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Details about Shuanming Li

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Homepage:http://mercury.ecom.unimelb.edu.au/SITE/actwww/ActHome.shtml

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Last updated 2019-06-17. Update your information in the RePEc Author Service.

Short-id: pli455


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Working Papers

2019

  1. Generalized Expected Discounted Penalty Function at General Drawdown for L\'{e}vy Risk Processes
    Papers, arXiv.org Downloads

2012

  1. Reducing Ammonia Emissions from Laying-Hen Houses through Dietary Manipulation
    Staff General Research Papers Archive, Iowa State University, Department of Economics

2002

  1. On the time value of ruin in the discrete time risk model
    DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa Downloads View citations (2)

1992

  1. Information, Control Right and Distressed Firms' Choices Between Workoutss and Bankruptcy
    Working Papers, Michigan - Center for Research on Economic & Social Theory

Journal Articles

2018

  1. On the Moments and the Distribution of Aggregate Discounted Claims in a Markovian Environment
    Risks, 2018, 6, (2), 1-16 Downloads
  2. 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), 2018, 32, (7), 2475-2487 Downloads

2017

  1. Distributional study of finite-time ruin related problems for the classical risk model
    Applied Mathematics and Computation, 2017, 315, (C), 319-330 Downloads

2016

  1. On the occupation times in a delayed Sparre Andersen risk model with exponential claims
    Insurance: Mathematics and Economics, 2016, 71, (C), 304-316 Downloads View citations (1)
  2. Optimal reinsurance under dynamic VaR constraint
    Insurance: Mathematics and Economics, 2016, 71, (C), 232-243 Downloads View citations (3)

2015

  1. A reinsurance game between two insurance companies with nonlinear risk processes
    Insurance: Mathematics and Economics, 2015, 62, (C), 91-97 Downloads View citations (3)
  2. Some ruin problems for the MAP risk model
    Insurance: Mathematics and Economics, 2015, 65, (C), 1-8 Downloads View citations (5)
  3. 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, 2015, 76, (2), 1395-1414 Downloads View citations (1)

2014

  1. The density of the time of ruin in the classical risk model with a constant dividend barrier
    Annals of Actuarial Science, 2014, 8, (01), 63-78 Downloads

2013

  1. Minimax theorems for scalar set-valued mappings with nonconvex domains and applications
    Journal of Global Optimization, 2013, 57, (4), 1359-1373 Downloads
  2. On the generalized Gerber–Shiu function for surplus processes with interest
    Insurance: Mathematics and Economics, 2013, 52, (2), 127-134 Downloads View citations (1)
  3. 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, 2013, 52, (3), 490-497 Downloads View citations (3)
  4. The maximum severity of ruin in a perturbed risk process with Markovian arrivals
    Statistics & Probability Letters, 2013, 83, (4), 993-998 Downloads View citations (1)

2012

  1. MICROSTRUCTURE AND WEAR PROPERTIES OF LASER CLADTiB2+ TiC/FeCOMPOSITE COATING
    Surface Review and Letters (SRL), 2012, 19, (05), 1-10 Downloads

2011

  1. Minimizing the ruin probability through capital injections
    Annals of Actuarial Science, 2011, 5, (02), 195-209 Downloads View citations (6)

2010

  1. Finite time ruin problems for the Erlang(2) risk model
    Insurance: Mathematics and Economics, 2010, 46, (1), 12-18 Downloads View citations (5)
  2. Integrating fluctuations into distribution of resources in transportation networks
    The European Physical Journal B: Condensed Matter and Complex Systems, 2010, 76, (1), 31-36 Downloads
  3. Matrix-Form Recursions for a Family of Compound Distributions
    ASTIN Bulletin: The Journal of the International Actuarial Association, 2010, 40, (01), 351-368 Downloads

2009

  1. Levitin–Polyak well-posedness of vector equilibrium problems
    Mathematical Methods of Operations Research, 2009, 69, (1), 125-140 Downloads View citations (1)
  2. Matrix-based decomposition algorithms for engineering applications: the survey and generic framework
    International Journal of Product Development, 2009, 9, (1/2/3), 78-110 Downloads
  3. The Markovian regime-switching risk model with a threshold dividend strategy
    Insurance: Mathematics and Economics, 2009, 44, (2), 296-303 Downloads View citations (6)
  4. The distribution of total dividend payments in a Sparre Andersen model
    Statistics & Probability Letters, 2009, 79, (9), 1246-1251 Downloads View citations (1)
  5. Theoretical research of a silica gel-water adsorption chiller in a micro combined cooling, heating and power (CCHP) system
    Applied Energy, 2009, 86, (6), 958-967 Downloads View citations (41)

2008

  1. The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model
    ASTIN Bulletin: The Journal of the International Actuarial Association, 2008, 38, (01), 53-71 Downloads View citations (5)
  2. The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model
    North American Actuarial Journal, 2008, 12, (4), 413-425 Downloads
  3. “On the Laplace Transform of the Aggregate Discounted Claims with Markovian Arrivals,” Jiandong Ren, April 2008
    North American Actuarial Journal, 2008, 12, (4), 443-445 Downloads View citations (1)
  4. “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, 2008, 12, (2), 208-210 Downloads View citations (1)

2007

  1. Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model
    North American Actuarial Journal, 2007, 11, (2), 65-76 Downloads View citations (1)

2006

  1. The maximum surplus before ruin in an Erlang(n) risk process and related problems
    Insurance: Mathematics and Economics, 2006, 38, (3), 529-539 Downloads View citations (5)

2005

  1. On the expected discounted penalty functions for two classes of risk processes
    Insurance: Mathematics and Economics, 2005, 36, (2), 179-193 Downloads View citations (4)
  2. On the probability of ruin in a Markov-modulated risk model
    Insurance: Mathematics and Economics, 2005, 37, (3), 522-532 Downloads View citations (7)
  3. Ruin Probabilities for Two Classes of Risk Processes
    ASTIN Bulletin: The Journal of the International Actuarial Association, 2005, 35, (01), 61-77 Downloads View citations (4)
  4. “The Time Value of Ruin in a Sparre Andersen Model,” Hans U. Gerber and Elias S. W. Shiu, July 2005
    North American Actuarial Journal, 2005, 9, (2), 78-80 Downloads

2004

  1. On a class of renewal risk models with a constant dividend barrier
    Insurance: Mathematics and Economics, 2004, 35, (3), 691-701 Downloads View citations (21)
  2. On ruin for the Erlang(n) risk process
    Insurance: Mathematics and Economics, 2004, 34, (3), 391-408 Downloads View citations (40)

2003

  1. “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, 2003, 7, (3), 119-122 Downloads

2000

  1. OXYGEN-DERIVED DOS FEATURES IN THE VALENCE BAND OF METALS
    Surface Review and Letters (SRL), 2000, 07, (03), 213-217 Downloads

1990

  1. Mortality decline and Chinese family structure: Implications for old age support
    Health Policy, 1990, 14, (2c), 159-160 Downloads
 
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