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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
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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
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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
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On a class of discrete time renewal risk models
Li, Shuanming - In: Scandinavian actuarial journal : Actuarial Society of … 105 (2005) 4, pp. 241-260
Persistent link: https://www.econbiz.de/10005921691
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The Gerber-Shiu function in a Sparre Andersen risk process perturbed by diffusion
Li, Shuanming; Garrido, Jose - In: Scandinavian actuarial journal : Actuarial Society of … 105 (2005) 3, pp. 161-186
Persistent link: https://www.econbiz.de/10005922160
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The Gerber-Shiu function in a Sparre Andersen risk process perturbed by diffusion
Li, Shuanming; Garrido*, José - In: Scandinavian actuarial journal : Actuarial Society of … 105 (2005) 3, pp. 161
Persistent link: https://www.econbiz.de/10005922429
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The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model
Dickson, David C.M.; Li, Shuanming - In: Insurance / Mathematics & economics 52 (2013) 3, pp. 490-497
Persistent link: https://www.econbiz.de/10010119397
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On the generalized Gerber–Shiu function for surplus processes with interest
Li, Shuanming; Lu, Yi - In: Insurance / Mathematics & economics 52 (2013) 2, pp. 127-134
Persistent link: https://www.econbiz.de/10010098490
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On the discounted penalty function in a discrete time renewal risk model with general interclaim times
Wu, Xueyuan; Li, Shuanming - In: Scandinavian actuarial journal : Actuarial Society of … (2009) 4, pp. 281-294
Persistent link: https://www.econbiz.de/10008331459