魏丽
教育经历
1982年9月至1988年6月,小学
1988年9月至1991年6月,初级中学
1991年9月至1994年7月,河北元氏师范学校,中师
1994年9月至1998年7月,河北师范大学,本科
1998年9月至2003年6月,南开大学,硕博连读
工作经历
2005年5月至今 中国人民大学财政金融学院 副教授
2003年6月至2005年5月,中科院数学与系统科学研究院 博士后
2003年8月至2003年11月,香港大学统计精算系 访问学者
1988年9月至1991年6月,初级中学
1991年9月至1994年7月,河北元氏师范学校,中师
1994年9月至1998年7月,河北师范大学,本科
1998年9月至2003年6月,南开大学,硕博连读
工作经历
2005年5月至今 中国人民大学财政金融学院 副教授
2003年6月至2005年5月,中科院数学与系统科学研究院 博士后
2003年8月至2003年11月,香港大学统计精算系 访问学者
魏丽 论文与书籍
专著
2010, Stochastic Risk Models for Insurance, GLOBAL-LINK PUBLISHER, HONG KONG.
论文
2010,“十大产业振兴计划”对我国A股市场相关行业拉动作用的实证分析" 《经济纵横 》
2010,Pricing maturity guarantee with dynamic withdrawal benefittx (第三作者) 《Insurance:Mathematics and Economics(sci) 》
2010,Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence(第二作者、通讯作者) 《Insurance:Mathematics and Economics(sci) 》
2010,Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence, Qihe TANG and Li WEI, INSURANCE MATHEMATICS & ECONOMICS, Vol. 46, No. 1, 19-31.
2009, Ruin probability in the presence of interest earnings and tax payments, Li WEI, INSURANCE MATHEMATICS & ECONOMICS, Vol. 45, No. 1, 133-138.
2009,Ruin probability of the renewal model with risky investment and large claims,Li WEI, SCIENCE IN CHINA, SER. A, Vol. 52, No. 7, 1539-1545.
2009,On the maximum exceedance of a sequence of random variables over a renewal threshold, Xuemiao HAO, Qihe TANG and Li WEI, JOURNAL OF APPLIED PROBABILITY, Vol. 46, No. 2, 559-570.
2008,The ruin probability in the presence of extended regular variation and optimal investment, Li WEI, ACTA MATHEMATICAE APPLICATAE SINICA, Vol. 24, No. 4, 649-654.
2007,直接投资地区技术溢出效应的实证分析,涂永红,魏丽,金融研究(08B),5-17。
2006,Some Results behind Dividend Problems, Ming Zhou, Li WEI and Junyi Guo, ACTA MATHEMATICAE APPLICATAE SINICA, Vol. 22, No. 4, 681 – 686.
2004,The Probability of Ruin in a Kind of Cox Risk Model with Variable Premium Rate, Rong WU and Li WEI, SCANDINAVIAN ACTUARIAL JOURNAL, No. 2: 121 – 132.
2004,Explicit expressions for the ruin probabilities of Erlang risk processes with Pareto individual claim distributions, Li WEI and Hailiang YANG, ACTA MATHEMATICAE APPLICATAE SINICA, Vol. 20, No. 3, 495 – 506.
2003,Joint distributions of some actuarial random vectors containing the time of ruin,Rong WU, Guojing WANG and Li WEI, INSURANCE MATHEMATICS & ECONOMICS, Vol. 33, No. 1, 147-161.
2002,The joint distributions of several important actuarial diagnostics in the classical risk model, Li WEI and Rong WU, INSURANCE MATHEMATICS & ECONOMICS, Vol. 30, No. 3, 451—462.
2010, Stochastic Risk Models for Insurance, GLOBAL-LINK PUBLISHER, HONG KONG.
论文
2010,“十大产业振兴计划”对我国A股市场相关行业拉动作用的实证分析" 《经济纵横 》
2010,Pricing maturity guarantee with dynamic withdrawal benefittx (第三作者) 《Insurance:Mathematics and Economics(sci) 》
2010,Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence(第二作者、通讯作者) 《Insurance:Mathematics and Economics(sci) 》
2010,Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence, Qihe TANG and Li WEI, INSURANCE MATHEMATICS & ECONOMICS, Vol. 46, No. 1, 19-31.
2009, Ruin probability in the presence of interest earnings and tax payments, Li WEI, INSURANCE MATHEMATICS & ECONOMICS, Vol. 45, No. 1, 133-138.
2009,Ruin probability of the renewal model with risky investment and large claims,Li WEI, SCIENCE IN CHINA, SER. A, Vol. 52, No. 7, 1539-1545.
2009,On the maximum exceedance of a sequence of random variables over a renewal threshold, Xuemiao HAO, Qihe TANG and Li WEI, JOURNAL OF APPLIED PROBABILITY, Vol. 46, No. 2, 559-570.
2008,The ruin probability in the presence of extended regular variation and optimal investment, Li WEI, ACTA MATHEMATICAE APPLICATAE SINICA, Vol. 24, No. 4, 649-654.
2007,直接投资地区技术溢出效应的实证分析,涂永红,魏丽,金融研究(08B),5-17。
2006,Some Results behind Dividend Problems, Ming Zhou, Li WEI and Junyi Guo, ACTA MATHEMATICAE APPLICATAE SINICA, Vol. 22, No. 4, 681 – 686.
2004,The Probability of Ruin in a Kind of Cox Risk Model with Variable Premium Rate, Rong WU and Li WEI, SCANDINAVIAN ACTUARIAL JOURNAL, No. 2: 121 – 132.
2004,Explicit expressions for the ruin probabilities of Erlang risk processes with Pareto individual claim distributions, Li WEI and Hailiang YANG, ACTA MATHEMATICAE APPLICATAE SINICA, Vol. 20, No. 3, 495 – 506.
2003,Joint distributions of some actuarial random vectors containing the time of ruin,Rong WU, Guojing WANG and Li WEI, INSURANCE MATHEMATICS & ECONOMICS, Vol. 33, No. 1, 147-161.
2002,The joint distributions of several important actuarial diagnostics in the classical risk model, Li WEI and Rong WU, INSURANCE MATHEMATICS & ECONOMICS, Vol. 30, No. 3, 451—462.
热门人物推荐
热词推荐