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A note on the distribution of the aggregate claim amount at ruin
Li, Jingchao; Dickson, David C. M.; Li, Shuanming - 2014
Persistent link: https://www.econbiz.de/10010348819
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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/10009297551
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The distributions of some quantities for Erlang (2) risk models
Dickson, David C. M.; Li, Shuanming - 2012
Persistent link: https://www.econbiz.de/10009565490
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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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The maximum surplus before ruin in an Erlang(n) risk process and related problems
Li, Shuanming (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002575903
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On a family of log-gamma-generated archimedean copulas
Yang, Yaming; Li, Shuanming - In: North American actuarial journal : NAAJ ; leading the … 26 (2022) 1, pp. 123-142
Persistent link: https://www.econbiz.de/10013167045
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Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market
Liu, Guo; Zhuo, Jin; Li, Shuanming - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 508-524
Persistent link: https://www.econbiz.de/10012793950
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The finite time ruin probability in a risk model with capital injections
Nie, Ciyu; Dickson, David C. M.; Li, Shuanming - 2012
Persistent link: https://www.econbiz.de/10009656102
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Household lifetime strategies under a self-contagious market
Liu, Guo; Zhuo, Jin; Li, Shuanming - In: European journal of operational research : EJOR 288 (2021) 3, pp. 935-952
Persistent link: https://www.econbiz.de/10012387421
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Minmising the ruin probability through capital injections
Nie, Ciyu; Dickson, David C. M.; Li, Shuanming - 2010
Persistent link: https://www.econbiz.de/10008698575