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Generalized expected discounted penalty function at general drawdown for Lévy risk processes
Wang, Wenyuan; Chen, Ping; Li, Shuanming - In: Insurance / Mathematics & economics 91 (2020), pp. 12-25
Persistent link: https://www.econbiz.de/10012241972
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On the Type I multivariate zero-truncated hurdle model with applications in health insurance
Zhang, Pengcheng; Calderin, Enrique; Li, Shuanming; Wu, … - In: Insurance / Mathematics & economics 90 (2020), pp. 35-45
Persistent link: https://www.econbiz.de/10012169495
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A reinsurance game between two insurance companies with nonlinear risk processes
Meng, Hui; Li, Shuanming; Zhuo, Jin - In: Insurance / Mathematics & economics 62 (2015), pp. 91-97
Persistent link: https://www.econbiz.de/10011312085
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On the generalized Gerber-Shiu function for surplus processes with interest
Li, Shuanming; Lu, Yi - In: Insurance / Mathematics & economics 52 (2013) 2, pp. 127-134
Persistent link: https://www.econbiz.de/10009736123
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The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model
Dickson, David C. M.; Li, Shuanming - In: Insurance / Mathematics & economics 52 (2013) 3, pp. 490-497
Persistent link: https://www.econbiz.de/10009763602
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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
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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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Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market
Liu, Guo; Zhuo, Jin; Li, Shuanming - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 508-524
Persistent link: https://www.econbiz.de/10012793950
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Optimal reinsurance under dynamic VaR constraint
Zhang, Nan; Zhuo, Jin; Li, Shuanming; Chen, Ping - In: Insurance / Mathematics & economics 71 (2016), pp. 232-243
Persistent link: https://www.econbiz.de/10011630794
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On the occupation times in a delayed Sparre Andersen risk model with exponential claims
Jin, Can; Li, Shuanming; Wu, Xueyuan - In: Insurance / Mathematics & economics 71 (2016), pp. 304-316
Persistent link: https://www.econbiz.de/10011630855