Shuanming Li

发表

On ruin for the Erlang(n) risk process

Shuanming Li, José Garrido, 2004 .

On the probability of ruin in a Markov-modulated risk model

Shuanming Li, Yi Lu, 2005 .

The distribution of total dividend payments in a Sparre Andersen model

Shuanming Li, Yi Lu, 2009 .

On the discounted penalty function in a discrete time renewal risk model with general interclaim times

Shuanming Li, Xueyuan Wu, 2009 .

Finite time ruin problems for the Erlang(2) risk model

D. Dickson, Shuanming Li, 2010 .

Generalized expected discounted penalty function at general drawdown for Lévy risk processes

Shuanming Li, Ping Chen, Wenyuan Wang, 2019, Insurance: Mathematics and Economics.

Matrix-Form Recursions for a Family of Compound Distributions

Shuanming Li, Xueyuan Wu, 2010, ASTIN Bulletin.

A review of discrete-time risk models

Yi Lu, José Garrido, Shuanming Li, 2009 .

On a class of renewal risk models with a constant dividend barrier

José Garrido, Shuanming Li, Shuanming Li, 2004 .

On the time value of ruin for insurance risk models

Shuanming Li, 2004 .

Markowitz's mean-variance optimization with investment and constrained reinsurance

N. Zhang, Shuanming Li, Zhuo Jin, 2016 .

On a general class of renewal risk process: analysis of the Gerber-Shiu function

José Garrido, Shuanming Li, Shuanming Li, 2005, Advances in Applied Probability.

Household Lifetime Strategies Under a Self-Contagious Market

Shuanming Li, Z. Jin, Guo Liu, 2020, Eur. J. Oper. Res..

Some ruin problems for the MAP risk model

D. Dickson, Shuanming Li, Jingchao Li, 2015 .

Stochastic asset allocation and reinsurance game under contagious claims

Shuanming Li, Z. Jin, Guo Liu, 2022, Finance Research Letters.

Finite time ruin problems for the Markov-modulated risk model

D. Dickson, Shuanming Li, Jingchao Li, 2014 .

A class of non-zero-sum stochastic differential games between two mean–variance insurers under stochastic volatility

Shuanming Li, Ping Chen, Z. Jin, 2022, Probability in the Engineering and Informational Sciences.

Optimal Dividend Strategies with Reinsurance under Contagious Systemic Risk

Shuanming Li, Ming Qiu, Z. Jin, 2022, SIAM J. Control. Optim..

On a Family of Log-Gamma-Generated Archimedean Copulas

Shuanming Li, Yaming Yang, Shuanming Li, 2021, North American Actuarial Journal.

Beta transform and discounted aggregate claims under dependency

Shuanming Li, Zhehao Zhang, 2018, Annals of Actuarial Science.

On the Type I multivariate zero-truncated hurdle model with applications in health insurance

Pengcheng Zhang, Shuanming Li, Xueyuan Wu, 2020 .

A scale function based approach for solving integral-differential equations in insurance risk models

Shuanming Li, Aili Zhang, Wenyuan Wang, 2023, Appl. Math. Comput..

The finite time ruin probability in a risk model with capital injections

D. Dickson, Shuanming Li, Ciyu Nie, 2015 .

Minimizing the ruin probability through capital injections

D. Dickson, Shuanming Li, Ciyu Nie, 2011, Annals of Actuarial Science.

On the maximum severity of ruin in the compound Poisson model with a threshold dividend strategy

Shuanming Li, Yi Lu, 2010 .

Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model

Shuanming Li, Yi Lu, 2007 .

The maximum surplus before ruin in an Erlang(n) risk process and related problems

D. Dickson, Shuanming Li, 2006 .

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

Shuanming Li, Shuanming Li, 2006 .

The Diffusion Perturbed Compound Poisson RiskModel with a Dividend Barrier

Shuanming Li, Biao Wu, 2006 .

“On a discrete time risk model with time-delayed claims and a constant dividend barrier”

Shuanming Li, Xueyuan Wu, 2019 .

The Moments of the Present Value of Total Dividends in the Compound Binomial Model Under a Constant Dividend Barrier and Stochastic Interest Rates

Shuanming Li, 2008 .

On a discrete time risk model with delayed claimsand a constant dividend barrier

Shuanming Li, Xueyuan Wu, 2006 .

Some Optimal Dividend Problems in aMarkov-modulated Risk Model

Yi Lu, Shuanming Li, Shuanming Li, 2006 .

The analysis of perturbed risk processes with Markovian arrivals

Shuanming Li, Jiandong Ren, 2022 .

The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model

Shuanming Li, 2008 .

Theoretical research of a silica gel–water adsorption chiller in a micro combined cooling, heating and power (CCHP) system

J. Y. Wu, Shuanming Li, Shuanming Li, 2009 .

The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion

José Garrido, Shuanming Li, Shuanming Li, 2005 .

Optimal risk sharing and dividend strategies under default contagion: A semi-analytical approach

Shuanming Li, Ming Qiu, Z. Jin, 2023, Insurance, Mathematics & Economics.

Open-loop equilibrium strategy for mean-variance asset-liability management portfolio selection problem with debt ratio

Zhuo Jin, Jiannan Zhang, Ping Chen, 2020, J. Comput. Appl. Math..

Open-loop equilibrium strategy for mean-variance portfolio selection: A log-return model

Shuanming Li, Ping Chen, Z. Jin, 2021, Journal of Industrial & Management Optimization.

Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market

Shuanming Li, Z. Jin, Guo Liu, 2021, Insurance: Mathematics and Economics.

On a discrete-time Sparre Andersen model with phase-type claims

Shuanming Li, Xueyuan Wu, 2009 .

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

Shuanming Li, Shuanming Li, 2005 .

On the time value of ruin in the discrete time risk model

José Garrido, Shuanming Li, Shuanming Li, 2002 .

On the Moments and the Distribution of Aggregate Discounted Claims in a Markovian Environment

Shuanming Li, Yi Lu, 2018 .

Some State-Specific Exit Probabilities in a Markov-Modulated Risk Model

Shuanming Li, Jingchao Li, 2020 .

Optimal reinsurance under dynamic VaR constraint

Nan Zhang, Zhuo Jin, Ping Chen, 2016 .

On a class of non-zero-sum stochastic differential dividend games with regime switching

Zhuo Jin, Ping Chen, Shuanming Li, 2021, Appl. Math. Comput..

The Markovian regime-switching risk model with a threshold dividend strategy

Yi Lu, Shuanming Li, Shuanming Li, 2009 .

The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model

Shuanming Li, Yi Lu, 2008, ASTIN Bulletin.

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

Shuanming Li, 2006 .

The Gerber-Shiu discounted penalty functions for a risk model with two classes of claims

Shuanming Li, Zhimin Zhang, Hu Yang, 2009 .

“The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model,” Jiandong Ren, July 2007

Shuanming Li, 2008 .

Ruin Probabilities for Two Classes of Risk Processes

Shuanming Li, José Garrido, 2005, ASTIN Bulletin.

Risk modelling on liquidations with Lévy processes

Shuanming Li, Ping Chen, Aili Zhang, 2020, Appl. Math. Comput..

The expected discounted penalty function: from infinite time to finite time

Kristina P. Sendova, Shuanming Li, Yi Lu, 2019, Scandinavian Actuarial Journal.

Distributional study of finite-time ruin related problems for the classical risk model

Yi Lu, Shuanming Li, Shuanming Li, 2017, Appl. Math. Comput..

On the generalized Gerber–Shiu function for surplus processes with interest

Shuanming Li, Yi Lu, 2013 .

The perturbed compound Poisson risk model with two-sided jumps

Zhimin Zhang, Hu Yang, Shuanming Li, 2010, J. Comput. Appl. Math..