Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
On a family of log-gamma-gener...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
9
Theory
9
Portfolio selection
4
Portfolio-Management
4
Laplace transform
3
Risiko
3
Risk
3
Stochastic process
3
Stochastischer Prozess
3
Dividend
2
Dividende
2
Dynamic programming
2
Dynamische Optimierung
2
Lebensversicherung
2
Life insurance
2
Multivariate Analyse
2
Multivariate analysis
2
Reinsurance
2
Risikomanagement
2
Risikomodell
2
Risk management
2
Risk model
2
Rückversicherung
2
Scale function
2
Sparre Andersen risk model
2
Spectrally negative Lévy process
2
Stochastic labor income
2
ARCH model
1
ARCH-Modell
1
Absolute ruin
1
Actuarial mathematics
1
Ansteckungseffekt
1
Bayes-Statistik
1
Bayesian inference
1
Claim frequency modeling
1
Conditional Value-at-Risk (CVaR)
1
Constant dividend barrier
1
Contagion
1
Contagion effect
1
Contagious insurance market
1
more ...
less ...
Online availability
All
Undetermined
Free
28
CC license
1
Type of publication
All
Article
23
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Undetermined
11
Author
All
Li, Shuanming
23
Lu, Yi
6
Jin, Zhuo
5
Dickson, David C.M.
3
Liu, Guo
3
Wu, Xueyuan
3
Chen, Ping
2
Garrido, Jose
2
Zhang, Pengcheng
2
Calderin, Enrique
1
Calderín-Ojeda, Enrique
1
Dickson, David C. M.
1
Jin, Can
1
Li, Jingchao
1
Qiu, Ming
1
Ren, Jiandong
1
Sendova, Kristina P.
1
Wang, Wenyuan
1
Yan, Kaixin
1
Zhang, Aili
1
Zhang, Jiannan
1
Zhang, Nan
1
more ...
less ...
Published in...
All
Insurance: Mathematics and Economics
9
Insurance / Mathematics & economics
7
Scandinavian actuarial journal
2
Statistics & Probability Letters
2
European journal of operational research : EJOR
1
Finance research letters
1
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
RePEc
11
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bayesian multivariate mixed poisson models with copula-based mixture
Zhang, Pengcheng
;
Calderín-Ojeda, Enrique
;
Li, Shuanming
; …
- In:
North American actuarial journal : NAAJ ; leading the …
27
(
2023
)
3
,
pp. 560-578
Persistent link: https://www.econbiz.de/10014373546
Saved in:
2
Some ruin problems for the MAP risk model
Li, Jingchao
;
Dickson, David C. M.
;
Li, Shuanming
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011422838
Saved in:
3
Optimal reinsurance under dynamic VaR constraint
Zhang, Nan
;
Jin, Zhuo
;
Li, Shuanming
;
Chen, Ping
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 232-243
Persistent link: https://www.econbiz.de/10011630794
Saved in:
4
On the occupation times in a delayed Sparre Andersen risk model with exponential claims
Jin, Can
;
Li, Shuanming
;
Wu, Xueyuan
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 304-316
Persistent link: https://www.econbiz.de/10011630855
Saved in:
5
Generalized expected discounted penalty function at general drawdown for Lévy risk processes
Wang, Wenyuan
;
Chen, Ping
;
Li, Shuanming
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 12-25
Persistent link: https://www.econbiz.de/10012241972
Saved in:
6
The expected discounted penalty function : from infinite time to finite time
Li, Shuanming
;
Lu, Yi
;
Sendova, Kristina P.
- In:
Scandinavian actuarial journal
2019
(
2019
)
4
,
pp. 336-354
Persistent link: https://www.econbiz.de/10012194954
Saved in:
7
Household lifetime strategies under a self-contagious market
Liu, Guo
;
Jin, Zhuo
;
Li, Shuanming
- In:
European journal of operational research : EJOR
288
(
2021
)
3
,
pp. 935-952
Persistent link: https://www.econbiz.de/10012387421
Saved in:
8
On the Type I multivariate zero-truncated hurdle model with applications in health insurance
Zhang, Pengcheng
;
Calderin, Enrique
;
Li, Shuanming
;
Wu, …
- In:
Insurance / Mathematics & economics
90
(
2020
),
pp. 35-45
Persistent link: https://www.econbiz.de/10012169495
Saved in:
9
Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market
Liu, Guo
;
Jin, Zhuo
;
Li, Shuanming
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 508-524
Persistent link: https://www.econbiz.de/10012793950
Saved in:
10
Stochastic asset allocation and reinsurance game under contagious claims
Liu, Guo
;
Jin, Zhuo
;
Li, Shuanming
;
Zhang, Jiannan
- In:
Finance research letters
49
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013479221
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
