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The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion
Li, Shuanming (contributor) - 2005
Persistent link: https://www.econbiz.de/10002575852
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The maximum surplus before ruin in an Erlang(n) risk process and related problems
Li, Shuanming (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002575903
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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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Erlang risk models and finite time ruin problems
Dickson, David C. M.; Li, Shuanming - 2010
Persistent link: https://www.econbiz.de/10003924362
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A note on the distribution of the aggregate claim amount at ruin
Li, Jingchao; Dickson, David C. M.; Li, Shuanming - 2014
Persistent link: https://www.econbiz.de/10010348819
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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 Markovian regime-switching risk model with a threshold dividend strategy
Lu, Yi; Li, Shuanming - In: Insurance / Mathematics & economics 44 (2009) 2, pp. 296-303
Persistent link: https://www.econbiz.de/10009517635
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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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Some optimal dividend problems in a Markov-modulated risk model
Li, Shuanming (contributor); Lu, Yi (contributor) - 2006
Persistent link: https://www.econbiz.de/10003297887