| Crystal structure analysis of deamino-oxytocin: conformational flexibility and receptor binding SP Wood, IJ Tickle, AM Treharne, JE Pitts, Y Mascarenhas, JY Li, ... Science 232 (4750), 633-636, 1986 | 175 | 1986 |
| Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model J Li, Q Tang, R Wu Advances in Applied Probability 42 (4), 1126-1146, 2010 | 149 | 2010 |
| Demonstration of ignition radiation temperatures in indirect-drive inertial confinement fusion hohlraums SH Glenzer, BJ MacGowan, NB Meezan, PA Adams, JB Alfonso, ET Alger, ... Physical review letters 106 (8), 085004, 2011 | 148 | 2011 |
| Curcumin suppresses invasiveness and vasculogenic mimicry of squamous cell carcinoma of the larynx through the inhibition of JAK-2/STAT-3 signaling pathway A Hu, JJ Huang, XJ Jin, JP Li, YJ Tang, XF Huang, HJ Cui, WH Xu, ... American journal of cancer research 5 (1), 278, 2015 | 88 | 2015 |
| On pairwise quasi-asymptotically independent random variables and their applications J Li Statistics & Probability Letters 83 (9), 2081-2087, 2013 | 61 | 2013 |
| Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims H Yang, J Li Insurance: Mathematics and Economics 58, 185-192, 2014 | 49 | 2014 |
| Optimal investment problem with stochastic interest rate and stochastic volatility: maximizing a power utility J Li, R Wu Applied Stochastic Models in Business and Industry 25 (3), 407-420, 2009 | 41 | 2009 |
| Asymptotics in a time-dependent renewal risk model with stochastic return J Li Journal of Mathematical Analysis and Applications 387 (2), 1009-1023, 2012 | 39 | 2012 |
| Interplay of insurance and financial risks in a discrete-time model with strongly regular variation J Li, Q Tang | 32 | 2015 |
| Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims DG Konstantinides, J Li Insurance: Mathematics and Economics 69, 38-44, 2016 | 28 | 2016 |
| Asymptotic ruin probabilities for a discrete-time risk model with dependent insurance and financial risks H Yang, W Gao, J Li Scandinavian Actuarial Journal 2016 (1), 1-17, 2016 | 26 | 2016 |
| On the joint tail behavior of randomly weighted sums of heavy-tailed random variables J Li Journal of Multivariate Analysis 164, 40-53, 2018 | 24 | 2018 |
| A revisit to asymptotic ruin probabilities for a bidimensional renewal risk model J Li Statistics & Probability Letters 140, 23-32, 2018 | 22 | 2018 |
| Asymptotic ruin probabilities for a bidimensional renewal risk model with constant interest rate and dependent claims J Li, H Yang Journal of Mathematical Analysis and Applications 426 (1), 247-266, 2015 | 20 | 2015 |
| The Gerber-Shiu discounted penalty function for a compound binomial risk model with by-claims J Li, R Wu Acta Mathematicae Applicatae Sinica, English Series 31 (1), 181-190, 2015 | 20 | 2015 |
| The infinite-time ruin probability for a bidimensional renewal risk model with constant force of interest and dependent claims J Li Communications in Statistics-Theory and Methods 46 (4), 1959-1971, 2017 | 19 | 2017 |
| A note on the finite-time ruin probability of a renewal risk model with Brownian perturbation J Li Statistics & Probability Letters 127, 49-55, 2017 | 18 | 2017 |
| Asymptotic ruin probabilities for a bidimensional renewal risk model H Yang, J Li Stochastics 89 (5), 687-708, 2017 | 18 | 2017 |
| Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return J Li Insurance: Mathematics and Economics 71, 195-204, 2016 | 17 | 2016 |
| ECOMOR and LCR reinsurance with gamma-like claims E Hashorva, J Li Insurance: Mathematics and Economics 53 (1), 206-215, 2013 | 17 | 2013 |
Qihe TangUniversity of New South WalesVerified email at unsw.edu.au
