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Drawdown analysis for the renewal insurance risk process
Landriault, David; Li, Bin; Li, Shu - In: Scandinavian actuarial journal (2017) 3, pp. 267-285
Persistent link: https://www.econbiz.de/10011772133
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Expected utility of the drawdown-based regime-switching risk model with state-dependent termination
Landriault, David; Li, Bin; Li, Shu - In: Insurance / Mathematics & economics 79 (2018), pp. 137-147
Persistent link: https://www.econbiz.de/10011825424
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An insurance risk process with a generalized income process : a solvency analysis
Wang, Zijia; Landriault, David; Li, Shu - In: Insurance / Mathematics & economics 98 (2021), pp. 133-146
Persistent link: https://www.econbiz.de/10012545277
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On minimizing drawdown risks of lifetime investments
Chen, Xinfu; Landriault, David; Li, Bin; Li, Dongchen - In: Insurance / Mathematics & economics 65 (2015), pp. 46-54
Persistent link: https://www.econbiz.de/10011422864
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Poissonian potential measures for Lévy risk models
Landriault, David; Li, Bin; Wong, Jeff T. Y.; Xu, Di - In: Insurance / Mathematics & economics 82 (2018), pp. 152-166
Persistent link: https://www.econbiz.de/10011929861
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A note on the convexity of ruin probabilities
Landriault, David; Li, Bin; Loke, Sooie-Hoe; Willmot, … - In: Insurance / Mathematics & economics 74 (2017), pp. 1-6
Persistent link: https://www.econbiz.de/10011712328
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A pair of optimal reinsurance-investment strategies in the two-sided exit framework
Landriault, David; Li, Bin; Li, Danping; Li, Dongchen - In: Insurance / Mathematics & economics 71 (2016), pp. 284-294
Persistent link: https://www.econbiz.de/10011630846
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On the analysis of deep drawdowns for the Lévy insurance risk model
Landriault, David; Li, Bin; Lkabous, Mohamed Amine - In: Insurance / Mathematics & economics 100 (2021), pp. 147-155
Persistent link: https://www.econbiz.de/10012622386
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On occupation times in the red of Lévy risk models
Landriault, David; Li, Bin; Lkabous, Mohamed Amine - In: Insurance / Mathematics & economics 92 (2020), pp. 17-26
Persistent link: https://www.econbiz.de/10012242035
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On the distribution of classic and some exotic ruin times
Landriault, David; Li, Bin; Shi, Tianxiang; Xu, Di - In: Insurance / Mathematics & economics 89 (2019), pp. 38-45
Persistent link: https://www.econbiz.de/10012133504