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~isPartOf:"Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne"
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
Insurance / Mathematics & economics
124
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63
Lecture notes in economics and mathematical systems : LNEMS
61
Wiley finance series
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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
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
Saved in:
3
Moments of discounted dividends for a threshold strategy in the compound poisson risk model
Cheung, Eric C. K.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003632907
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Two notes on financial mathematics
Dufresne, Daniel
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003145390
Saved in:
8
Stochastic life annuities
Dufresne, Daniel
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002575907
Saved in:
9
The analysis of perturbed risk processes with Markovian arrivals
Ren, Jiandong
;
Li, Shuanming
-
2009
Persistent link: https://www.econbiz.de/10003924219
Saved in:
10
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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