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On the discounted penalty function in a discrete time renewal risk model with general interclaim times
Wu, Xueyuan; Li, Shuanming - In: Scandinavian actuarial journal : Actuarial Society of … (2009) 4, pp. 281-294
Persistent link: https://www.econbiz.de/10008331459
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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
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Erlang risk models and finite time ruin problems
Dickson, David C. M.; Li, Shuanming - In: Scandinavian actuarial journal : Actuarial Society of … 2012 (2012) 3, pp. 183-203
Persistent link: https://www.econbiz.de/10010020970
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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
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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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The Markovian regime-switching risk model with a threshold dividend strategy
Lu, Yi; Li, Shuanming - In: Insurance / Mathematics & economics 44 (2009) 2, pp. 296-303
Persistent link: https://www.econbiz.de/10008237872
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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