个人简历

教育背景\r
1991年9月至1994年7月河北元氏师范学校，中师\r
1994年9月至1998年7月河北师范大学，本科\r
1998年9月至2003年6月南开大学，硕博\r
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工作经历\r
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\r
2003年8月至2003年11月香港大学统计精算系访问学者\r
2008年2月至2009年2月美国爱荷华大学访问学者\r
2005年5月至今中国人民大学财政金融学院\r
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学术和社会兼职\r
中国保监会保险消费者权益保护工作社会监督员\r
中国保险学会常务理事\r
中国运筹学会不确定系统分会理事\r
金融量化分析与计算专业委员会委员

研究领域

"""""保险风险论和保险规划\r
金融风险度量、分析和预警"

近期论文

2010, Li WEI, Stochastic Risk Models for Insurance, GLOBAL-LINK PUBLISHER, HONG KONG.教材：\r
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2011，魏丽、李朝锋，《保险学》，东北财经大学出版社“21世纪高等院校金融学教材新系”。论文：\r
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2014, Ying SUN, Li WEI, The finite-time ruin probability with heavy-tailed and dependent insurance and financial risks, Insurance: Mathematics and Economics, in press.\r
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2013，魏丽、王治军，保险电子商务应抓住“大数据契机”，中国金融家。\r
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2013，魏丽、王治军，浅论我国医疗保障体系建设的理论基础，中国保险。\r
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2012，Li WEI, Asymptotic Estimates of Gerber-Shiu Functions in the Renewal Risk Model with Exponential Claims, Acta Mathematicae Applicatae Sinica (English Series), 28(1), 31 – 38.\r
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2011，瞿强、魏丽，日本消费信贷调研报告，金融发展评论。\r
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2010, Bangwon KO, Elias S.W. SHIU, Li WEI, Pricing maturity guarantee with dynamic withdrawal benefit, Insurance: Mathematics and Economics, 47(2), 216 – 223.\r
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2010, Qihe TANG, Li WEI, Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence, Insurance: Mathematics and Economics, 46(1), 19 – 31.\r
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2010，魏丽、刘志洋，“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。\r
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2009, Li WEI, Ruin probability of the renewal model with risky investment and large claims, Science in China, Series A, 52(7), 1539 – 1545.\r
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2009, Li WEI, Ruin probability in the presence of interest earnings and tax payments, Insurance: Mathematics and Economics, 45(1), 133 – 138.\r
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2009, Xuemiao HAO, Qihe TANG, Li WEI, On the maximum exceedance of a sequence of random variables over a renewal threshold, Journal of Applied Probability, 46(2), 559 – 570.\r
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2008, Li WEI, The ruin probability in the presence of extended regular variation and optimal investment, Acta Mathematicae Applicatae Sinica (English Series), 24(4), 649 – 654.\r
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2007，涂永红、魏丽，直接投资地区技术溢出效应的实证分析，金融研究。\r
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2006, Ming ZHOU, Li WEI, Junyi GUO, Some Results behind Dividend Problems, Acta Mathematicae Applicatae Sinica (English Series), 22(4), 681 – 686.\r
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2004, Rong WU, Li WEI, The Probability of Ruin in a Kind of Cox Risk Model with Variable Premium Rate, Scandinavian Actuarial Journal, No. 2: 121 – 132.\r
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2004, Li WEI, Hailiang YANG, Explicit expressions for the ruin probabilities of Erlang risk processes with Pareto individual claim distributions, Acta Mathematicae Applicatae Sinica (English Series), 20(3), 495 – 506.\r
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2003, Rong WU, Guojing WANG, Li WEI, Joint distributions of some actuarial random vectors containing the time of ruin, Insurance: Mathematics and Economics, 33(1), 147– 161.\r
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2002, Li WEI, Rong WU, The joint distributions of several important actuarial diagnostics in the classical risk model, Insurance: Mathematics and Economics, 30(3), 451– 462.