//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Finanzmathematik"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
The Gerber-Shiu function in a...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Finanzmathematik
Theorie
24
Theory
24
Risikomodell
16
Risk model
16
Dividend
10
Dividende
10
Mathematical finance
10
Actuarial mathematics
9
Versicherungsmathematik
9
Risiko
7
Risk
7
Statistical distribution
7
Statistische Verteilung
7
Stochastic process
7
Stochastischer Prozess
7
Insolvency
6
Insolvenz
6
Markov chain
4
Markov-Kette
4
Portfolio selection
4
Portfolio-Management
4
Probability theory
4
Wahrscheinlichkeitsrechnung
4
Capital requirements
3
Economics of insurance
3
Kapitalbedarf
3
Laplace transform
3
Reinsurance
3
Risikomanagement
3
Risk management
3
Rückversicherung
3
Sparre Andersen risk model
3
Versicherungsökonomik
3
partial integro-differential equation
3
Discounting
2
Diskontierung
2
Dynamic programming
2
Dynamische Optimierung
2
Generalised Lundberg equation
2
more ...
less ...
Online availability
All
Free
5
Undetermined
2
Type of publication
All
Book / Working Paper
7
Article
3
Type of publication (narrower categories)
All
Arbeitspapier
7
Working Paper
7
Graue Literatur
5
Non-commercial literature
5
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
10
Author
All
Li, Shuanming
10
Lu, Yi
3
Wu, Xueyuan
3
Dickson, David C. M.
1
Jin, Can
1
Li, Jingchao
1
Ren, Jiandong
1
Sendova, Kristina P.
1
Wu, Biao
1
Yang, Hu
1
Zhang, Zhimin
1
more ...
less ...
Published in...
All
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
7
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Insurance / Mathematics & economics
1
Scandinavian actuarial journal
1
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
The analysis of perturbed risk processes with Markovian arrivals
Ren, Jiandong
;
Li, Shuanming
-
2009
Persistent link: https://www.econbiz.de/10003924219
Saved in:
5
The perturbed compound Poisson risk model with two-sided jumps
Zhang, Zhimin
;
Yang, Hu
;
Li, Shuanming
-
2009
Persistent link: https://www.econbiz.de/10003924232
Saved in:
6
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:
7
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
Saved in:
8
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:
9
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
Saved in:
10
The expected discounted penalty function : from infinite time to finite time
Li, Shuanming
;
Lu, Yi
;
Sendova, Kristina P.
- In:
Scandinavian actuarial journal
2019
(
2019
)
4
,
pp. 336-354
Persistent link: https://www.econbiz.de/10012194954
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->