IDEAS home Printed from https://ideas.repec.org/f/pli455.html
   My authors  Follow this author

Shuanming Li

Personal Details

First Name:Shuanming
Middle Name:
Last Name:Li
Suffix:
RePEc Short-ID:pli455
[This author has chosen not to make the email address public]
http://mercury.ecom.unimelb.edu.au/SITE/actwww/ActHome.shtml

Research output

as
Jump to: Working papers Articles

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.
  2. Li, Hong & Xin, Hongwei & Burns, Robert & Roberts, S. & Li, S. & Kliebenstein, James & Bregendahl, K., 2012. "Reducing Ammonia Emissions from Laying-Hen Houses through Dietary Manipulation," Staff General Research Papers Archive 35982, Iowa State University, Department of Economics.
  3. 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.
  4. Li, D.D. & Li, S., 1992. "Information, Control Right and Distressed Firms' Choices Between Workoutss and Bankruptcy," Papers 93-08, Michigan - Center for Research on Economic & Social Theory.

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.
  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.
  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.
  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.
  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.
  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.
  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.
  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.
  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.
  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.
  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.
  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.
  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.
  14. X. H. Wang & M. Zhang & B. S. Du & S. Li, 2012. "MICROSTRUCTURE AND WEAR PROPERTIES OF LASER CLADTiB2+ TiC/FeCOMPOSITE COATING," Surface Review and Letters (SRL), World Scientific Publishing Co. Pte. Ltd., vol. 19(05), pages 1-10.
  15. 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.
  16. 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.
  17. Wu, Xueyuan & Li, Shuanming, 2010. "Matrix-Form Recursions for a Family of Compound Distributions," ASTIN Bulletin, Cambridge University Press, vol. 40(1), pages 351-368, May.
  18. S. He & S. Li & H. R. Ma, 2010. "Integrating fluctuations into distribution of resources in transportation networks," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 76(1), pages 31-36, July.
  19. 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.
  20. 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.
  21. 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.
  22. S. Li, 2009. "Matrix-based decomposition algorithms for engineering applications: the survey and generic framework," International Journal of Product Development, Inderscience Enterprises Ltd, vol. 9(1/2/3), pages 78-110.
  23. 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.
  24. 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.
  25. 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.
  26. 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.
  27. 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.
  28. 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.
  29. 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.
  30. 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.
  31. 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.
  32. 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.
  33. 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.
  34. 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.
  35. 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.
  36. 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.
  37. Chang Q. Sun & S. Li, 2000. "Oxygen-Derived Dos Features In The Valence Band Of Metals," Surface Review and Letters (SRL), World Scientific Publishing Co. Pte. Ltd., vol. 7(03), pages 213-217.
  38. Tu, E. J. -C. & Liang, J. & Li, S., 1990. "Mortality decline and Chinese family structure: Implications for old age support," Health Policy, Elsevier, vol. 14(2c), pages 159-160.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (2) 2003-03-10 2019-06-17
  2. NEP-IAS: Insurance Economics (1) 2019-06-17

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Shuanming Li should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.