Follow
Shuanming Li
Shuanming Li
Verified email at unimelb.edu.au
Title
Cited by
Cited by
Year
On ruin for the Erlang (n) risk process
S Li, J Garrido
Insurance: Mathematics and Economics 34 (3), 391-408, 2004
3462004
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
1702004
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
1302005
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
1012006
On the probability of ruin in a Markov-modulated risk model
Y Lu, S Li
Insurance: Mathematics and Economics 37 (3), 522-532, 2005
1012005
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
932005
On a class of discrete time renewal risk models
S Li*
Scandinavian Actuarial Journal 2005 (4), 241-260, 2005
752005
A review of discrete-time risk models
S Li, Y Lu, J Garrido
Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales 103 (2 …, 2009
742009
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
692007
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
672006
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
642010
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
642005
The Markovian regime-switching risk model with a threshold dividend strategy
Y Lu, S Li
Insurance: Mathematics and Economics 44 (2), 296-303, 2009
592009
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
562008
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
542005
A reinsurance game between two insurance companies with nonlinear risk processes
H Meng, S Li, Z Jin
Insurance: Mathematics and Economics 62, 91-97, 2015
462015
Ruin probabilities for two classes of risk processes
S Li, J Garrido
ASTIN Bulletin: The Journal of the IAA 35 (1), 61-77, 2005
462005
Minimizing the ruin probability through capital injections
C Nie, DCM Dickson, S Li
Annals of Actuarial Science 5 (2), 195-209, 2011
382011
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
372008
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
35*2012
The system can't perform the operation now. Try again later.
Articles 1–20