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isPartOf:"Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne"
~isPartOf:"A Chapman & Hall book"
~isPartOf:"Monographs on statistics and applied probability"
~person:"Li, Shuanming"
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Li, Shuanming
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
A Chapman & Hall book
Monographs on statistics and applied probability
Insurance / Mathematics & economics
2
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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
Saved in:
2
The distributions of some quantities for Erlang (2) risk models
Dickson, David C. M.
;
Li, Shuanming
-
2012
Persistent link: https://www.econbiz.de/10009565490
Saved in:
3
Finite time ruin problems for the Erlang(2) risk model
Dickson, David C. M.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003797781
Saved in:
4
The moments of the present value of total dividends under stochastic interest rates
Li, Shuanming
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003479363
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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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