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1
On occupation times in the red of Lévy risk models
Landriault, David
;
Li, Bin
;
Lkabous, Mohamed Amine
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 17-26
Persistent link: https://www.econbiz.de/10012242035
Saved in:
2
A refracted Lévy process with delayed dividend pullbacks
Wang, Zijia
;
Lkabous, Mohamed Amine
;
Landriault, David
- In:
Scandinavian actuarial journal
2023
(
2023
)
9
,
pp. 885-906
Persistent link: https://www.econbiz.de/10014384012
Saved in:
3
On minimizing drawdown risks of lifetime investments
Chen, Xinfu
;
Landriault, David
;
Li, Bin
;
Li, Dongchen
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 46-54
Persistent link: https://www.econbiz.de/10011422864
Saved in:
4
Analysis of a drawdown-based regime-switching Lévy insurance model
Landriault, David
;
Li, Bin
;
Li, Shu
- In:
Insurance / Mathematics & economics
60
(
2015
),
pp. 98-107
Persistent link: https://www.econbiz.de/10010484823
Saved in:
5
Optimal reinsurance-investment strategy for a dynamic contagion claim model
Cao, Jingyi
;
Landriault, David
;
Li, Bin
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 206-215
Persistent link: https://www.econbiz.de/10012294125
Saved in:
6
A pair of optimal reinsurance-investment strategies in the two-sided exit framework
Landriault, David
;
Li, Bin
;
Li, Danping
;
Li, Dongchen
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 284-294
Persistent link: https://www.econbiz.de/10011630846
Saved in:
7
Expected utility of the drawdown-based regime-switching risk model with state-dependent termination
Landriault, David
;
Li, Bin
;
Li, Shu
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 137-147
Persistent link: https://www.econbiz.de/10011825424
Saved in:
8
Poissonian potential measures for Lévy risk models
Landriault, David
;
Li, Bin
;
Wong, Jeff T. Y.
;
Xu, Di
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 152-166
Persistent link: https://www.econbiz.de/10011929861
Saved in:
9
On the distribution of classic and some exotic ruin times
Landriault, David
;
Li, Bin
;
Shi, Tianxiang
;
Xu, Di
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 38-45
Persistent link: https://www.econbiz.de/10012133504
Saved in:
10
Drawdown analysis for the renewal insurance risk process
Landriault, David
;
Li, Bin
;
Li, Shu
- In:
Scandinavian actuarial journal
(
2017
)
3
,
pp. 267-285
Persistent link: https://www.econbiz.de/10011772133
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