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On the probability of ruin in a Markov-modulated risk model
Lu, Yi; Li, Shuanming - In: Insurance: Mathematics and Economics 37 (2005) 3, pp. 522-532
Persistent link: https://www.econbiz.de/10005374758
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On ruin for the Erlang(n) risk process
Li, Shuanming; Garrido, Jose - In: Insurance: Mathematics and Economics 34 (2004) 3, pp. 391-408
Persistent link: https://www.econbiz.de/10005374762
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The maximum surplus before ruin in an Erlang(n) risk process and related problems
Li, Shuanming; Dickson, David C.M. - In: Insurance: Mathematics and Economics 38 (2006) 3, pp. 529-539
Persistent link: https://www.econbiz.de/10005374803
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On the expected discounted penalty functions for two classes of risk processes
Li, Shuanming; Lu, Yi - In: Insurance: Mathematics and Economics 36 (2005) 2, pp. 179-193
Persistent link: https://www.econbiz.de/10005375147
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On a class of renewal risk models with a constant dividend barrier
Li, Shuanming; Garrido, Jose - In: Insurance: Mathematics and Economics 35 (2004) 3, pp. 691-701
Persistent link: https://www.econbiz.de/10005375300
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The Markovian regime-switching risk model with a threshold dividend strategy
Lu, Yi; Li, Shuanming - In: Insurance: Mathematics and Economics 44 (2009) 2, pp. 296-303
In this paper, we study a regime-switching risk model with a threshold dividend strategy, in which the rate for the Poisson claim arrivals and the distribution of the claim amounts are driven by an underlying (external) Markov jump process. The purpose of this paper is to study the unified...
Persistent link: https://www.econbiz.de/10004973677
Cover Image
On the probability of ruin in a Markov-modulated risk model
Lu, Yi; Li, Shuanming - In: Insurance / Mathematics & economics 37 (2005) 3, pp. 522-532
Persistent link: https://www.econbiz.de/10006874111
Cover Image
On the expected discounted penalty functions for two classes of risk processes
Li, Shuanming; Lu, Yi - In: Insurance / Mathematics & economics 36 (2005) 2, pp. 179-194
Persistent link: https://www.econbiz.de/10006877591
Cover Image
On ruin for the Erlang(n) risk process
Li, Shuanming; Garrido, José - In: Insurance / Mathematics & economics 34 (2004) 3, pp. 391-408
Persistent link: https://www.econbiz.de/10006881930
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Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models
Li, Shuanming - In: Scandinavian actuarial journal : Actuarial Society of … 105 (2005) 4, pp. 271-284
Persistent link: https://www.econbiz.de/10005921689