7
H index
7
i10 index
239
Citations
| 7 H index 7 i10 index 239 Citations RESEARCH PRODUCTION: 38 Articles 4 Papers RESEARCH ACTIVITY: 29 years (1990 - 2019). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pli455 |
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: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Insurance: Mathematics and Economics | 13 |
North American Actuarial Journal | 6 |
ASTIN Bulletin | 3 |
Surface Review and Letters (SRL) | 2 |
Annals of Actuarial Science | 2 |
Statistics & Probability Letters | 2 |
Year | Title of citing document |
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2023 | The Gerber-Shiu discounted penalty function: A review from practical perspectives. (2023). Yamazaki, Kazutoshi ; Shimizu, Yasutaka ; Kawai, Reiichiro ; He, Yue. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:109:y:2023:i:c:p:1-28. Full description at Econpapers || Download paper |
2023 | On a time-changed Lévy risk model with capital injections and periodic observation. (2023). Zhang, Zhimin ; Teng, YE. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:214:y:2023:i:c:p:290-314. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Some saddle-point theorems for vector-valued functions. (2023). Tri, Vo Viet ; Quan, Nguyen Hong ; Hai, Nguyen Xuan. In: Journal of Global Optimization. RePEc:spr:jglopt:v:86:y:2023:i:1:d:10.1007_s10898-022-01250-z. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Stochastic Differential Games on Optimal Investment and Reinsurance Strategy with Delay Under the CEV Model. (2023). Zhang, Chengke ; Zhu, Huainian ; Bin, Ning. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:25:y:2023:i:2:d:10.1007_s11009-023-10009-2. Full description at Econpapers || Download paper |
2023 | Probable maximum tropical cyclone parameters for east and west coast of India. (2023). Kumar, Suresh ; Li, Si Han. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:118:y:2023:i:1:d:10.1007_s11069-023-06002-0. Full description at Econpapers || Download paper |
2023 | On the Ruin Probabilities in a Discrete Time Insurance Risk Process with Capital Injections and Reinsurance. (2023). Bazyari, Abouzar. In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:85:y:2023:i:2:d:10.1007_s13171-022-00305-3. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2019 | Generalized Expected Discounted Penalty Function at General Drawdown for L\{e}vy Risk Processes In: Papers. [Full Text][Citation analysis] | paper | 2 |
2002 | On the time value of ruin in the discrete time risk model In: DEE - Working Papers. Business Economics. WB. [Full Text][Citation analysis] | paper | 3 |
2011 | Minimizing the ruin probability through capital injections In: Annals of Actuarial Science. [Full Text][Citation analysis] | article | 15 |
2014 | The density of the time of ruin in the classical risk model with a constant dividend barrier In: Annals of Actuarial Science. [Full Text][Citation analysis] | article | 1 |
2005 | Ruin Probabilities for Two Classes of Risk Processes In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 4 |
2008 | The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 5 |
2010 | Matrix-Form Recursions for a Family of Compound Distributions In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 0 |
2017 | Distributional study of finite-time ruin related problems for the classical risk model In: Applied Mathematics and Computation. [Full Text][Citation analysis] | article | 4 |
2009 | Theoretical research of a silica gel-water adsorption chiller in a micro combined cooling, heating and power (CCHP) system In: Applied Energy. [Full Text][Citation analysis] | article | 44 |
1990 | Mortality decline and Chinese family structure: Implications for old age support In: Health Policy. [Full Text][Citation analysis] | article | 0 |
2004 | On ruin for the Erlang(n) risk process In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 48 |
2004 | On a class of renewal risk models with a constant dividend barrier In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 19 |
2005 | On the expected discounted penalty functions for two classes of risk processes In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 5 |
2005 | On the probability of ruin in a Markov-modulated risk model In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 14 |
2006 | The maximum surplus before ruin in an Erlang(n) risk process and related problems In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 3 |
2009 | The Markovian regime-switching risk model with a threshold dividend strategy In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 10 |
2010 | Finite time ruin problems for the Erlang(2) risk model In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 3 |
2013 | On the generalized Gerber–Shiu function for surplus processes with interest In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 4 |
2013 | The 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. [Full Text][Citation analysis] | article | 5 |
2015 | A reinsurance game between two insurance companies with nonlinear risk processes In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 13 |
2015 | Some ruin problems for the MAP risk model In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 6 |
2016 | Optimal reinsurance under dynamic VaR constraint In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 7 |
2016 | On the occupation times in a delayed Sparre Andersen risk model with exponential claims In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 2 |
2009 | The distribution of total dividend payments in a Sparre Andersen model In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
2013 | The maximum severity of ruin in a perturbed risk process with Markovian arrivals In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 1 |
1992 | Information, Control Right and Distressed Firms Choices Between Workoutss and Bankruptcy. In: Michigan - Center for Research on Economic & Social Theory. [Citation analysis] | paper | 0 |
2018 | On the Moments and the Distribution of Aggregate Discounted Claims in a Markovian Environment In: Risks. [Full Text][Citation analysis] | article | 2 |
2009 | Matrix-based decomposition algorithms for engineering applications: the survey and generic framework In: International Journal of Product Development. [Full Text][Citation analysis] | article | 0 |
2012 | Reducing Ammonia Emissions from Laying-Hen Houses through Dietary Manipulation In: Staff General Research Papers Archive. [Citation analysis] | paper | 0 |
2010 | Integrating fluctuations into distribution of resources in transportation networks In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] | article | 0 |
2013 | Minimax theorems for scalar set-valued mappings with nonconvex domains and applications In: Journal of Global Optimization. [Full Text][Citation analysis] | article | 1 |
2009 | Levitin–Polyak well-posedness of vector equilibrium problems In: Mathematical Methods of Operations Research. [Full Text][Citation analysis] | article | 2 |
2015 | Use 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. [Full Text][Citation analysis] | article | 3 |
2018 | The 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). [Full Text][Citation analysis] | article | 1 |
2007 | Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model In: North American Actuarial Journal. [Full Text][Citation analysis] | article | 6 |
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. [Full Text][Citation analysis] | article | 1 |
2008 | The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model In: North American Actuarial Journal. [Full Text][Citation analysis] | article | 3 |
2008 | “On the Laplace Transform of the Aggregate Discounted Claims with Markovian Arrivals,” Jiandong Ren, April 2008 In: North American Actuarial Journal. [Full Text][Citation analysis] | article | 0 |
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. [Full Text][Citation analysis] | article | 1 |
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. [Full Text][Citation analysis] | article | 1 |
2000 | OXYGEN-DERIVED DOS FEATURES IN THE VALENCE BAND OF METALS In: Surface Review and Letters (SRL). [Full Text][Citation analysis] | article | 0 |
2012 | MICROSTRUCTURE AND WEAR PROPERTIES OF LASER CLADTiB2+ TiC/FeCOMPOSITE COATING In: Surface Review and Letters (SRL). [Full Text][Citation analysis] | article | 0 |
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