On ruin for the Erlang (n) risk process S Li, J Garrido Insurance: Mathematics and Economics 34 (3), 391-408, 2004 | 318 | 2004 |

On a class of renewal risk models with a constant dividend barrier S Li, J Garrido Insurance: Mathematics and Economics 35 (3), 691-701, 2004 | 160 | 2004 |

On a general class of renewal risk process: analysis of the Gerber-Shiu function S Li, J Garrido Advances in Applied Probability 37 (3), 836-856, 2005 | 109 | 2005 |

The distribution of the dividend payments in the compound Poisson risk model perturbed by diffusion S Li Scandinavian Actuarial Journal 2006 (2), 73-85, 2006 | 94 | 2006 |

On the probability of ruin in a Markov-modulated risk model Y Lu, S Li Insurance: Mathematics and Economics 37 (3), 522-532, 2005 | 87 | 2005 |

The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion S Li, J Garrido* Scandinavian Actuarial Journal 2005 (3), 161-186, 2005 | 86 | 2005 |

Moments of the dividend payments and related problems in a Markov-modulated risk model S Li, Y Lu North American Actuarial Journal 11 (2), 65-76, 2007 | 65 | 2007 |

On a class of discrete time renewal risk models S Li* Scandinavian Actuarial Journal 2005 (4), 241-260, 2005 | 65 | 2005 |

On the expected discounted penalty functions for two classes of risk processes S Li, Y Lu Insurance: Mathematics and Economics 36 (2), 179-193, 2005 | 62 | 2005 |

The maximum surplus before ruin in an Erlang (n) risk process and related problems S Li, DCM Dickson Insurance: Mathematics and Economics 38 (3), 529-539, 2006 | 59 | 2006 |

The Markovian regime-switching risk model with a threshold dividend strategy Y Lu, S Li Insurance: Mathematics and Economics 44 (2), 296-303, 2009 | 51 | 2009 |

The decompositions of the discounted penalty functions and dividends-penalty identity in a Markov-modulated risk model S Li, Y Lu ASTIN Bulletin: The Journal of the IAA 38 (1), 53-71, 2008 | 49 | 2008 |

Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models S Li* Scandinavian Actuarial Journal 2005 (4), 271-284, 2005 | 48 | 2005 |

The perturbed compound Poisson risk model with two-sided jumps Z Zhang, H Yang, S Li Journal of Computational and Applied Mathematics 233 (8), 1773-1784, 2010 | 46 | 2010 |

A review of discrete-time risk models S Li, Y Lu, J Garrido RACSAM-Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales …, 2009 | 43 | 2009 |

Ruin probabilities for two classes of risk processes S Li, J Garrido ASTIN Bulletin: The Journal of the IAA 35 (1), 61-77, 2005 | 42 | 2005 |

The time of recovery and the maximum severity of ruin in a Sparre Andersen model S Li North American Actuarial Journal 12 (4), 413-425, 2008 | 32 | 2008 |

On a discrete time risk model with time-delayed claims and a constant dividend barrier X Wu, S Li Insurance markets and companies: analyses and actuarial computations, 50-57, 2012 | 29* | 2012 |

On a discrete time risk model with time-delayed claims and a constant dividend barrier X Wu, S Li Insurance markets and companies: analyses and actuarial computations, 50-57, 2012 | 29* | 2012 |

The Gerber–Shiu discounted penalty functions for a risk model with two classes of claims Z Zhang, S Li, H Yang Journal of Computational and Applied Mathematics 230 (2), 643-655, 2009 | 29 | 2009 |