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The analysis of perturbed risk processes with Markovian arrivals
Ren, Jiandong; Li, Shuanming - 2009
Persistent link: https://www.econbiz.de/10003924219
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The perturbed compound Poisson risk model with two-sided jumps
Zhang, Zhimin; Yang, Hu; Li, Shuanming - 2009
Persistent link: https://www.econbiz.de/10003924232
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The density of the time of ruin in the classical risk model with a constant dividend barrier
Li, Shuanming; Lu, Yi - In: Annals of actuarial science : publ. by the Institute of … 8 (2014) 1, pp. 63-78
Persistent link: https://www.econbiz.de/10010358004
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The diffusion perturbed compound Poisson risk model with a dividend barrier
Li, Shuanming (contributor); Wu, Biao (contributor) - 2006
Persistent link: https://www.econbiz.de/10003297345
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On the maximum severity of ruin in the compound poisson model with a threshold dividend strategy
Li, Shuanming (contributor); Lu, Yi (contributor) - 2008
Persistent link: https://www.econbiz.de/10003797827
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On the discounted penalty function in a discrete time renewal risk model with general interclaim times
Wu, Xueyuan (contributor); Li, Shuanming (contributor) - 2007
Persistent link: https://www.econbiz.de/10003632982
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Finite time ruin problems for the Markov-modulated risk model
Li, Jingchao; Dickson, David C. M.; Li, Shuanming - 2014
Persistent link: https://www.econbiz.de/10011342005
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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