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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
Matrix-form recursions for a family of compound distributions
Wu, Xueyuan
;
Li, Shuanming
-
2009
Persistent link: https://www.econbiz.de/10003924212
Saved in:
3
The analysis of perturbed risk processes with Markovian arrivals
Ren, Jiandong
;
Li, Shuanming
-
2009
Persistent link: https://www.econbiz.de/10003924219
Saved in:
4
The perturbed compound Poisson risk model with two-sided jumps
Zhang, Zhimin
;
Yang, Hu
;
Li, Shuanming
-
2009
Persistent link: https://www.econbiz.de/10003924232
Saved in:
5
Erlang risk models and finite time ruin problems
Dickson, David C. M.
;
Li, Shuanming
-
2010
Persistent link: https://www.econbiz.de/10003924362
Saved in:
6
Finite time ruin problems for the Erlang (2) risk model
Dickson, David C. M.
;
Li, Shuanming
- In:
Insurance / Mathematics & economics
46
(
2010
)
1
,
pp. 12-18
Persistent link: https://www.econbiz.de/10003953204
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
On a discrete time risk model with delayed claims and a constant dividend barrier
Wu, Xueyuan
(
contributor
);
Li, Shuanming
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003340522
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