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On a class of discrete time renewal risk models
Li, Shuanming - In: Scandinavian actuarial journal : Actuarial Society of … 105 (2005) 4, pp. 241-260
Persistent link: https://www.econbiz.de/10005921691
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The Gerber-Shiu function in a Sparre Andersen risk process perturbed by diffusion
Li, Shuanming; Garrido, Jose - In: Scandinavian actuarial journal : Actuarial Society of … 105 (2005) 3, pp. 161-186
Persistent link: https://www.econbiz.de/10005922160
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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 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. 296-304
Persistent link: https://www.econbiz.de/10008890279
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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