Details about Shuanming Li

Access statistics for papers by Shuanming Li.

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

Short-id: pli455

Working Papers

2019

1. Generalized Expected Discounted Penalty Function at General Drawdown for L\'{e}vy Risk Processes
   Papers, arXiv.org View citations (2)

2012

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

2002

3. 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 View citations (4)

1992

4. 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 View citations (2)
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 View citations (1)

2017

3. Distributional study of finite-time ruin related problems for the classical risk model
   Applied Mathematics and Computation, 2017, 315, (C), 319-330 View citations (4)

2016

4. On the occupation times in a delayed Sparre Andersen risk model with exponential claims
   Insurance: Mathematics and Economics, 2016, 71, (C), 304-316 View citations (2)
5. Optimal reinsurance under dynamic VaR constraint
   Insurance: Mathematics and Economics, 2016, 71, (C), 232-243 View citations (7)

2015

6. A reinsurance game between two insurance companies with nonlinear risk processes
   Insurance: Mathematics and Economics, 2015, 62, (C), 91-97 View citations (13)
7. Some ruin problems for the MAP risk model
   Insurance: Mathematics and Economics, 2015, 65, (C), 1-8 View citations (8)
8. 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 View citations (4)

2014

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

2013

10. Minimax theorems for scalar set-valued mappings with nonconvex domains and applications
    Journal of Global Optimization, 2013, 57, (4), 1359-1373 View citations (1)
11. On the generalized Gerber–Shiu function for surplus processes with interest
    Insurance: Mathematics and Economics, 2013, 52, (2), 127-134 View citations (4)
12. 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 View citations (5)
13. The maximum severity of ruin in a perturbed risk process with Markovian arrivals
    Statistics & Probability Letters, 2013, 83, (4), 993-998 View citations (2)

2012

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

2011

15. Minimizing the ruin probability through capital injections
    Annals of Actuarial Science, 2011, 5, (2), 195-209 View citations (15)

2010

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

2009

19. Levitin–Polyak well-posedness of vector equilibrium problems
    Mathematical Methods of Operations Research, 2009, 69, (1), 125-140 View citations (2)
20. Matrix-based decomposition algorithms for engineering applications: the survey and generic framework
    International Journal of Product Development, 2009, 9, (1/2/3), 78-110
21. The Markovian regime-switching risk model with a threshold dividend strategy
    Insurance: Mathematics and Economics, 2009, 44, (2), 296-303 View citations (11)
22. The distribution of total dividend payments in a Sparre Andersen model
    Statistics & Probability Letters, 2009, 79, (9), 1246-1251 View citations (1)
23. 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 View citations (44)

2008

24. The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model
    ASTIN Bulletin, 2008, 38, (1), 53-71 View citations (9)
25. The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model
    North American Actuarial Journal, 2008, 12, (4), 413-425 View citations (6)
26. “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 View citations (1)
27. “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 View citations (1)

2007

28. Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model
    North American Actuarial Journal, 2007, 11, (2), 65-76 View citations (9)

2006

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

2005

30. On the expected discounted penalty functions for two classes of risk processes
    Insurance: Mathematics and Economics, 2005, 36, (2), 179-193 View citations (5)
31. On the probability of ruin in a Markov-modulated risk model
    Insurance: Mathematics and Economics, 2005, 37, (3), 522-532 View citations (14)
32. Ruin Probabilities for Two Classes of Risk Processes
    ASTIN Bulletin, 2005, 35, (1), 61-77 View citations (4)
33. “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 View citations (1)

2004

34. On a class of renewal risk models with a constant dividend barrier
    Insurance: Mathematics and Economics, 2004, 35, (3), 691-701 View citations (22)
35. On ruin for the Erlang(n) risk process
    Insurance: Mathematics and Economics, 2004, 34, (3), 391-408 View citations (55)

2003

36. “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 View citations (2)

2000

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

1990

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