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Shuanming Li

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Wenyuan Wang & Ping Chen & Shuanming Li, 2019. "Generalized Expected Discounted Penalty Function at General Drawdown for L\'{e}vy Risk Processes," Papers 1906.01449, arXiv.org.

    Cited by:

    1. Wenyuan Wang & Xueyuan Wu & Cheng Chi, 2019. "Optimal implementation delay of taxation with trade-off for L\'{e}vy risk Processes," Papers 1910.08158, arXiv.org.
    2. Leonie Violetta Brinker, 2021. "Minimal Expected Time in Drawdown through Investment for an Insurance Diffusion Model," Risks, MDPI, vol. 9(1), pages 1-18, January.

  2. Li, Shuanming & Garrido, José, 2002. "On the time value of ruin in the discrete time risk model," DEE - Working Papers. Business Economics. WB wb021812, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.

    Cited by:

    1. Claude Lefèvre & Stéphane Loisel, 2008. "On Finite-Time Ruin Probabilities for Classical Risk Models," Post-Print hal-00168958, HAL.
    2. Gerber, Hans U. & Shiu, Elias S.W. & Yang, Hailiang, 2010. "An elementary approach to discrete models of dividend strategies," Insurance: Mathematics and Economics, Elsevier, vol. 46(1), pages 109-116, February.
    3. Pavlova, Kristina P. & Willmot, Gordon E., 2004. "The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function," Insurance: Mathematics and Economics, Elsevier, vol. 35(2), pages 267-277, October.
    4. Palmowski, Zbigniew & Ramsden, Lewis & Papaioannou, Apostolos D., 2024. "Gerber-Shiu theory for discrete risk processes in a regime switching environment," Applied Mathematics and Computation, Elsevier, vol. 467(C).

Articles

  1. Shuanming Li & Yi Lu, 2018. "On the Moments and the Distribution of Aggregate Discounted Claims in a Markovian Environment," Risks, MDPI, vol. 6(2), pages 1-16, May.

    Cited by:

    1. Sharifah Farah Syed Yusoff Alhabshi & Zamira Hasanah Zamzuri & Siti Norafidah Mohd Ramli, 2021. "Monte Carlo Simulation of the Moments of a Copula-Dependent Risk Process with Weibull Interwaiting Time," Risks, MDPI, vol. 9(6), pages 1-21, June.
    2. Jiandong Ren & Kristina Sendova & Ričardas Zitikis, 2019. "Special Issue “Risk, Ruin and Survival: Decision Making in Insurance and Finance”," Risks, MDPI, vol. 7(3), pages 1-7, September.

  2. S. Li & Wan Luo & Z. Jia & S. Tang & C. Chen, 2018. "The Pros and Cons of Encouraging Shallow Groundwater Use through Controlled Drainage in a Salt-Impacted Irrigation Area," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 32(7), pages 2475-2487, May.

    Cited by:

    1. Xu Dou & Haibin Shi & Ruiping Li & Qingfeng Miao & Feng Tian & Dandan Yu & Liying Zhou & Bo Wang, 2021. "Effects of Controlled Drainage on the Content Change and Migration of Moisture, Nutrients, and Salts in Soil and the Yield of Oilseed Sunflower in the Hetao Irrigation District," Sustainability, MDPI, vol. 13(17), pages 1-19, September.

  3. Li, Shuanming & Lu, Yi, 2017. "Distributional study of finite-time ruin related problems for the classical risk model," Applied Mathematics and Computation, Elsevier, vol. 315(C), pages 319-330.

    Cited by:

    1. He, Yue & Kawai, Reiichiro & Shimizu, Yasutaka & Yamazaki, Kazutoshi, 2023. "The Gerber-Shiu discounted penalty function: A review from practical perspectives," Insurance: Mathematics and Economics, Elsevier, vol. 109(C), pages 1-28.
    2. Yue He & Reiichiro Kawai & Yasutaka Shimizu & Kazutoshi Yamazaki, 2022. "The Gerber-Shiu discounted penalty function: A review from practical perspectives," Papers 2203.10680, arXiv.org, revised Dec 2022.
    3. Landriault, David & Li, Bin & Shi, Tianxiang & Xu, Di, 2019. "On the distribution of classic and some exotic ruin times," Insurance: Mathematics and Economics, Elsevier, vol. 89(C), pages 38-45.
    4. Bihao Su & Chenglong Xu & Jingchao Li, 2022. "A Deep Neural Network Approach to Solving for Seal’s Type Partial Integro-Differential Equation," Mathematics, MDPI, vol. 10(9), pages 1-21, May.

  4. Jin, Can & Li, Shuanming & Wu, Xueyuan, 2016. "On the occupation times in a delayed Sparre Andersen risk model with exponential claims," Insurance: Mathematics and Economics, Elsevier, vol. 71(C), pages 304-316.

    Cited by:

    1. Eckert, Johanna & Gatzert, Nadine, 2018. "Risk- and value-based management for non-life insurers under solvency constraints," European Journal of Operational Research, Elsevier, vol. 266(2), pages 761-774.
    2. Yingchun Deng & Xuan Huang & Ya Huang & Xuyan Xiang & Jieming Zhou, 2020. "n-Dimensional Laplace Transforms of Occupation Times for Pre-Exit Diffusion Processes," Indian Journal of Pure and Applied Mathematics, Springer, vol. 51(1), pages 345-360, March.

  5. Zhang, Nan & Jin, Zhuo & Li, Shuanming & Chen, Ping, 2016. "Optimal reinsurance under dynamic VaR constraint," Insurance: Mathematics and Economics, Elsevier, vol. 71(C), pages 232-243.

    Cited by:

    1. Ben Ammar, Semir & Braun, Alexander & Eling, Martin, 2016. "Asset Pricing and Extreme Event Risk: Common Factors in ILS Fund Returns," Working Papers on Finance 1621, University of St. Gallen, School of Finance.
    2. Guerra, M. & de Moura, A.B., 2021. "Reinsurance of multiple risks with generic dependence structures," Insurance: Mathematics and Economics, Elsevier, vol. 101(PB), pages 547-571.
    3. Wang, Ning & Zhang, Nan & Jin, Zhuo & Qian, Linyi, 2021. "Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints," Insurance: Mathematics and Economics, Elsevier, vol. 96(C), pages 168-184.
    4. Zhuo Jin & Zhixin Yang & Quan Yuan, 2019. "A Genetic Algorithm for Investment–Consumption Optimization with Value-at-Risk Constraint and Information-Processing Cost," Risks, MDPI, vol. 7(1), pages 1-15, March.
    5. Bi, Junna & Cai, Jun, 2019. "Optimal investment–reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets," Insurance: Mathematics and Economics, Elsevier, vol. 85(C), pages 1-14.
    6. Sun, Jingyun & Yao, Haixiang & Kang, Zhilin, 2019. "Robust optimal investment–reinsurance strategies for an insurer with multiple dependent risks," Insurance: Mathematics and Economics, Elsevier, vol. 89(C), pages 157-170.
    7. Katia Colaneri & Julia Eisenberg & Benedetta Salterini, 2022. "Some Optimisation Problems in Insurance with a Terminal Distribution Constraint," Papers 2206.04680, arXiv.org.

  6. Meng, Hui & Li, Shuanming & Jin, Zhuo, 2015. "A reinsurance game between two insurance companies with nonlinear risk processes," Insurance: Mathematics and Economics, Elsevier, vol. 62(C), pages 91-97.

    Cited by:

    1. Yanfei Bai & Zhongbao Zhou & Helu Xiao & Rui Gao & Feimin Zhong, 2019. "A hybrid stochastic differential reinsurance and investment game with bounded memory," Papers 1910.09834, arXiv.org.
    2. Zhang, Nan & Jin, Zhuo & Qian, Linyi & Fan, Kun, 2019. "Stochastic differential reinsurance games with capital injections," Insurance: Mathematics and Economics, Elsevier, vol. 88(C), pages 7-18.
    3. Yan, Ming & Peng, Fanyi & Zhang, Shuhua, 2017. "A reinsurance and investment game between two insurance companies with the different opinions about some extra information," Insurance: Mathematics and Economics, Elsevier, vol. 75(C), pages 58-70.
    4. Yanfei Bai & Zhongbao Zhou & Helu Xiao & Rui Gao & Feimin Zhong, 2021. "A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 94(3), pages 341-381, December.
    5. Wang, Ning & Zhang, Nan & Jin, Zhuo & Qian, Linyi, 2021. "Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints," Insurance: Mathematics and Economics, Elsevier, vol. 96(C), pages 168-184.
    6. Bai, Yanfei & Zhou, Zhongbao & Xiao, Helu & Gao, Rui & Zhong, Feimin, 2022. "A hybrid stochastic differential reinsurance and investment game with bounded memory," European Journal of Operational Research, Elsevier, vol. 296(2), pages 717-737.
    7. Søren Asmussen & Bent Jesper Christensen & Julie Thøgersen, 2019. "Stackelberg Equilibrium Premium Strategies for Push-Pull Competition in a Non-Life Insurance Market with Product Differentiation," Risks, MDPI, vol. 7(2), pages 1-23, May.
    8. Ning Bin & Huainian Zhu & Chengke Zhang, 2023. "Stochastic Differential Games on Optimal Investment and Reinsurance Strategy with Delay Under the CEV Model," Methodology and Computing in Applied Probability, Springer, vol. 25(2), pages 1-27, June.
    9. Asmussen, Søren & Christensen, Bent Jesper & Thøgersen, Julie, 2019. "Nash equilibrium premium strategies for push–pull competition in a frictional non-life insurance market," Insurance: Mathematics and Economics, Elsevier, vol. 87(C), pages 92-100.
    10. Zhu, Huainian & Cao, Ming & Zhang, Chengke, 2019. "Time-consistent investment and reinsurance strategies for mean-variance insurers with relative performance concerns under the Heston model," Finance Research Letters, Elsevier, vol. 30(C), pages 280-291.
    11. Guan, Guohui & Liang, Zongxia, 2016. "A stochastic Nash equilibrium portfolio game between two DC pension funds," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 237-244.
    12. Chen, Lv & Shen, Yang, 2019. "Stochastic Stackelberg differential reinsurance games under time-inconsistent mean–variance framework," Insurance: Mathematics and Economics, Elsevier, vol. 88(C), pages 120-137.
    13. Liu, Guo & Jin, Zhuo & Li, Shuanming & Zhang, Jiannan, 2022. "Stochastic asset allocation and reinsurance game under contagious claims," Finance Research Letters, Elsevier, vol. 49(C).

  7. Li, Jingchao & Dickson, David C.M. & Li, Shuanming, 2015. "Some ruin problems for the MAP risk model," Insurance: Mathematics and Economics, Elsevier, vol. 65(C), pages 1-8.

    Cited by:

    1. Dickson, David C.M., 2016. "A note on some joint distribution functions involving the time of ruin," Insurance: Mathematics and Economics, Elsevier, vol. 67(C), pages 120-124.
    2. Liu, Yang & Zhang, Xingfang & Ma, Weimin, 2017. "A new uncertain insurance model with variational lower limit," Insurance: Mathematics and Economics, Elsevier, vol. 74(C), pages 164-169.
    3. Yujuan Huang & Jing Li & Hengyu Liu & Wenguang Yu, 2021. "Estimating Ruin Probability in an Insurance Risk Model with Stochastic Premium Income Based on the CFS Method," Mathematics, MDPI, vol. 9(9), pages 1-17, April.
    4. Gajek, Lesław & Rudź, Marcin, 2018. "Banach Contraction Principle and ruin probabilities in regime-switching models," Insurance: Mathematics and Economics, Elsevier, vol. 80(C), pages 45-53.
    5. Shuanming Li & Yi Lu, 2018. "On the Moments and the Distribution of Aggregate Discounted Claims in a Markovian Environment," Risks, MDPI, vol. 6(2), pages 1-16, May.
    6. Li, Shuanming & Lu, Yi, 2017. "Distributional study of finite-time ruin related problems for the classical risk model," Applied Mathematics and Computation, Elsevier, vol. 315(C), pages 319-330.
    7. Jiechang Ruan & Wenguang Yu & Ke Song & Yihan Sun & Yujuan Huang & Xinliang Yu, 2019. "A Note on a Generalized Gerber–Shiu Discounted Penalty Function for a Compound Poisson Risk Model," Mathematics, MDPI, vol. 7(10), pages 1-12, September.
    8. Jingchao Li & Bihao Su & Zhenghong Wei & Ciyu Nie, 2022. "A Multinomial Approximation Approach for the Finite Time Survival Probability Under the Markov-modulated Risk Model," Methodology and Computing in Applied Probability, Springer, vol. 24(3), pages 2169-2194, September.

  8. S. Li & H. Hong, 2015. "Use of historical best track data to estimate typhoon wind hazard at selected sites in China," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 76(2), pages 1395-1414, March.

    Cited by:

    1. Si Han Li & Suresh Kumar, 2023. "Probable maximum tropical cyclone parameters for east and west coast of India," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 118(1), pages 859-866, August.
    2. S. H. Li & H. P. Hong, 2016. "Typhoon wind hazard estimation for China using an empirical track model," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 82(2), pages 1009-1029, June.
    3. Hong, Xu & Wan, Zhiqiang & Chen, Jianbing, 2023. "Parallel assessment of the tropical cyclone wind hazard at multiple locations using the probability density evolution method integrated with the change of probability measure," Reliability Engineering and System Safety, Elsevier, vol. 237(C).

  9. Li, Shuanming & Lu, Yi, 2014. "The density of the time of ruin in the classical risk model with a constant dividend barrier," Annals of Actuarial Science, Cambridge University Press, vol. 8(1), pages 63-78, March.

    Cited by:

    1. Shuanming Li & Yi Lu & Can Jin, 2016. "Number of Jumps in Two-Sided First-Exit Problems for a Compound Poisson Process," Methodology and Computing in Applied Probability, Springer, vol. 18(3), pages 747-764, September.

  10. Li, Shuanming & Ren, Jiandong, 2013. "The maximum severity of ruin in a perturbed risk process with Markovian arrivals," Statistics & Probability Letters, Elsevier, vol. 83(4), pages 993-998.

    Cited by:

    1. Liu, Baoliang & Wen, Yanqing & Qiu, Qingan & Shi, Haiyan & Chen, Jianhui, 2022. "Reliability analysis for multi-state systems under K-mixed redundancy strategy considering switching failure," Reliability Engineering and System Safety, Elsevier, vol. 228(C).
    2. Li, Jingchao & Dickson, David C.M. & Li, Shuanming, 2015. "Some ruin problems for the MAP risk model," Insurance: Mathematics and Economics, Elsevier, vol. 65(C), pages 1-8.

  11. Y. Zhang & S. Li, 2013. "Minimax theorems for scalar set-valued mappings with nonconvex domains and applications," Journal of Global Optimization, Springer, vol. 57(4), pages 1359-1373, December.

    Cited by:

    1. Nguyen Xuan Hai & Nguyen Hong Quan & Vo Viet Tri, 2023. "Some saddle-point theorems for vector-valued functions," Journal of Global Optimization, Springer, vol. 86(1), pages 141-161, May.

  12. Li, Shuanming & Lu, Yi, 2013. "On the generalized Gerber–Shiu function for surplus processes with interest," Insurance: Mathematics and Economics, Elsevier, vol. 52(2), pages 127-134.

    Cited by:

    1. He, Yue & Kawai, Reiichiro & Shimizu, Yasutaka & Yamazaki, Kazutoshi, 2023. "The Gerber-Shiu discounted penalty function: A review from practical perspectives," Insurance: Mathematics and Economics, Elsevier, vol. 109(C), pages 1-28.
    2. Yue He & Reiichiro Kawai & Yasutaka Shimizu & Kazutoshi Yamazaki, 2022. "The Gerber-Shiu discounted penalty function: A review from practical perspectives," Papers 2203.10680, arXiv.org, revised Dec 2022.
    3. Lee, Wing Yan & Willmot, Gordon E., 2014. "On the moments of the time to ruin in dependent Sparre Andersen models with emphasis on Coxian interclaim times," Insurance: Mathematics and Economics, Elsevier, vol. 59(C), pages 1-10.
    4. Jiechang Ruan & Wenguang Yu & Ke Song & Yihan Sun & Yujuan Huang & Xinliang Yu, 2019. "A Note on a Generalized Gerber–Shiu Discounted Penalty Function for a Compound Poisson Risk Model," Mathematics, MDPI, vol. 7(10), pages 1-12, September.

  13. Dickson, David C.M. & Li, Shuanming, 2013. "The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model," Insurance: Mathematics and Economics, Elsevier, vol. 52(3), pages 490-497.

    Cited by:

    1. Lanpeng Ji & Chunsheng Zhang, 2014. "A Duality Result for the Generalized Erlang Risk Model," Risks, MDPI, vol. 2(4), pages 1-11, November.
    2. Michael V. Boutsikas & Konstadinos Politis, 2017. "Exit Times, Overshoot and Undershoot for a Surplus Process in the Presence of an Upper Barrier," Methodology and Computing in Applied Probability, Springer, vol. 19(1), pages 75-95, March.
    3. Landriault, David & Shi, Tianxiang, 2015. "Occupation times in the MAP risk model," Insurance: Mathematics and Economics, Elsevier, vol. 60(C), pages 75-82.
    4. Wong, Jeff T.Y. & Cheung, Eric C.K., 2015. "On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps," Insurance: Mathematics and Economics, Elsevier, vol. 65(C), pages 280-290.
    5. Li, Yingqiu & Wei, Yushao & Peng, Zhaohui, 2021. "Occupation times for spectrally negative Lévy processes on the last exit time," Statistics & Probability Letters, Elsevier, vol. 175(C).

  14. Nie, Ciyu & Dickson, David C. M. & Li, Shuanming, 2011. "Minimizing the ruin probability through capital injections," Annals of Actuarial Science, Cambridge University Press, vol. 5(2), pages 195-209, September.

    Cited by:

    1. He, Yue & Kawai, Reiichiro & Shimizu, Yasutaka & Yamazaki, Kazutoshi, 2023. "The Gerber-Shiu discounted penalty function: A review from practical perspectives," Insurance: Mathematics and Economics, Elsevier, vol. 109(C), pages 1-28.
    2. Ramsden, Lewis & Papaioannou, Apostolos D., 2019. "Ruin probabilities under capital constraints," Insurance: Mathematics and Economics, Elsevier, vol. 88(C), pages 273-282.
    3. Julia Eisenberg & Paul Kruhner, 2016. "The Impact of Negative Interest Rates on Optimal Capital Injections," Papers 1612.06654, arXiv.org.
    4. Başak Bulut Karageyik & Şule Şahin, 2017. "Determination of the Optimal Retention Level Based on Different Measures," JRFM, MDPI, vol. 10(1), pages 1-21, January.
    5. Muhsin Tamturk, 2023. "Quantum Computing in Insurance Capital Modelling," Mathematics, MDPI, vol. 11(3), pages 1-13, January.
    6. Teng, Ye & Zhang, Zhimin, 2023. "On a time-changed Lévy risk model with capital injections and periodic observation," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 214(C), pages 290-314.
    7. A. S. Dibu & M. J. Jacob & Apostolos D. Papaioannou & Lewis Ramsden, 2021. "Delayed Capital Injections for a Risk Process with Markovian Arrivals," Methodology and Computing in Applied Probability, Springer, vol. 23(3), pages 1057-1076, September.
    8. Abouzar Bazyari, 2023. "On the Ruin Probabilities in a Discrete Time Insurance Risk Process with Capital Injections and Reinsurance," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 85(2), pages 1623-1650, August.
    9. Avram, F. & Badescu, A.L. & Pistorius, M.R. & Rabehasaina, L., 2016. "On a class of dependent Sparre Andersen risk models and a bailout application," Insurance: Mathematics and Economics, Elsevier, vol. 71(C), pages 27-39.
    10. Muhsin Tamturk & Sergey Utev, 2019. "Optimal Reinsurance via Dirac-Feynman Approach," Methodology and Computing in Applied Probability, Springer, vol. 21(2), pages 647-659, June.
    11. Muhsin Tamturk & Dominic Cortis & Mark Farrell, 2020. "Examining the Effects of Gradual Catastrophes on Capital Modelling and the Solvency of Insurers: The Case of COVID-19," Risks, MDPI, vol. 8(4), pages 1-13, December.
    12. Tamturk, Muhsin & Utev, Sergey, 2018. "Ruin probability via Quantum Mechanics Approach," Insurance: Mathematics and Economics, Elsevier, vol. 79(C), pages 69-74.
    13. Eisenberg, Julia & Krühner, Paul, 2018. "The impact of negative interest rates on optimal capital injections," Insurance: Mathematics and Economics, Elsevier, vol. 82(C), pages 1-10.
    14. Ramsden, Lewis & Papaioannou, Apostolos D., 2019. "On the time to ruin for a dependent delayed capital injection risk model," Applied Mathematics and Computation, Elsevier, vol. 352(C), pages 119-135.
    15. Hansjoerg Albrecher & Jevgenijs Ivanovs, 2013. "Power identities for L\'evy risk models under taxation and capital injections," Papers 1310.3052, arXiv.org, revised Mar 2014.

  15. Dickson, David C.M. & Li, Shuanming, 2010. "Finite time ruin problems for the Erlang(2) risk model," Insurance: Mathematics and Economics, Elsevier, vol. 46(1), pages 12-18, February.

    Cited by:

    1. Feng, Runhuan & Volkmer, Hans W., 2012. "Modeling credit value adjustment with downgrade-triggered termination clause using a ruin theoretic approach," Insurance: Mathematics and Economics, Elsevier, vol. 51(2), pages 409-421.
    2. Dickson, David C.M. & Li, Shuanming, 2013. "The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model," Insurance: Mathematics and Economics, Elsevier, vol. 52(3), pages 490-497.
    3. Wong, Jeff T.Y. & Cheung, Eric C.K., 2015. "On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps," Insurance: Mathematics and Economics, Elsevier, vol. 65(C), pages 280-290.
    4. Frostig, Esther & Pitts, Susan M. & Politis, Konstadinos, 2012. "The time to ruin and the number of claims until ruin for phase-type claims," Insurance: Mathematics and Economics, Elsevier, vol. 51(1), pages 19-25.
    5. Li, Shuanming & Lu, Yi, 2017. "Distributional study of finite-time ruin related problems for the classical risk model," Applied Mathematics and Computation, Elsevier, vol. 315(C), pages 319-330.

  16. Li, S. & Wu, J.Y., 2009. "Theoretical research of a silica gel-water adsorption chiller in a micro combined cooling, heating and power (CCHP) system," Applied Energy, Elsevier, vol. 86(6), pages 958-967, June.

    Cited by:

    1. Jung-Gil Lee & Kyung Jin Bae & Oh Kyung Kwon, 2020. "Performance Investigation of a Two-Bed Type Adsorption Chiller with Various Adsorbents," Energies, MDPI, vol. 13(10), pages 1-16, May.
    2. Xu, Xiao Xiao & Liu, Chao & Fu, Xiang & Gao, Hong & Li, Yourong, 2015. "Energy and exergy analyses of a modified combined cooling, heating, and power system using supercritical CO2," Energy, Elsevier, vol. 86(C), pages 414-422.
    3. Xu, Xiandong & Jia, Hongjie & Wang, Dan & Yu, David C. & Chiang, Hsiao-Dong, 2015. "Hierarchical energy management system for multi-source multi-product microgrids," Renewable Energy, Elsevier, vol. 78(C), pages 621-630.
    4. Sapienza, Alessio & Gullì, Giuseppe & Calabrese, Luigi & Palomba, Valeria & Frazzica, Andrea & Brancato, Vincenza & La Rosa, Davide & Vasta, Salvatore & Freni, Angelo & Bonaccorsi, Lucio & Cacciola, G, 2016. "An innovative adsorptive chiller prototype based on 3 hybrid coated/granular adsorbers," Applied Energy, Elsevier, vol. 179(C), pages 929-938.
    5. Lu, Z.S. & Wang, R.Z. & Xia, Z.Z. & Lu, X.R. & Yang, C.B. & Ma, Y.C. & Ma, G.B., 2013. "Study of a novel solar adsorption cooling system and a solar absorption cooling system with new CPC collectors," Renewable Energy, Elsevier, vol. 50(C), pages 299-306.
    6. Qian, Suxin & Gluesenkamp, Kyle & Hwang, Yunho & Radermacher, Reinhard & Chun, Ho-Hwan, 2013. "Cyclic steady state performance of adsorption chiller with low regeneration temperature zeolite," Energy, Elsevier, vol. 60(C), pages 517-526.
    7. Wu, J.Y. & Li, S., 2009. "Study on cyclic characteristics of silica gel–water adsorption cooling system driven by variable heat source," Energy, Elsevier, vol. 34(11), pages 1955-1962.
    8. Sapienza, Alessio & Santamaria, Salvatore & Frazzica, Andrea & Freni, Angelo & Aristov, Yuri I., 2014. "Dynamic study of adsorbers by a new gravimetric version of the Large Temperature Jump method," Applied Energy, Elsevier, vol. 113(C), pages 1244-1251.
    9. Wang, Dechang & Zhang, Jipeng & Tian, Xiaoliang & Liu, Dawei & Sumathy, K., 2014. "Progress in silica gel–water adsorption refrigeration technology," Renewable and Sustainable Energy Reviews, Elsevier, vol. 30(C), pages 85-104.
    10. Liu, Mingxi & Shi, Yang & Fang, Fang, 2012. "A new operation strategy for CCHP systems with hybrid chillers," Applied Energy, Elsevier, vol. 95(C), pages 164-173.
    11. Jradi, M. & Riffat, S., 2014. "Tri-generation systems: Energy policies, prime movers, cooling technologies, configurations and operation strategies," Renewable and Sustainable Energy Reviews, Elsevier, vol. 32(C), pages 396-415.
    12. Woo Su Lee & Moon Yong Park & Xuan Quang Duong & Ngoc Vi Cao & Jae Dong Chung, 2020. "Effects of Evaporator and Condenser in the Analysis of Adsorption Chillers," Energies, MDPI, vol. 13(8), pages 1-14, April.
    13. Jiang-Jiang, Wang & Chun-Fa, Zhang & You-Yin, Jing, 2010. "Multi-criteria analysis of combined cooling, heating and power systems in different climate zones in China," Applied Energy, Elsevier, vol. 87(4), pages 1247-1259, April.
    14. Manzela, André Aleixo & Hanriot, Sérgio Morais & Cabezas-Gómez, Luben & Sodré, José Ricardo, 2010. "Using engine exhaust gas as energy source for an absorption refrigeration system," Applied Energy, Elsevier, vol. 87(4), pages 1141-1148, April.
    15. Liu, Mingxi & Shi, Yang & Fang, Fang, 2014. "Combined cooling, heating and power systems: A survey," Renewable and Sustainable Energy Reviews, Elsevier, vol. 35(C), pages 1-22.
    16. Zhao, Y.L. & Hu, Eric & Blazewicz, Antoni, 2012. "A non-uniform pressure and transient boundary condition based dynamic modeling of the adsorption process of an adsorption refrigeration tube," Applied Energy, Elsevier, vol. 90(1), pages 280-287.
    17. Habib, Khairul & Choudhury, Biplab & Chatterjee, Pradip Kumar & Saha, Bidyut Baran, 2013. "Study on a solar heat driven dual-mode adsorption chiller," Energy, Elsevier, vol. 63(C), pages 133-141.
    18. Wu, Jing-yi & Wang, Jia-long & Li, Sheng, 2012. "Multi-objective optimal operation strategy study of micro-CCHP system," Energy, Elsevier, vol. 48(1), pages 472-483.
    19. Jabari, Farkhondeh & Nojavan, Sayyad & Mohammadi Ivatloo, Behnam, 2016. "Designing and optimizing a novel advanced adiabatic compressed air energy storage and air source heat pump based μ-Combined Cooling, heating and power system," Energy, Elsevier, vol. 116(P1), pages 64-77.
    20. Chen, C.J. & Wang, R.Z. & Xia, Z.Z. & Kiplagat, J.K. & Lu, Z.S., 2010. "Study on a compact silica gel-water adsorption chiller without vacuum valves: Design and experimental study," Applied Energy, Elsevier, vol. 87(8), pages 2673-2681, August.
    21. Jebasingh, V.K. & Herbert, G.M. Joselin, 2016. "A review of solar parabolic trough collector," Renewable and Sustainable Energy Reviews, Elsevier, vol. 54(C), pages 1085-1091.
    22. Sah, Ramesh P. & Choudhury, Biplab & Das, Ranadip K. & Sur, Anirban, 2017. "An overview of modelling techniques employed for performance simulation of low–grade heat operated adsorption cooling systems," Renewable and Sustainable Energy Reviews, Elsevier, vol. 74(C), pages 364-376.
    23. Luo, Huilong & Wang, Ruzhu & Dai, Yanjun, 2010. "The effects of operation parameter on the performance of a solar-powered adsorption chiller," Applied Energy, Elsevier, vol. 87(10), pages 3018-3022, October.
    24. Li, Longxi & Mu, Hailin & Gao, Weijun & Li, Miao, 2014. "Optimization and analysis of CCHP system based on energy loads coupling of residential and office buildings," Applied Energy, Elsevier, vol. 136(C), pages 206-216.
    25. Meng, Xiangyu & Yang, Fusheng & Bao, Zewei & Deng, Jianqiang & Serge, Nyallang N. & Zhang, Zaoxiao, 2010. "Theoretical study of a novel solar trigeneration system based on metal hydrides," Applied Energy, Elsevier, vol. 87(6), pages 2050-2061, June.
    26. Oyewunmi, Oyeniyi A. & Taleb, Aly I. & Haslam, Andrew J. & Markides, Christos N., 2016. "On the use of SAFT-VR Mie for assessing large-glide fluorocarbon working-fluid mixtures in organic Rankine cycles," Applied Energy, Elsevier, vol. 163(C), pages 263-282.
    27. Zhang, Weijiang & Yao, Ye & He, Beixing & Wang, Rongshun, 2011. "The energy-saving characteristic of silica gel regeneration with high-intensity ultrasound," Applied Energy, Elsevier, vol. 88(6), pages 2146-2156, June.
    28. Santamaria, Salvatore & Sapienza, Alessio & Frazzica, Andrea & Freni, Angelo & Girnik, Ilya S. & Aristov, Yuri I., 2014. "Water adsorption dynamics on representative pieces of real adsorbers for adsorptive chillers," Applied Energy, Elsevier, vol. 134(C), pages 11-19.
    29. Alahmer, Ali & Wang, Xiaolin & Al-Rbaihat, Raed & Amanul Alam, K.C. & Saha, B.B., 2016. "Performance evaluation of a solar adsorption chiller under different climatic conditions," Applied Energy, Elsevier, vol. 175(C), pages 293-304.
    30. Allouhi, A. & Kousksou, T. & Jamil, A. & Zeraouli, Y., 2014. "Modeling of a thermal adsorber powered by solar energy for refrigeration applications," Energy, Elsevier, vol. 75(C), pages 589-596.
    31. Wei, Maolin & Yuan, Weixing & Fu, Lin & Zhang, Shigang & Zhao, Xiling, 2018. "Summer performance analysis of coal-based CCHP with new configurations comparing with separate system," Energy, Elsevier, vol. 143(C), pages 104-113.
    32. Mahesh, A., 2017. "Solar collectors and adsorption materials aspects of cooling system," Renewable and Sustainable Energy Reviews, Elsevier, vol. 73(C), pages 1300-1312.
    33. Alahmer, Ali & Ajib, Salman & Wang, Xiaolin, 2019. "Comprehensive strategies for performance improvement of adsorption air conditioning systems: A review," Renewable and Sustainable Energy Reviews, Elsevier, vol. 99(C), pages 138-158.
    34. El Fadar, Abdellah, 2015. "Thermal behavior and performance assessment of a solar adsorption cooling system with finned adsorber," Energy, Elsevier, vol. 83(C), pages 674-684.
    35. Kim, Min-Hwi & Dong, Hae-Won & Park, Joon-Young & Jeong, Jae-Weon, 2016. "Primary energy savings in desiccant and evaporative cooling-assisted 100% outdoor air system combined with a fuel cell," Applied Energy, Elsevier, vol. 180(C), pages 446-456.
    36. Murugan, S. & Horák, Bohumil, 2016. "Tri and polygeneration systems - A review," Renewable and Sustainable Energy Reviews, Elsevier, vol. 60(C), pages 1032-1051.
    37. Wang, Dechang & Zhang, Jipeng & Yang, Qirong & Li, Na & Sumathy, K., 2014. "Study of adsorption characteristics in silica gel–water adsorption refrigeration," Applied Energy, Elsevier, vol. 113(C), pages 734-741.
    38. Ge, Y.T. & Tassou, S.A. & Suamir, I.N., 2013. "Prediction and analysis of the seasonal performance of tri-generation and CO2 refrigeration systems in supermarkets," Applied Energy, Elsevier, vol. 112(C), pages 898-906.
    39. Sah, Ramesh P. & Choudhury, Biplab & Das, Ranadip K., 2015. "A review on adsorption cooling systems with silica gel and carbon as adsorbents," Renewable and Sustainable Energy Reviews, Elsevier, vol. 45(C), pages 123-134.
    40. Wang, Jiangjiang & Zhai, Zhiqiang (John) & Jing, Youyin & Zhang, Chunfa, 2011. "Influence analysis of building types and climate zones on energetic, economic and environmental performances of BCHP systems," Applied Energy, Elsevier, vol. 88(9), pages 3097-3112.
    41. Calise, Francesco & Dentice d'Accadia, Massimo & Figaj, Rafal Damian & Vanoli, Laura, 2016. "A novel solar-assisted heat pump driven by photovoltaic/thermal collectors: Dynamic simulation and thermoeconomic optimization," Energy, Elsevier, vol. 95(C), pages 346-366.
    42. Wang, Jiang-Jiang & Jing, You-Yin & Zhang, Chun-Fa & Zhai, Zhiqiang (John), 2011. "Performance comparison of combined cooling heating and power system in different operation modes," Applied Energy, Elsevier, vol. 88(12), pages 4621-4631.
    43. Askalany, Ahmed A. & Saha, Bidyut B. & Kariya, Keishi & Ismail, Ibrahim M. & Salem, Mahmoud & Ali, Ahmed H.H. & Morsy, Mahmoud G., 2012. "Hybrid adsorption cooling systems–An overview," Renewable and Sustainable Energy Reviews, Elsevier, vol. 16(8), pages 5787-5801.
    44. Goyal, Parash & Baredar, Prashant & Mittal, Arvind & Siddiqui, Ameenur. R., 2016. "Adsorption refrigeration technology – An overview of theory and its solar energy applications," Renewable and Sustainable Energy Reviews, Elsevier, vol. 53(C), pages 1389-1410.

  17. Lu, Yi & Li, Shuanming, 2009. "The Markovian regime-switching risk model with a threshold dividend strategy," Insurance: Mathematics and Economics, Elsevier, vol. 44(2), pages 296-303, April.

    Cited by:

    1. Brinker, Leonie Violetta & Eisenberg, Julia, 2021. "Dividend optimisation: A behaviouristic approach," Insurance: Mathematics and Economics, Elsevier, vol. 101(PB), pages 202-224.
    2. He, Yue & Kawai, Reiichiro & Shimizu, Yasutaka & Yamazaki, Kazutoshi, 2023. "The Gerber-Shiu discounted penalty function: A review from practical perspectives," Insurance: Mathematics and Economics, Elsevier, vol. 109(C), pages 1-28.
    3. Chen, Mi & Yuen, Kam Chuen & Guo, Junyi, 2014. "Survival probabilities in a discrete semi-Markov risk model," Applied Mathematics and Computation, Elsevier, vol. 232(C), pages 205-215.
    4. Qinjing Qiu & Reiichiro Kawai, 2023. "Iterative Weak Approximation and Hard Bounds for Switching Diffusion," Journal of Theoretical Probability, Springer, vol. 36(2), pages 1003-1036, June.
    5. Yue He & Reiichiro Kawai & Yasutaka Shimizu & Kazutoshi Yamazaki, 2022. "The Gerber-Shiu discounted penalty function: A review from practical perspectives," Papers 2203.10680, arXiv.org, revised Dec 2022.
    6. Wuyuan Jiang & Zhaojun Yang, 2014. "The expected discounted penalty function for two classes of risk processes perturbed by diffusion with multiple thresholds," Indian Journal of Pure and Applied Mathematics, Springer, vol. 45(4), pages 479-495, August.
    7. Sotomayor, Luz R. & Cadenillas, Abel, 2011. "Classical and singular stochastic control for the optimal dividend policy when there is regime switching," Insurance: Mathematics and Economics, Elsevier, vol. 48(3), pages 344-354, May.
    8. Chadjiconstantinidis, Stathis & Papaioannou, Apostolos D., 2009. "Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims," Insurance: Mathematics and Economics, Elsevier, vol. 45(3), pages 470-484, December.
    9. Li, Shuanming & Lu, Yi, 2009. "The distribution of total dividend payments in a Sparre Andersen model," Statistics & Probability Letters, Elsevier, vol. 79(9), pages 1246-1251, May.
    10. Jiang, Wuyuan & Yang, Zhaojun & Li, Xinping, 2012. "The discounted penalty function with multi-layer dividend strategy in the phase-type risk model," Statistics & Probability Letters, Elsevier, vol. 82(7), pages 1358-1366.
    11. Brill, Percy H. & Yu, Kaiqi, 2011. "Analysis of risk models using a level crossing technique," Insurance: Mathematics and Economics, Elsevier, vol. 49(3), pages 298-309.

  18. Li, Shuanming & Lu, Yi, 2009. "The distribution of total dividend payments in a Sparre Andersen model," Statistics & Probability Letters, Elsevier, vol. 79(9), pages 1246-1251, May.

    Cited by:

    1. Jin, Can & Li, Shuanming & Wu, Xueyuan, 2016. "On the occupation times in a delayed Sparre Andersen risk model with exponential claims," Insurance: Mathematics and Economics, Elsevier, vol. 71(C), pages 304-316.

  19. S. Li & M. Li, 2009. "Levitin–Polyak well-posedness of vector equilibrium problems," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 69(1), pages 125-140, March.

    Cited by:

    1. J. W. Chen & Y. J. Cho & S. A. Khan & Z. Wan & C. F. Wen, 2015. "The Levitin-Polyak well-posedness by perturbations for systems of general variational inclusion and disclusion problems," Indian Journal of Pure and Applied Mathematics, Springer, vol. 46(6), pages 901-920, December.
    2. Jia-Wei Chen & Zhongping Wan & Yeol Cho, 2013. "Levitin–Polyak well-posedness by perturbations for systems of set-valued vector quasi-equilibrium problems," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 77(1), pages 33-64, February.

  20. Li, Shuanming & Lu, Yi, 2008. "The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model," ASTIN Bulletin, Cambridge University Press, vol. 38(1), pages 53-71, May.

    Cited by:

    1. Zan Yu & Lianzeng Zhang, 2024. "Computing the Gerber-Shiu function with interest and a constant dividend barrier by physics-informed neural networks," Papers 2401.04378, arXiv.org.
    2. Lu, Yi & Li, Shuanming, 2009. "The Markovian regime-switching risk model with a threshold dividend strategy," Insurance: Mathematics and Economics, Elsevier, vol. 44(2), pages 296-303, April.
    3. He, Yue & Kawai, Reiichiro & Shimizu, Yasutaka & Yamazaki, Kazutoshi, 2023. "The Gerber-Shiu discounted penalty function: A review from practical perspectives," Insurance: Mathematics and Economics, Elsevier, vol. 109(C), pages 1-28.
    4. Yue He & Reiichiro Kawai & Yasutaka Shimizu & Kazutoshi Yamazaki, 2022. "The Gerber-Shiu discounted penalty function: A review from practical perspectives," Papers 2203.10680, arXiv.org, revised Dec 2022.
    5. Jiang, Wuyuan & Yang, Zhaojun & Li, Xinping, 2012. "The discounted penalty function with multi-layer dividend strategy in the phase-type risk model," Statistics & Probability Letters, Elsevier, vol. 82(7), pages 1358-1366.
    6. Li, Shuanming & Ren, Jiandong, 2013. "The maximum severity of ruin in a perturbed risk process with Markovian arrivals," Statistics & Probability Letters, Elsevier, vol. 83(4), pages 993-998.
    7. Cheung, Eric C.K. & Landriault, David, 2010. "A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model," Insurance: Mathematics and Economics, Elsevier, vol. 46(1), pages 127-134, February.
    8. Cheung, Eric C.K. & Feng, Runhuan, 2013. "A unified analysis of claim costs up to ruin in a Markovian arrival risk model," Insurance: Mathematics and Economics, Elsevier, vol. 53(1), pages 98-109.
    9. Li, Jingchao & Dickson, David C.M. & Li, Shuanming, 2015. "Some ruin problems for the MAP risk model," Insurance: Mathematics and Economics, Elsevier, vol. 65(C), pages 1-8.

  21. Shuanming Li, 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," North American Actuarial Journal, Taylor & Francis Journals, vol. 12(2), pages 208-210.

    Cited by:

    1. Ren, Jiandong, 2009. "A connection between the discounted and non-discounted expected penalty functions in the Sparre Andersen risk model," Statistics & Probability Letters, Elsevier, vol. 79(3), pages 324-330, February.

  22. Shuanming Li, 2008. "The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model," North American Actuarial Journal, Taylor & Francis Journals, vol. 12(4), pages 413-425.

    Cited by:

    1. Lkabous, Mohamed Amine & Wang, Zijia, 2023. "On the area in the red of Lévy risk processes and related quantities," Insurance: Mathematics and Economics, Elsevier, vol. 111(C), pages 257-278.
    2. Li, Shuanming & Lu, Yi, 2009. "The distribution of total dividend payments in a Sparre Andersen model," Statistics & Probability Letters, Elsevier, vol. 79(9), pages 1246-1251, May.
    3. Lanpeng Ji & Chunsheng Zhang, 2014. "A Duality Result for the Generalized Erlang Risk Model," Risks, MDPI, vol. 2(4), pages 1-11, November.
    4. Dickson, David C.M. & Li, Shuanming, 2013. "The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model," Insurance: Mathematics and Economics, Elsevier, vol. 52(3), pages 490-497.
    5. Jiang, Wuyuan & Yang, Zhaojun & Li, Xinping, 2012. "The discounted penalty function with multi-layer dividend strategy in the phase-type risk model," Statistics & Probability Letters, Elsevier, vol. 82(7), pages 1358-1366.
    6. Li, Shuanming & Ren, Jiandong, 2013. "The maximum severity of ruin in a perturbed risk process with Markovian arrivals," Statistics & Probability Letters, Elsevier, vol. 83(4), pages 993-998.

  23. Shuanming Li, 2008. "“On the Laplace Transform of the Aggregate Discounted Claims with Markovian Arrivals,” Jiandong Ren, April 2008," North American Actuarial Journal, Taylor & Francis Journals, vol. 12(4), pages 443-445.

    Cited by:

    1. Shuanming Li & Yi Lu, 2018. "On the Moments and the Distribution of Aggregate Discounted Claims in a Markovian Environment," Risks, MDPI, vol. 6(2), pages 1-16, May.

  24. Shuanming Li & Yi Lu, 2007. "Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model," North American Actuarial Journal, Taylor & Francis Journals, vol. 11(2), pages 65-76.

    Cited by:

    1. Lu, Yi & Li, Shuanming, 2009. "The Markovian regime-switching risk model with a threshold dividend strategy," Insurance: Mathematics and Economics, Elsevier, vol. 44(2), pages 296-303, April.
    2. Ping Chen & Hailiang Yang, 2010. "Pension funding problem with regime‐switching geometric Brownian motion assets and liabilities," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 26(2), pages 125-141, March.
    3. Chen, Ping & Yam, S.C.P., 2013. "Optimal proportional reinsurance and investment with regime-switching for mean–variance insurers," Insurance: Mathematics and Economics, Elsevier, vol. 53(3), pages 871-883.
    4. Li, Shuanming & Lu, Yi, 2009. "The distribution of total dividend payments in a Sparre Andersen model," Statistics & Probability Letters, Elsevier, vol. 79(9), pages 1246-1251, May.
    5. Cheung, Eric C.K. & Landriault, David, 2010. "A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model," Insurance: Mathematics and Economics, Elsevier, vol. 46(1), pages 127-134, February.
    6. Cheung, Eric C.K. & Feng, Runhuan, 2013. "A unified analysis of claim costs up to ruin in a Markovian arrival risk model," Insurance: Mathematics and Economics, Elsevier, vol. 53(1), pages 98-109.
    7. Palmowski, Zbigniew & Ramsden, Lewis & Papaioannou, Apostolos D., 2024. "Gerber-Shiu theory for discrete risk processes in a regime switching environment," Applied Mathematics and Computation, Elsevier, vol. 467(C).
    8. Zhengjun Jiang & Martijn Pistorius, 2012. "Optimal dividend distribution under Markov regime switching," Finance and Stochastics, Springer, vol. 16(3), pages 449-476, July.
    9. Brill, Percy H. & Yu, Kaiqi, 2011. "Analysis of risk models using a level crossing technique," Insurance: Mathematics and Economics, Elsevier, vol. 49(3), pages 298-309.

  25. Li, Shuanming & Dickson, David C.M., 2006. "The maximum surplus before ruin in an Erlang(n) risk process and related problems," Insurance: Mathematics and Economics, Elsevier, vol. 38(3), pages 529-539, June.

    Cited by:

    1. Kim, Bara & Kim, Hwa-Sung & Kim, Jeongsim, 2008. "A risk model with paying dividends and random environment," Insurance: Mathematics and Economics, Elsevier, vol. 42(2), pages 717-726, April.
    2. Chadjiconstantinidis, Stathis & Papaioannou, Apostolos D., 2009. "Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims," Insurance: Mathematics and Economics, Elsevier, vol. 45(3), pages 470-484, December.
    3. Li, Shuanming & Lu, Yi, 2009. "The distribution of total dividend payments in a Sparre Andersen model," Statistics & Probability Letters, Elsevier, vol. 79(9), pages 1246-1251, May.
    4. Li, Shuanming & Ren, Jiandong, 2013. "The maximum severity of ruin in a perturbed risk process with Markovian arrivals," Statistics & Probability Letters, Elsevier, vol. 83(4), pages 993-998.
    5. Cheung, Eric C.K. & Landriault, David, 2010. "A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model," Insurance: Mathematics and Economics, Elsevier, vol. 46(1), pages 127-134, February.

  26. Li, Shuanming & Garrido, José, 2005. "Ruin Probabilities for Two Classes of Risk Processes," ASTIN Bulletin, Cambridge University Press, vol. 35(1), pages 61-77, May.

    Cited by:

    1. Covrig Mihaela & Serban Radu, 2008. "About Risk Process Estimation Techniques Employed By A Virtual Organization Which Is Directed Towards The Insurance Business," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 2(1), pages 841-847, May.
    2. He Liu & Zhenhua Bao, 2015. "On a Discrete Interaction Risk Model with Delayed Claims," JRFM, MDPI, vol. 8(4), pages 1-14, September.
    3. Chadjiconstantinidis, Stathis & Papaioannou, Apostolos D., 2009. "Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims," Insurance: Mathematics and Economics, Elsevier, vol. 45(3), pages 470-484, December.
    4. Diko, Peter & Usábel, Miguel, 2011. "A numerical method for the expected penalty-reward function in a Markov-modulated jump-diffusion process," Insurance: Mathematics and Economics, Elsevier, vol. 49(1), pages 126-131, July.

  27. Li, Shuanming & Lu, Yi, 2005. "On the expected discounted penalty functions for two classes of risk processes," Insurance: Mathematics and Economics, Elsevier, vol. 36(2), pages 179-193, April.

    Cited by:

    1. Liu, Guoxin & Wang, Ying, 2008. "On the expected discounted penalty function for the continuous-time compound binomial risk model," Statistics & Probability Letters, Elsevier, vol. 78(15), pages 2446-2455, October.
    2. Morales, Manuel, 2007. "On the expected discounted penalty function for a perturbed risk process driven by a subordinator," Insurance: Mathematics and Economics, Elsevier, vol. 40(2), pages 293-301, March.
    3. Wuyuan Jiang & Zhaojun Yang, 2014. "The expected discounted penalty function for two classes of risk processes perturbed by diffusion with multiple thresholds," Indian Journal of Pure and Applied Mathematics, Springer, vol. 45(4), pages 479-495, August.
    4. Chadjiconstantinidis, Stathis & Papaioannou, Apostolos D., 2009. "Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims," Insurance: Mathematics and Economics, Elsevier, vol. 45(3), pages 470-484, December.
    5. Huang, Tao & Zhao, Ruiqing & Tang, Wansheng, 2009. "Risk model with fuzzy random individual claim amount," European Journal of Operational Research, Elsevier, vol. 192(3), pages 879-890, February.

  28. Shuanming Li, 2005. "“The Time Value of Ruin in a Sparre Andersen Model,” Hans U. Gerber and Elias S. W. Shiu, July 2005," North American Actuarial Journal, Taylor & Francis Journals, vol. 9(2), pages 78-80.

    Cited by:

    1. Jing Wang & Zbigniew Palmowski & Corina Constantinescu, 2021. "How Much We Gain by Surplus-Dependent Premiums—Asymptotic Analysis of Ruin Probability," Risks, MDPI, vol. 9(9), pages 1-17, August.

  29. Lu, Yi & Li, Shuanming, 2005. "On the probability of ruin in a Markov-modulated risk model," Insurance: Mathematics and Economics, Elsevier, vol. 37(3), pages 522-532, December.

    Cited by:

    1. Moussa Kounta & Nathan J. Dawson, 2021. "Linear Quadratic Gaussian Homing for Markov Processes with Regime Switching and Applications to Controlled Population Growth/Decay," Methodology and Computing in Applied Probability, Springer, vol. 23(3), pages 1155-1172, September.
    2. Chen, Mi & Yuen, Kam Chuen & Guo, Junyi, 2014. "Survival probabilities in a discrete semi-Markov risk model," Applied Mathematics and Computation, Elsevier, vol. 232(C), pages 205-215.
    3. Zhu, Jinxia & Yang, Hailiang, 2008. "Ruin theory for a Markov regime-switching model under a threshold dividend strategy," Insurance: Mathematics and Economics, Elsevier, vol. 42(1), pages 311-318, February.
    4. Ivanovs, Jevgenijs & Boxma, Onno & Mandjes, Michel, 2010. "Singularities of the matrix exponent of a Markov additive process with one-sided jumps," Stochastic Processes and their Applications, Elsevier, vol. 120(9), pages 1776-1794, August.
    5. Sotomayor, Luz R. & Cadenillas, Abel, 2011. "Classical and singular stochastic control for the optimal dividend policy when there is regime switching," Insurance: Mathematics and Economics, Elsevier, vol. 48(3), pages 344-354, May.
    6. Yujuan Huang & Wenguang Yu, 2013. "Studies on a Double Poisson-Geometric Insurance Risk Model with Interference," Discrete Dynamics in Nature and Society, Hindawi, vol. 2013, pages 1-8, April.
    7. Boudreault, Mathieu & Cossette, Hélène & Marceau, Étienne, 2014. "Risk models with dependence between claim occurrences and severities for Atlantic hurricanes," Insurance: Mathematics and Economics, Elsevier, vol. 54(C), pages 123-132.
    8. F. Baltazar-Larios & Luz Judith R. Esparza, 2022. "Statistical Inference for Partially Observed Markov-Modulated Diffusion Risk Model," Methodology and Computing in Applied Probability, Springer, vol. 24(2), pages 571-593, June.
    9. Shao, Jia & Papaioannou, Apostolos D. & Pantelous, Athanasios A., 2017. "Pricing and simulating catastrophe risk bonds in a Markov-dependent environment," Applied Mathematics and Computation, Elsevier, vol. 309(C), pages 68-84.
    10. Wang, Zijia & Landriault, David & Li, Shu, 2021. "An insurance risk process with a generalized income process: A solvency analysis," Insurance: Mathematics and Economics, Elsevier, vol. 98(C), pages 133-146.
    11. Xin Zhang, 2008. "On the Ruin Problem in a Markov-Modulated Risk Model," Methodology and Computing in Applied Probability, Springer, vol. 10(2), pages 225-238, June.
    12. Wang, Guanqing & Wang, Guojing & Yang, Hailiang, 2016. "On a multi-dimensional risk model with regime switching," Insurance: Mathematics and Economics, Elsevier, vol. 68(C), pages 73-83.
    13. Hyunjoo Yoo & Bara Kim & Jeongsim Kim & Jiwook Jang, 2020. "Transform approach for discounted aggregate claims in a risk model with descendant claims," Annals of Operations Research, Springer, vol. 293(1), pages 175-192, October.
    14. Jingchao Li & Bihao Su & Zhenghong Wei & Ciyu Nie, 2022. "A Multinomial Approximation Approach for the Finite Time Survival Probability Under the Markov-modulated Risk Model," Methodology and Computing in Applied Probability, Springer, vol. 24(3), pages 2169-2194, September.

  30. Li, Shuanming & Garrido, Jose, 2004. "On ruin for the Erlang(n) risk process," Insurance: Mathematics and Economics, Elsevier, vol. 34(3), pages 391-408, June.

    Cited by:

    1. Lin, X.Sheldon & Pavlova, Kristina P., 2006. "The compound Poisson risk model with a threshold dividend strategy," Insurance: Mathematics and Economics, Elsevier, vol. 38(1), pages 57-80, February.
    2. He, Yue & Kawai, Reiichiro & Shimizu, Yasutaka & Yamazaki, Kazutoshi, 2023. "The Gerber-Shiu discounted penalty function: A review from practical perspectives," Insurance: Mathematics and Economics, Elsevier, vol. 109(C), pages 1-28.
    3. Jing Wang & Zbigniew Palmowski & Corina Constantinescu, 2021. "How Much We Gain by Surplus-Dependent Premiums—Asymptotic Analysis of Ruin Probability," Risks, MDPI, vol. 9(9), pages 1-17, August.
    4. Kang Hu & Ya Huang & Yingchun Deng, 2023. "Estimating the Gerber–Shiu Function in the Two-Sided Jumps Risk Model by Laguerre Series Expansion," Mathematics, MDPI, vol. 11(9), pages 1-30, April.
    5. Georgios Psarrakos, 2016. "An Operator Property of the Distribution of a Nonhomogeneous Poisson Process with Applications," Methodology and Computing in Applied Probability, Springer, vol. 18(4), pages 1197-1215, December.
    6. Dickson, David C.M. & Li, Shuanming, 2010. "Finite time ruin problems for the Erlang(2) risk model," Insurance: Mathematics and Economics, Elsevier, vol. 46(1), pages 12-18, February.
    7. Yao, Kai & Qin, Zhongfeng, 2015. "A modified insurance risk process with uncertainty," Insurance: Mathematics and Economics, Elsevier, vol. 62(C), pages 227-233.
    8. Li, Shuanming & Lu, Yi, 2005. "On the expected discounted penalty functions for two classes of risk processes," Insurance: Mathematics and Economics, Elsevier, vol. 36(2), pages 179-193, April.
    9. Yang, Hu & Zhang, Zhimin, 2009. "The perturbed compound Poisson risk model with multi-layer dividend strategy," Statistics & Probability Letters, Elsevier, vol. 79(1), pages 70-78, January.
    10. Landriault, David & Willmot, Gordon, 2008. "On the Gerber-Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution," Insurance: Mathematics and Economics, Elsevier, vol. 42(2), pages 600-608, April.
    11. Albrecher, Hansjörg & Constantinescu, Corina & Pirsic, Gottlieb & Regensburger, Georg & Rosenkranz, Markus, 2010. "An algebraic operator approach to the analysis of Gerber-Shiu functions," Insurance: Mathematics and Economics, Elsevier, vol. 46(1), pages 42-51, February.
    12. Yue He & Reiichiro Kawai & Yasutaka Shimizu & Kazutoshi Yamazaki, 2022. "The Gerber-Shiu discounted penalty function: A review from practical perspectives," Papers 2203.10680, arXiv.org, revised Dec 2022.
    13. Renata G. Alcoforado & Agnieszka I. Bergel & Rui M. R. Cardoso & Alfredo D. Egídio dos Reis & Eugenio V. Rodríguez-Martínez, 2022. "Ruin and Dividend Measures in the Renewal Dual Risk Model," Methodology and Computing in Applied Probability, Springer, vol. 24(2), pages 537-569, June.
    14. Zhou, Ming & Cai, Jun, 2009. "A perturbed risk model with dependence between premium rates and claim sizes," Insurance: Mathematics and Economics, Elsevier, vol. 45(3), pages 382-392, December.
    15. Cheung, Eric C.K., 2013. "Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times," Insurance: Mathematics and Economics, Elsevier, vol. 53(2), pages 343-354.
    16. David Landriault & Jean-François Renaud & Xiaowen Zhou, 2014. "An Insurance Risk Model with Parisian Implementation Delays," Methodology and Computing in Applied Probability, Springer, vol. 16(3), pages 583-607, September.
    17. Cheung, Eric C.K. & Liu, Haibo & Willmot, Gordon E., 2018. "Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps," Applied Mathematics and Computation, Elsevier, vol. 331(C), pages 358-377.
    18. Yang, Hu & Zhang, Zhimin, 2008. "Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy," Insurance: Mathematics and Economics, Elsevier, vol. 42(3), pages 984-991, June.
    19. Zhou, Zhongbao & Xiao, Helu & Deng, Yingchun, 2015. "Markov-dependent risk model with multi-layer dividend strategy," Applied Mathematics and Computation, Elsevier, vol. 252(C), pages 273-286.
    20. Ehyter Matías Martín-González & Antonio Murillo-Salas & Henry Pantí, 2022. "Gerber-Shiu Function for a Class of Markov-Modulated Lévy Risk Processes with Two-Sided Jumps," Methodology and Computing in Applied Probability, Springer, vol. 24(4), pages 2779-2800, December.
    21. Li, Shuanming & Dickson, David C.M., 2006. "The maximum surplus before ruin in an Erlang(n) risk process and related problems," Insurance: Mathematics and Economics, Elsevier, vol. 38(3), pages 529-539, June.
    22. Zhimin Zhang & Hailiang Yang & Hu Yang, 2012. "On a Sparre Andersen Risk Model with Time-Dependent Claim Sizes and Jump-Diffusion Perturbation," Methodology and Computing in Applied Probability, Springer, vol. 14(4), pages 973-995, December.
    23. Albrecher, Hansjorg & Boxma, Onno J., 2005. "On the discounted penalty function in a Markov-dependent risk model," Insurance: Mathematics and Economics, Elsevier, vol. 37(3), pages 650-672, December.
    24. Chadjiconstantinidis, Stathis & Papaioannou, Apostolos D., 2009. "Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims," Insurance: Mathematics and Economics, Elsevier, vol. 45(3), pages 470-484, December.
    25. Lin, X. Sheldon & Sendova, Kristina P., 2008. "The compound Poisson risk model with multiple thresholds," Insurance: Mathematics and Economics, Elsevier, vol. 42(2), pages 617-627, April.
    26. Li, Shuanming & Lu, Yi, 2009. "The distribution of total dividend payments in a Sparre Andersen model," Statistics & Probability Letters, Elsevier, vol. 79(9), pages 1246-1251, May.
    27. Sun, Li-Juan, 2005. "The expected discounted penalty at ruin in the Erlang (2) risk process," Statistics & Probability Letters, Elsevier, vol. 72(3), pages 205-217, May.
    28. Chi, Yichun & Lin, X. Sheldon, 2011. "On the threshold dividend strategy for a generalized jump-diffusion risk model," Insurance: Mathematics and Economics, Elsevier, vol. 48(3), pages 326-337, May.
    29. Li, Shuanming & Garrido, Jose, 2004. "On a class of renewal risk models with a constant dividend barrier," Insurance: Mathematics and Economics, Elsevier, vol. 35(3), pages 691-701, December.
    30. Dickson, David C.M. & Li, Shuanming, 2013. "The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model," Insurance: Mathematics and Economics, Elsevier, vol. 52(3), pages 490-497.
    31. Zhang, Zhimin & Yang, Hu, 2010. "A generalized penalty function in the Sparre-Andersen risk model with two-sided jumps," Statistics & Probability Letters, Elsevier, vol. 80(7-8), pages 597-607, April.
    32. Feng, Runhuan, 2009. "On the total operating costs up to default in a renewal risk model," Insurance: Mathematics and Economics, Elsevier, vol. 45(2), pages 305-314, October.
    33. Ahn, Soohan & Badescu, Andrei L., 2007. "On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals," Insurance: Mathematics and Economics, Elsevier, vol. 41(2), pages 234-249, September.
    34. Franck Adékambi & Essodina Takouda, 2022. "On the Discounted Penalty Function in a Perturbed Erlang Renewal Risk Model With Dependence," Methodology and Computing in Applied Probability, Springer, vol. 24(2), pages 481-513, June.
    35. Landriault, David, 2008. "Constant dividend barrier in a risk model with interclaim-dependent claim sizes," Insurance: Mathematics and Economics, Elsevier, vol. 42(1), pages 31-38, February.
    36. Huynh, Mirabelle & Landriault, David & Shi, Tianxiang & Willmot, Gordon E., 2015. "On a risk model with claim investigation," Insurance: Mathematics and Economics, Elsevier, vol. 65(C), pages 37-45.
    37. Hélène Cossette & Etienne Marceau & Fouad Marri, 2011. "Constant Dividend Barrier in a Risk Model with a Generalized Farlie-Gumbel-Morgenstern Copula," Methodology and Computing in Applied Probability, Springer, vol. 13(3), pages 487-510, September.
    38. Wong, Jeff T.Y. & Cheung, Eric C.K., 2015. "On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps," Insurance: Mathematics and Economics, Elsevier, vol. 65(C), pages 280-290.
    39. Tsai, Cary Chi-Liang & Sun, Li-juan, 2004. "On the discounted distribution functions for the Erlang(2) risk process," Insurance: Mathematics and Economics, Elsevier, vol. 35(1), pages 5-19, August.
    40. Jin, Can & Li, Shuanming & Wu, Xueyuan, 2016. "On the occupation times in a delayed Sparre Andersen risk model with exponential claims," Insurance: Mathematics and Economics, Elsevier, vol. 71(C), pages 304-316.
    41. Albrecher, Hansjorg & Claramunt, M.Merce & Marmol, Maite, 2005. "On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(n) interclaim times," Insurance: Mathematics and Economics, Elsevier, vol. 37(2), pages 324-334, October.
    42. Ng, Andrew C.Y. & Yang, Hailiang, 2006. "On the joint distribution of surplus before and after ruin under a Markovian regime switching model," Stochastic Processes and their Applications, Elsevier, vol. 116(2), pages 244-266, February.
    43. Willmot, Gordon E. & Woo, Jae-Kyung, 2010. "Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts," Insurance: Mathematics and Economics, Elsevier, vol. 46(1), pages 32-41, February.
    44. Ambagaspitiya, Rohana S., 2009. "Ultimate ruin probability in the Sparre Andersen model with dependent claim sizes and claim occurrence times," Insurance: Mathematics and Economics, Elsevier, vol. 44(3), pages 464-472, June.
    45. Cossette, Hélène & Marceau, Etienne & Marri, Fouad, 2008. "On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula," Insurance: Mathematics and Economics, Elsevier, vol. 43(3), pages 444-455, December.
    46. Yi Lu, 2016. "On the Evaluation of Expected Penalties at Claim Instants That Cause Ruin in the Classical Risk Model," Methodology and Computing in Applied Probability, Springer, vol. 18(1), pages 237-255, March.
    47. Woo, Jae-Kyung & Cheung, Eric C.K., 2013. "A note on discounted compound renewal sums under dependency," Insurance: Mathematics and Economics, Elsevier, vol. 52(2), pages 170-179.
    48. Hu Yang & Zhimin Zhang, 2009. "On a class of renewal risk model with random income," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 25(6), pages 678-695, November.
    49. Huang, Tao & Zhao, Ruiqing & Tang, Wansheng, 2009. "Risk model with fuzzy random individual claim amount," European Journal of Operational Research, Elsevier, vol. 192(3), pages 879-890, February.
    50. Yunyun Wang & Wenguang Yu & Yujuan Huang & Xinliang Yu & Hongli Fan, 2019. "Estimating the Expected Discounted Penalty Function in a Compound Poisson Insurance Risk Model with Mixed Premium Income," Mathematics, MDPI, vol. 7(3), pages 1-25, March.
    51. Cheung, Eric C.K. & Landriault, David & Willmot, Gordon E. & Woo, Jae-Kyung, 2010. "Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models," Insurance: Mathematics and Economics, Elsevier, vol. 46(1), pages 117-126, February.
    52. Willmot, Gordon E. & Woo, Jae-Kyung, 2012. "On the analysis of a general class of dependent risk processes," Insurance: Mathematics and Economics, Elsevier, vol. 51(1), pages 134-141.
    53. Anna Castañer & M. Claramunt & Maite Mármol, 2012. "Ruin probability and time of ruin with a proportional reinsurance threshold strategy," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 20(3), pages 614-638, October.
    54. Eric C.K. Cheung & Haibo Liu & Jae-Kyung Woo, 2015. "On the Joint Analysis of the Total Discounted Payments to Policyholders and Shareholders: Dividend Barrier Strategy," Risks, MDPI, vol. 3(4), pages 1-24, November.
    55. Jiechang Ruan & Wenguang Yu & Ke Song & Yihan Sun & Yujuan Huang & Xinliang Yu, 2019. "A Note on a Generalized Gerber–Shiu Discounted Penalty Function for a Compound Poisson Risk Model," Mathematics, MDPI, vol. 7(10), pages 1-12, September.

  31. Li, Shuanming & Garrido, Jose, 2004. "On a class of renewal risk models with a constant dividend barrier," Insurance: Mathematics and Economics, Elsevier, vol. 35(3), pages 691-701, December.

    Cited by:

    1. Lu, Yi & Li, Shuanming, 2009. "The Markovian regime-switching risk model with a threshold dividend strategy," Insurance: Mathematics and Economics, Elsevier, vol. 44(2), pages 296-303, April.
    2. Lin, X.Sheldon & Pavlova, Kristina P., 2006. "The compound Poisson risk model with a threshold dividend strategy," Insurance: Mathematics and Economics, Elsevier, vol. 38(1), pages 57-80, February.
    3. Eckert, Johanna & Gatzert, Nadine, 2018. "Risk- and value-based management for non-life insurers under solvency constraints," European Journal of Operational Research, Elsevier, vol. 266(2), pages 761-774.
    4. Xie, Jie-hua & Zou, Wei, 2010. "Expected present value of total dividends in a delayed claims risk model under stochastic interest rates," Insurance: Mathematics and Economics, Elsevier, vol. 46(2), pages 415-422, April.
    5. Shi, Yafeng & Liu, Peng & Zhang, Chunsheng, 2013. "On the compound Poisson risk model with dependence and a threshold dividend strategy," Statistics & Probability Letters, Elsevier, vol. 83(9), pages 1998-2006.
    6. Yao, Kai & Qin, Zhongfeng, 2015. "A modified insurance risk process with uncertainty," Insurance: Mathematics and Economics, Elsevier, vol. 62(C), pages 227-233.
    7. Frostig, Esther, 2010. "Asymptotic analysis of a risk process with high dividend barrier," Insurance: Mathematics and Economics, Elsevier, vol. 47(1), pages 21-26, August.
    8. Yuen, Kam C. & Wang, Guojing & Li, Wai K., 2007. "The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier," Insurance: Mathematics and Economics, Elsevier, vol. 40(1), pages 104-112, January.
    9. Yang, Hu & Zhang, Zhimin, 2008. "Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy," Insurance: Mathematics and Economics, Elsevier, vol. 42(3), pages 984-991, June.
    10. Cheung, Eric C.K., 2011. "A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium," Insurance: Mathematics and Economics, Elsevier, vol. 48(3), pages 384-397, May.
    11. Li, Shu & Landriault, David & Lemieux, Christiane, 2015. "A risk model with varying premiums: Its risk management implications," Insurance: Mathematics and Economics, Elsevier, vol. 60(C), pages 38-46.
    12. Li, Shuanming & Dickson, David C.M., 2006. "The maximum surplus before ruin in an Erlang(n) risk process and related problems," Insurance: Mathematics and Economics, Elsevier, vol. 38(3), pages 529-539, June.
    13. Tang, Qihe & Wei, Li, 2010. "Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence," Insurance: Mathematics and Economics, Elsevier, vol. 46(1), pages 19-31, February.
    14. Chadjiconstantinidis, Stathis & Papaioannou, Apostolos D., 2009. "Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims," Insurance: Mathematics and Economics, Elsevier, vol. 45(3), pages 470-484, December.
    15. Sendova, Kristina P. & Yang, Chen & Zhang, Ruixi, 2018. "Dividend barrier strategy: Proceed with caution," Statistics & Probability Letters, Elsevier, vol. 137(C), pages 157-164.
    16. Liu, Zaiming & Li, Manman & Ameer, Sherbaz, 2009. "Methods for estimating optimal Dickson and Waters modification dividend barrier," Economic Modelling, Elsevier, vol. 26(5), pages 886-892, September.
    17. Geng, Xianmin & Wang, Ying, 2012. "The compound Pascal model with dividends paid under random interest," Statistics & Probability Letters, Elsevier, vol. 82(7), pages 1331-1336.
    18. Feng, Runhuan, 2009. "On the total operating costs up to default in a renewal risk model," Insurance: Mathematics and Economics, Elsevier, vol. 45(2), pages 305-314, October.
    19. Landriault, David, 2008. "Constant dividend barrier in a risk model with interclaim-dependent claim sizes," Insurance: Mathematics and Economics, Elsevier, vol. 42(1), pages 31-38, February.
    20. Jin, Can & Li, Shuanming & Wu, Xueyuan, 2016. "On the occupation times in a delayed Sparre Andersen risk model with exponential claims," Insurance: Mathematics and Economics, Elsevier, vol. 71(C), pages 304-316.
    21. Albrecher, Hansjorg & Claramunt, M.Merce & Marmol, Maite, 2005. "On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(n) interclaim times," Insurance: Mathematics and Economics, Elsevier, vol. 37(2), pages 324-334, October.
    22. Maite Teresa Marmol Jimenez & M. Mercedes Claramunt Bielsa, 2006. "Time of ruin in a risk model with generalized Erlang (n) interclaim times and a constant dividend barrier," Working Papers in Economics 157, Universitat de Barcelona. Espai de Recerca en Economia.

  32. Shuanming Li, 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," North American Actuarial Journal, Taylor & Francis Journals, vol. 7(3), pages 119-122.

    Cited by:

    1. Li, Shuanming & Lu, Yi, 2005. "On the expected discounted penalty functions for two classes of risk processes," Insurance: Mathematics and Economics, Elsevier, vol. 36(2), pages 179-193, April.
    2. Pavlova, Kristina P. & Willmot, Gordon E., 2004. "The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function," Insurance: Mathematics and Economics, Elsevier, vol. 35(2), pages 267-277, October.

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