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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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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 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 analysis of perturbed risk processes with Markovian arrivals
Ren, Jiandong; Li, Shuanming - 2009
Persistent link: https://www.econbiz.de/10003924219
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The perturbed compound Poisson risk model with two-sided jumps
Zhang, Zhimin; Yang, Hu; Li, Shuanming - 2009
Persistent link: https://www.econbiz.de/10003924232
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Erlang risk models and finite time ruin problems
Dickson, David C. M.; Li, Shuanming - 2010
Persistent link: https://www.econbiz.de/10003924362
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Some ruin problems for the MAP risk model
Li, Jingchao; Dickson, David C. M.; Li, Shuanming - In: Insurance / Mathematics & economics 65 (2015), pp. 1-8
Persistent link: https://www.econbiz.de/10011422838
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On the time and the number of claims when the surplus drops below a certain level
Li, Shuanming; Lu, Yi - 2014
Persistent link: https://www.econbiz.de/10011342003
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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
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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