identities for Lévy processes observed at poisson arrival time

Optimal Stopping for Green Technology Investment under Climate Risk with Insurance in a Jump-Diffusion Framework

Contract design under an enhanced dynamic contagious process

On the dual risk model with Parisian implementation delays under a mixed dividend strategy

Optimal design for network mutual aid

A Multinomial Approximation Approach for the Finite Time Survival Probability Under the Markov-modulated Risk Model

Claim Amount Forecasting and Pricing of Automobile Insurance Based on the BP Neural Network

马氏调节风险模型下的有限时间破产问题

Some State-Specific Exit Probabilities in a Markov-Modulated Risk Model

Modeling the Effect of Spending on Cyber Security by Using Surplus Process

经典风险模型中破产变量的联合分布

Analysis of some ruin-related quantities in a Markov-modulated risk model

Some ruin problems for the MAP risk model

Ruin related quantities in insurance risk models

Finite time ruin problems for the Markov-modulated risk model

A note on the distribution of the aggregate claim amount at ruin

预印本

Dynamic risk measures for fluctuations in market volatility under Bochner-Lebesgue spaces

研究方向