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Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models

Li, Shuanming - In: Scandinavian actuarial journal : Actuarial Society of … 105 (2005) 4, pp. 271-284

Persistent link: https://www.econbiz.de/10005921689

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

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

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

The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion

Li, Shuanming - In: Scandinavian actuarial journal : Actuarial Society of … 106 (2006) 2, pp. 73-85

Persistent link: https://www.econbiz.de/10007263789

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

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

Price Optimisation for New Business

Tamraz, Maissa - 2017

This contribution is concerned with price optimisation of the new business for a non-life product. Due to high competition in the insurance market, non-life insurers are interested in increasing their conversion rates on new business based on some profit level. In this respect, we consider the...

Persistent link: https://www.econbiz.de/10012943169