The following pages link to Shuanming Li (Q340118):
Displayed 50 items.
- Number of jumps in two-sided first-exit problems for a compound Poisson process (Q340120) (← links)
- The finite-time ruin probability under the compound binomial risk model (Q362055) (← links)
- Finite time ruin problems for the Erlang\((2)\) risk model (Q659176) (← links)
- On the probability of ruin in a Markov-modulated risk model (Q817286) (← links)
- Some ruin problems for the MAP risk model (Q896202) (← links)
- The Markovian regime-switching risk model with a threshold dividend strategy (Q1017771) (← links)
- The distribution of total dividend payments in a Sparre Andersen model (Q1017825) (← links)
- Distributional study of finite-time ruin related problems for the classical risk model (Q1740157) (← links)
- The maximum severity of ruin in a perturbed risk process with Markovian arrivals (Q1950740) (← links)
- Household lifetime strategies under a self-contagious market (Q2028777) (← links)
- Open-loop equilibrium strategy for mean-variance portfolio selection: a log-return model (Q2031371) (← links)
- Discrete-time risk models with surplus-dependent premium corrections (Q2096248) (← links)
- Open-loop equilibrium strategy for mean-variance asset-liability management portfolio selection problem with debt ratio (Q2186907) (← links)
- Some state-specific exit probabilities in a Markov-modulated risk model (Q2209660) (← links)
- On a class of non-zero-sum stochastic differential dividend games with regime switching (Q2242076) (← links)
- Risk modelling on liquidations with Lévy processes (Q2246056) (← links)
- On the type I multivariate zero-truncated hurdle model with applications in health insurance (Q2292176) (← links)
- Generalized expected discounted penalty function at general drawdown for Lévy risk processes (Q2306086) (← links)
- A reinsurance game between two insurance companies with nonlinear risk processes (Q2347061) (← links)
- Markowitz's mean-variance optimization with investment and constrained reinsurance (Q2358493) (← links)
- Optimal reinsurance under dynamic VaR constraint (Q2374115) (← links)
- On the occupation times in a delayed Sparre Andersen risk model with exponential claims (Q2374123) (← links)
- The Gerber-Shiu discounted penalty functions for a risk model with two classes of claims (Q2390010) (← links)
- On the generalized Gerber-Shiu function for surplus processes with interest (Q2442508) (← links)
- The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model (Q2443228) (← links)
- On the expected discounted penalty functions for two classes of risk processes (Q2485543) (← links)
- The maximum surplus before ruin in an Erlang\((n)\) risk process and related problems (Q2499831) (← links)
- The perturbed compound Poisson risk model with two-sided jumps (Q2654186) (← links)
- Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market (Q2665873) (← links)
- (Q2801423) (← links)
- Erlang risk models and finite time ruin problems (Q2866304) (← links)
- The Equilibrium Distribution of Counting Random Variables (Q2890863) (← links)
- On the discounted penalty function in a discrete time renewal risk model with general interclaim times (Q3077742) (← links)
- On the maximum severity of ruin in the compound Poisson model with a threshold dividend strategy (Q3077755) (← links)
- Analysis of some ruin-related quantities in a Markov-modulated risk model (Q3186003) (← links)
- The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model (Q3395759) (← links)
- The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion (Q3440846) (← links)
- On a class of discrete time renewal risk models (Q3440861) (← links)
- Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models (Q3440863) (← links)
- Matrix-Form Recursions for a Family of Compound Distributions (Q3569720) (← links)
- The finite time ruin probability in a risk model with capital injections (Q4576799) (← links)
- On the time and the number of claims when the surplus drops below a certain level (Q4576976) (← links)
- Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model (Q5019727) (← links)
- The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model (Q5022555) (← links)
- “On the Laplace Transform of the Aggregate Discounted Claims with Markovian Arrivals,” Jiandong Ren, April 2008 (Q5022558) (← links)
- Optimal Dividend Strategies with Reinsurance under Contagious Systemic Risk (Q5080491) (← links)
- “Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003 (Q5715930) (← links)
- The expected discounted penalty function: from infinite time to finite time (Q5743541) (← links)
- Joint Distributions of Some Ruin Related Quantities in the Compound Binomial Risk Model (Q5745547) (← links)
- Bayesian Multivariate Mixed Poisson Models with Copula-Based Mixture (Q6075094) (← links)