Shuanming Li : Citation Profile


Are you Shuanming Li?

5

H index

3

i10 index

146

Citations

RESEARCH PRODUCTION:

38

Articles

4

Papers

RESEARCH ACTIVITY:

   28 years (1990 - 2018). See details.
   Cites by year: 5
   Journals where Shuanming Li has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 12 (7.59 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pli455
   Updated: 2019-10-15    RAS profile: 2019-06-17    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Shuanming Li.

Is cited by:

Fang, Fang (2)

Castañer, Anna (1)

Yang, Zhaojun (1)

Zhou, Ming (1)

Chi, Yichun (1)

Cites to:

Rulliere, Didier (3)

Loisel, Stéphane (3)

Artzner, Philippe (1)

He, Hua (1)

Kaishev, Vladimir (1)

Goovaerts, Marc (1)

Isaenko, Sergei (1)

He, Hua (1)

Alexander, Gordon (1)

Baptista, Alexandre (1)

Egidio dos Reis, Alfredo (1)

Main data


Where Shuanming Li has published?


Journals with more than one article published# docs
Insurance: Mathematics and Economics13
North American Actuarial Journal6
ASTIN Bulletin: The Journal of the International Actuarial Association3
Statistics & Probability Letters2
Annals of Actuarial Science2
Surface Review and Letters (SRL)2

Recent works citing Shuanming Li (2019 and 2018)


YearTitle of citing document
2018Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps. (2018). , Eric ; Willmot, Gordon E ; Liu, Haibo. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:331:y:2018:i:c:p:358-377.

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2019On the time to ruin for a dependent delayed capital injection risk model. (2019). Papaioannou, Apostolos D ; Ramsden, Lewis. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:352:y:2019:i:c:p:119-135.

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2018Risk- and value-based management for non-life insurers under solvency constraints. (2018). Eckert, Johanna ; Gatzert, Nadine. In: European Journal of Operational Research. RePEc:eee:ejores:v:266:y:2018:i:2:p:761-774.

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2018Summer performance analysis of coal-based CCHP with new configurations comparing with separate system. (2018). Wei, Maolin ; Zhao, Xiling ; Zhang, Shigang ; Fu, Lin ; Yuan, Weixing . In: Energy. RePEc:eee:energy:v:143:y:2018:i:c:p:104-113.

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2018Ruin probability via Quantum Mechanics Approach. (2018). Tamturk, Muhsin ; Utev, Sergey. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:79:y:2018:i:c:p:69-74.

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2018Banach Contraction Principle and ruin probabilities in regime-switching models. (2018). Gajek, Lesaw ; Rud, Marcin . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:80:y:2018:i:c:p:45-53.

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2018The impact of negative interest rates on optimal capital injections. (2018). Eisenberg, Julia ; Kruhner, Paul. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:82:y:2018:i:c:p:1-10.

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2019Optimal investment–reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets. (2019). Cai, Jun ; Bi, Junna. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:85:y:2019:i:c:p:1-14.

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2019Asset pricing and extreme event risk: Common factors in ILS fund returns. (2019). Eling, Martin ; ben Ammar, Semir ; Braun, Alexander. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:102:y:2019:i:c:p:59-78.

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2019Comprehensive strategies for performance improvement of adsorption air conditioning systems: A review. (2019). Alahmer, Ali ; Wang, Xiaolin ; Ajib, Salman . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:99:y:2019:i:c:p:138-158.

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2018Dividend barrier strategy: Proceed with caution. (2018). Sendova, Kristina P ; Zhang, Ruixi ; Yang, Chen. In: Statistics & Probability Letters. RePEc:eee:stapro:v:137:y:2018:i:c:p:157-164.

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2019A Genetic Algorithm for Investment–Consumption Optimization with Value-at-Risk Constraint and Information-Processing Cost. (2019). Yuan, Quan ; Yang, Zhixin ; Jin, Zhuo. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:32-:d:212642.

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2019Stackelberg Equilibrium Premium Strategies for Push-Pull Competition in a Non-Life Insurance Market with Product Differentiation. (2019). Thogersen, Julie ; Christensen, Bent Jesper ; Asmussen, Soren. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:49-:d:227500.

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Works by Shuanming Li:


YearTitleTypeCited
2019Generalized Expected Discounted Penalty Function at General Drawdown for L\{e}vy Risk Processes In: Papers.
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2002On the time value of ruin in the discrete time risk model In: DEE - Working Papers. Business Economics. WB.
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paper2
2011Minimizing the ruin probability through capital injections In: Annals of Actuarial Science.
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article6
2014The density of the time of ruin in the classical risk model with a constant dividend barrier In: Annals of Actuarial Science.
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article0
2005Ruin Probabilities for Two Classes of Risk Processes In: ASTIN Bulletin: The Journal of the International Actuarial Association.
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article4
2008The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model In: ASTIN Bulletin: The Journal of the International Actuarial Association.
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article2
2010Matrix-Form Recursions for a Family of Compound Distributions In: ASTIN Bulletin: The Journal of the International Actuarial Association.
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article0
2017Distributional study of finite-time ruin related problems for the classical risk model In: Applied Mathematics and Computation.
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article0
2009Theoretical research of a silica gel-water adsorption chiller in a micro combined cooling, heating and power (CCHP) system In: Applied Energy.
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article41
1990Mortality decline and Chinese family structure: Implications for old age support In: Health Policy.
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article0
2004On ruin for the Erlang(n) risk process In: Insurance: Mathematics and Economics.
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article33
2004On a class of renewal risk models with a constant dividend barrier In: Insurance: Mathematics and Economics.
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article18
2005On the expected discounted penalty functions for two classes of risk processes In: Insurance: Mathematics and Economics.
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article4
2005On the probability of ruin in a Markov-modulated risk model In: Insurance: Mathematics and Economics.
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article7
2006The maximum surplus before ruin in an Erlang(n) risk process and related problems In: Insurance: Mathematics and Economics.
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article3
2009The Markovian regime-switching risk model with a threshold dividend strategy In: Insurance: Mathematics and Economics.
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article5
2010Finite time ruin problems for the Erlang(2) risk model In: Insurance: Mathematics and Economics.
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article3
2013On the generalized Gerber–Shiu function for surplus processes with interest In: Insurance: Mathematics and Economics.
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article1
2013The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model In: Insurance: Mathematics and Economics.
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article3
2015A reinsurance game between two insurance companies with nonlinear risk processes In: Insurance: Mathematics and Economics.
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article3
2015Some ruin problems for the MAP risk model In: Insurance: Mathematics and Economics.
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article3
2016Optimal reinsurance under dynamic VaR constraint In: Insurance: Mathematics and Economics.
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article3
2016On the occupation times in a delayed Sparre Andersen risk model with exponential claims In: Insurance: Mathematics and Economics.
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article1
2009The distribution of total dividend payments in a Sparre Andersen model In: Statistics & Probability Letters.
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article0
2013The maximum severity of ruin in a perturbed risk process with Markovian arrivals In: Statistics & Probability Letters.
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1992Information, Control Right and Distressed Firms Choices Between Workoutss and Bankruptcy. In: Michigan - Center for Research on Economic & Social Theory.
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2018On the Moments and the Distribution of Aggregate Discounted Claims in a Markovian Environment In: Risks.
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article0
2009Matrix-based decomposition algorithms for engineering applications: the survey and generic framework In: International Journal of Product Development.
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article0
2012Reducing Ammonia Emissions from Laying-Hen Houses through Dietary Manipulation In: Staff General Research Papers Archive.
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2010Integrating fluctuations into distribution of resources in transportation networks In: The European Physical Journal B: Condensed Matter and Complex Systems.
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article0
2013Minimax theorems for scalar set-valued mappings with nonconvex domains and applications In: Journal of Global Optimization.
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2009Levitin–Polyak well-posedness of vector equilibrium problems In: Mathematical Methods of Operations Research.
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article1
2015Use of historical best track data to estimate typhoon wind hazard at selected sites in China In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards.
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article1
2018The Pros and Cons of Encouraging Shallow Groundwater Use through Controlled Drainage in a Salt-Impacted Irrigation Area In: Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA).
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article0
2007Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model In: North American Actuarial Journal.
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article1
2008“The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model,” Jiandong Ren, July 2007 In: North American Actuarial Journal.
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article1
2008The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model In: North American Actuarial Journal.
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2008“On the Laplace Transform of the Aggregate Discounted Claims with Markovian Arrivals,” Jiandong Ren, April 2008 In: North American Actuarial Journal.
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2003“Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003 In: North American Actuarial Journal.
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2005“The Time Value of Ruin in a Sparre Andersen Model,” Hans U. Gerber and Elias S. W. Shiu, July 2005 In: North American Actuarial Journal.
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2000OXYGEN-DERIVED DOS FEATURES IN THE VALENCE BAND OF METALS In: Surface Review and Letters (SRL).
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2012MICROSTRUCTURE AND WEAR PROPERTIES OF LASER CLADTiB2+ TiC/FeCOMPOSITE COATING In: Surface Review and Letters (SRL).
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