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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
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The Markovian regime-switching risk model with a threshold dividend strategy
Lu, Yi (contributor); Li, Shuanming (contributor) - 2008
Persistent link: https://www.econbiz.de/10003797829
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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
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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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Some optimal dividend problems in a Markov-modulated risk model
Li, Shuanming (contributor); Lu, Yi (contributor) - 2006
Persistent link: https://www.econbiz.de/10003297887
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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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The moments of the present value of total dividends under stochastic interest rates
Li, Shuanming (contributor) - 2007
Persistent link: https://www.econbiz.de/10003479363
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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
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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
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Optimal risk sharing and dividend strategies under default contagion : a semi-analytical approach
Qiu, Ming; Jin, Zhuo; Li, Shuanming - In: Insurance / Mathematics & economics 113 (2023), pp. 1-23
Persistent link: https://www.econbiz.de/10014466202