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The Gerber-Shiu function in a Sparre Andersen risk process perturbed by diffusion
Li, Shuanming; Garrido*, José - In: Scandinavian actuarial journal : Actuarial Society of … 105 (2005) 3, pp. 161
Persistent link: https://www.econbiz.de/10005922429
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On the probability of ruin in a Markov-modulated risk model
Lu, Yi; Li, Shuanming - In: Insurance / Mathematics & economics 37 (2005) 3, pp. 522-532
Persistent link: https://www.econbiz.de/10006874111
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On the expected discounted penalty functions for two classes of risk processes
Li, Shuanming; Lu, Yi - In: Insurance / Mathematics & economics 36 (2005) 2, pp. 179-194
Persistent link: https://www.econbiz.de/10006877591
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On ruin for the Erlang(n) risk process
Li, Shuanming; Garrido, José - In: Insurance / Mathematics & economics 34 (2004) 3, pp. 391-408
Persistent link: https://www.econbiz.de/10006881930
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On the maximum severity of ruin in the compound Poisson model with a threshold dividend strategy
Li, Shuanming; Lu, Yi - In: Scandinavian actuarial journal : Actuarial Society of … 2010 (2010) 2, pp. 136-148
Persistent link: https://www.econbiz.de/10008418027
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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/10008237872
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Minimizing the ruin probability through capital injections
Nie, Ciyu; Dickson, David C. M.; Li, Shuanming - In: Annals of actuarial science : publ. by the Institute of … 5 (2011) 2, pp. 195-209
Persistent link: https://www.econbiz.de/10009884619
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Erlang risk models and finite time ruin problems
Dickson, David C. M.; Li, Shuanming - In: Scandinavian actuarial journal : Actuarial Society of … 2012 (2012) 3, pp. 183-203
Persistent link: https://www.econbiz.de/10010020970
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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/10010098490
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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/10010119397