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Insurance / Mathematics & economics
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
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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
Saved in:
2
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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3
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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4
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
Saved in:
5
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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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
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7
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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8
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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9
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
Saved in:
10
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
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