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Author ID: li.shuanming Recent zbMATH articles by "Li, Shuanming"
Published as: Li, Shuanming
Documents Indexed: 63 Publications since 1991
Co-Authors: 23 Co-Authors with 42 Joint Publications
773 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

52 Publications have been cited 755 times in 441 Documents Cited by Year
On ruin for the Erlang \((n)\) risk process. Zbl 1188.91089
Li, Shuanming; Garrido, José
150
2004
On a class of renewal risk models with a constant dividend barrier. Zbl 1122.91345
Li, Shuanming; Garrido, José
63
2004
On a general class of renewal risk process: analysis of the Gerber-Shiu function. Zbl 1077.60063
Li, Shuanming; Garrido, José
55
2005
Null systems and sequence entropy pairs. Zbl 1134.37308
Huang, W.; Li, S. M.; Shao, S.; Ye, X. D.
51
2003
The distribution of the dividend payments in the compound Poisson risk model perturbed by diffusion. Zbl 1143.91032
Li, Shuanming
40
2006
On the probability of ruin in a Markov-modulated risk model. Zbl 1129.60066
Lu, Yi; Li, Shuanming
37
2005
The Gerber-Shiu function in Sparre Andersen risk process perturbed by diffusion. Zbl 1092.91049
Li, Shuanming; Garrido, José
31
2005
The decompositions of the discounted penalty functions and dividends-penalty identity in a Markov-modulated risk model. Zbl 1169.91390
Li, Shuanming; Lu, Yi
28
2008
On a class of discrete time renewal risk models. Zbl 1142.91043
Li, Shuanming
28
2005
The perturbed compound Poisson risk model with two-sided jumps. Zbl 1185.91198
Zhang, Zhimin; Yang, Hu; Li, Shuanming
27
2010
The Markovian regime-switching risk model with a threshold dividend strategy. Zbl 1163.91438
Lu, Yi; Li, Shuanming
26
2009
On the expected discounted penalty functions for two classes of risk processes. Zbl 1122.91040
Li, Shuanming; Lu, Yi
23
2005
A review of discrete-time risk models. Zbl 1180.62151
Li, Shuanming; Lu, Yi; Garrido, José
19
2009
A reinsurance game between two insurance companies with nonlinear risk processes. Zbl 1318.91120
Meng, Hui; Li, Shuanming; Jin, Zhuo
18
2015
Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models. Zbl 1143.91033
Li, Shuanming
17
2005
Dynamic fluid-structure interaction analysis using boundary finite element method-finite element method. Zbl 1111.74400
Fan, S. C.; Li, S. M.; Yu, G. Y.
17
2005
A kernel gradient-free SPH method with iterative particle shifting technology for modeling low-Reynolds flows around airfoils. Zbl 1464.76139
Huang, C.; Long, T.; Li, S. M.; Liu, M. B.
16
2019
The maximum surplus before ruin in an Erlang\((n)\) risk process and related problems. Zbl 1168.60363
Li, Shuanming; Dickson, David C. M.
16
2006
Finite time ruin problems for the Erlang\((2)\) risk model. Zbl 1231.91176
Dickson, David C. M.; Li, Shuanming
13
2010
Some ruin problems for the MAP risk model. Zbl 1348.91163
Li, Jingchao; Dickson, David C. M.; Li, Shuanming
13
2015
Optimal reinsurance under dynamic VaR constraint. Zbl 1371.91112
Zhang, Nan; Jin, Zhuo; Li, Shuanming; Chen, Ping
11
2016
The Gerber-Shiu discounted penalty functions for a risk model with two classes of claims. Zbl 1232.91356
Zhang, Zhimin; Li, Shuanming; Yang, Hu
10
2009
The finite time ruin probability in a risk model with capital injections. Zbl 1398.91350
Nie, Ciyu; Dickson, David C. M.; Li, Shuanming
9
2015
The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model. Zbl 1284.91227
Dickson, David C. M.; Li, Shuanming
9
2013
The finite-time ruin probability under the compound binomial risk model. Zbl 1277.91090
Li, Shuanming; Sendova, Kristina P.
9
2013
The expected discounted penalty function: from infinite time to finite time. Zbl 1411.91303
Li, Shuanming; Lu, Yi; Sendova, Kristina P.
8
2019
Erlang risk models and finite time ruin problems. Zbl 1277.91081
Dickson, David C. M.; Li, Shuanming
8
2012
“Moments of the surplus before ruin and the deficit at ruin in the Erlang(2) risk process” by Y. Cheng and Q. Tang (discussion). Zbl 1084.60547
Li, Shuanming
8
2003
The distribution of total dividend payments in a Sparre Andersen model. Zbl 1160.62359
Li, Shuanming; Lu, Yi
8
2009
On the discounted penalty function in a discrete time renewal risk model with general interclaim times. Zbl 1224.91094
Wu, Xueyuan; Li, Shuanming
7
2009
Analysis of some ruin-related quantities in a Markov-modulated risk model. Zbl 1344.60075
Li, Jingchao; Dickson, David C. M.; Li, Shuanming
7
2016
Ruin probabilities for two classes of risk processes. Zbl 1098.62139
Li, Shuanming; Garrido, José
6
2005
Numerical simulation of violent impinging jet flows with improved SPH method. Zbl 1359.76101
Shao, J. R.; Li, S. M.; Liu, M. B.
6
2016
Generalized expected discounted penalty function at general drawdown for Lévy risk processes. Zbl 1435.91162
Wang, Wenyuan; Chen, Ping; Li, Shuanming
6
2020
Distributional study of finite-time ruin related problems for the classical risk model. Zbl 1427.91079
Li, Shuanming; Lu, Yi
5
2017
The maximum severity of ruin in a perturbed risk process with Markovian arrivals. Zbl 1264.91073
Li, Shuanming; Ren, Jiandong
5
2013
On the generalized Gerber-Shiu function for surplus processes with interest. Zbl 1284.91248
Li, Shuanming; Lu, Yi
4
2013
Moments of the dividend payments and related problems in a Markov-modulated risk model. Zbl 1480.91222
Li, Shuanming; Lu, Yi
4
2007
The equilibrium distribution of counting random variables. Zbl 1246.60021
Li, Shuanming
3
2011
Joint distributions of some ruin related quantities in the compound binomial risk model. Zbl 1282.91158
Li, Shuanming; Huang, Fengjing; Jin, Can
3
2013
On the maximum severity of ruin in the compound Poisson model with a threshold dividend strategy. Zbl 1224.91071
Li, Shuanming; Lu, Yi
3
2010
Household lifetime strategies under a self-contagious market. Zbl 1487.91123
Liu, Guo; Jin, Zhuo; Li, Shuanming
3
2021
On the time and the number of claims when the surplus drops below a certain level. Zbl 1401.91165
Li, Shuanming; Lu, Yi
2
2016
Markowitz’s mean-variance optimization with investment and constrained reinsurance. Zbl 1364.91075
Zhang, Nan; Chen, Ping; Jin, Zhuo; Li, Shuanming
2
2017
A note on the maximum severity of ruin in an Erlang(\(n\)) risk process. Zbl 1333.91034
Li, Shuanming
2
2008
Number of jumps in two-sided first-exit problems for a compound Poisson process. Zbl 1349.91146
Li, Shuanming; Lu, Yi; Jin, Can
2
2016
On the occupation times in a delayed Sparre Andersen risk model with exponential claims. Zbl 1371.91094
Jin, Can; Li, Shuanming; Wu, Xueyuan
2
2016
Risk modelling on liquidations with Lévy processes. Zbl 07426988
Zhang, Aili; Chen, Ping; Li, Shuanming; Wang, Wenyuan
2
2022
Open-loop equilibrium strategy for mean-variance asset-liability management portfolio selection problem with debt ratio. Zbl 1443.91271
Zhang, Jiannan; Chen, Ping; Jin, Zhuo; Li, Shuanming
1
2020
On the type I multivariate zero-truncated hurdle model with applications in health insurance. Zbl 1431.91348
Zhang, Pengcheng; Calderin, Enrique; Li, Shuanming; Wu, Xueyuan
1
2020
Diagonalization procedure for scaled boundary finite element method in modeling semi-infinite reservoir with uniform cross-section. Zbl 1176.76069
Li, S. M.
1
2009
On a class of non-zero-sum stochastic differential dividend games with regime switching. Zbl 1508.91030
Zhang, Jiannan; Chen, Ping; Jin, Zhuo; Li, Shuanming
1
2021
Risk modelling on liquidations with Lévy processes. Zbl 07426988
Zhang, Aili; Chen, Ping; Li, Shuanming; Wang, Wenyuan
2
2022
Household lifetime strategies under a self-contagious market. Zbl 1487.91123
Liu, Guo; Jin, Zhuo; Li, Shuanming
3
2021
On a class of non-zero-sum stochastic differential dividend games with regime switching. Zbl 1508.91030
Zhang, Jiannan; Chen, Ping; Jin, Zhuo; Li, Shuanming
1
2021
Generalized expected discounted penalty function at general drawdown for Lévy risk processes. Zbl 1435.91162
Wang, Wenyuan; Chen, Ping; Li, Shuanming
6
2020
Open-loop equilibrium strategy for mean-variance asset-liability management portfolio selection problem with debt ratio. Zbl 1443.91271
Zhang, Jiannan; Chen, Ping; Jin, Zhuo; Li, Shuanming
1
2020
On the type I multivariate zero-truncated hurdle model with applications in health insurance. Zbl 1431.91348
Zhang, Pengcheng; Calderin, Enrique; Li, Shuanming; Wu, Xueyuan
1
2020
A kernel gradient-free SPH method with iterative particle shifting technology for modeling low-Reynolds flows around airfoils. Zbl 1464.76139
Huang, C.; Long, T.; Li, S. M.; Liu, M. B.
16
2019
The expected discounted penalty function: from infinite time to finite time. Zbl 1411.91303
Li, Shuanming; Lu, Yi; Sendova, Kristina P.
8
2019
Distributional study of finite-time ruin related problems for the classical risk model. Zbl 1427.91079
Li, Shuanming; Lu, Yi
5
2017
Markowitz’s mean-variance optimization with investment and constrained reinsurance. Zbl 1364.91075
Zhang, Nan; Chen, Ping; Jin, Zhuo; Li, Shuanming
2
2017
Optimal reinsurance under dynamic VaR constraint. Zbl 1371.91112
Zhang, Nan; Jin, Zhuo; Li, Shuanming; Chen, Ping
11
2016
Analysis of some ruin-related quantities in a Markov-modulated risk model. Zbl 1344.60075
Li, Jingchao; Dickson, David C. M.; Li, Shuanming
7
2016
Numerical simulation of violent impinging jet flows with improved SPH method. Zbl 1359.76101
Shao, J. R.; Li, S. M.; Liu, M. B.
6
2016
On the time and the number of claims when the surplus drops below a certain level. Zbl 1401.91165
Li, Shuanming; Lu, Yi
2
2016
Number of jumps in two-sided first-exit problems for a compound Poisson process. Zbl 1349.91146
Li, Shuanming; Lu, Yi; Jin, Can
2
2016
On the occupation times in a delayed Sparre Andersen risk model with exponential claims. Zbl 1371.91094
Jin, Can; Li, Shuanming; Wu, Xueyuan
2
2016
A reinsurance game between two insurance companies with nonlinear risk processes. Zbl 1318.91120
Meng, Hui; Li, Shuanming; Jin, Zhuo
18
2015
Some ruin problems for the MAP risk model. Zbl 1348.91163
Li, Jingchao; Dickson, David C. M.; Li, Shuanming
13
2015
The finite time ruin probability in a risk model with capital injections. Zbl 1398.91350
Nie, Ciyu; Dickson, David C. M.; Li, Shuanming
9
2015
The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model. Zbl 1284.91227
Dickson, David C. M.; Li, Shuanming
9
2013
The finite-time ruin probability under the compound binomial risk model. Zbl 1277.91090
Li, Shuanming; Sendova, Kristina P.
9
2013
The maximum severity of ruin in a perturbed risk process with Markovian arrivals. Zbl 1264.91073
Li, Shuanming; Ren, Jiandong
5
2013
On the generalized Gerber-Shiu function for surplus processes with interest. Zbl 1284.91248
Li, Shuanming; Lu, Yi
4
2013
Joint distributions of some ruin related quantities in the compound binomial risk model. Zbl 1282.91158
Li, Shuanming; Huang, Fengjing; Jin, Can
3
2013
Erlang risk models and finite time ruin problems. Zbl 1277.91081
Dickson, David C. M.; Li, Shuanming
8
2012
The equilibrium distribution of counting random variables. Zbl 1246.60021
Li, Shuanming
3
2011
The perturbed compound Poisson risk model with two-sided jumps. Zbl 1185.91198
Zhang, Zhimin; Yang, Hu; Li, Shuanming
27
2010
Finite time ruin problems for the Erlang\((2)\) risk model. Zbl 1231.91176
Dickson, David C. M.; Li, Shuanming
13
2010
On the maximum severity of ruin in the compound Poisson model with a threshold dividend strategy. Zbl 1224.91071
Li, Shuanming; Lu, Yi
3
2010
The Markovian regime-switching risk model with a threshold dividend strategy. Zbl 1163.91438
Lu, Yi; Li, Shuanming
26
2009
A review of discrete-time risk models. Zbl 1180.62151
Li, Shuanming; Lu, Yi; Garrido, José
19
2009
The Gerber-Shiu discounted penalty functions for a risk model with two classes of claims. Zbl 1232.91356
Zhang, Zhimin; Li, Shuanming; Yang, Hu
10
2009
The distribution of total dividend payments in a Sparre Andersen model. Zbl 1160.62359
Li, Shuanming; Lu, Yi
8
2009
On the discounted penalty function in a discrete time renewal risk model with general interclaim times. Zbl 1224.91094
Wu, Xueyuan; Li, Shuanming
7
2009
Diagonalization procedure for scaled boundary finite element method in modeling semi-infinite reservoir with uniform cross-section. Zbl 1176.76069
Li, S. M.
1
2009
The decompositions of the discounted penalty functions and dividends-penalty identity in a Markov-modulated risk model. Zbl 1169.91390
Li, Shuanming; Lu, Yi
28
2008
A note on the maximum severity of ruin in an Erlang(\(n\)) risk process. Zbl 1333.91034
Li, Shuanming
2
2008
Moments of the dividend payments and related problems in a Markov-modulated risk model. Zbl 1480.91222
Li, Shuanming; Lu, Yi
4
2007
The distribution of the dividend payments in the compound Poisson risk model perturbed by diffusion. Zbl 1143.91032
Li, Shuanming
40
2006
The maximum surplus before ruin in an Erlang\((n)\) risk process and related problems. Zbl 1168.60363
Li, Shuanming; Dickson, David C. M.
16
2006
On a general class of renewal risk process: analysis of the Gerber-Shiu function. Zbl 1077.60063
Li, Shuanming; Garrido, José
55
2005
On the probability of ruin in a Markov-modulated risk model. Zbl 1129.60066
Lu, Yi; Li, Shuanming
37
2005
The Gerber-Shiu function in Sparre Andersen risk process perturbed by diffusion. Zbl 1092.91049
Li, Shuanming; Garrido, José
31
2005
On a class of discrete time renewal risk models. Zbl 1142.91043
Li, Shuanming
28
2005
On the expected discounted penalty functions for two classes of risk processes. Zbl 1122.91040
Li, Shuanming; Lu, Yi
23
2005
Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models. Zbl 1143.91033
Li, Shuanming
17
2005
Dynamic fluid-structure interaction analysis using boundary finite element method-finite element method. Zbl 1111.74400
Fan, S. C.; Li, S. M.; Yu, G. Y.
17
2005
Ruin probabilities for two classes of risk processes. Zbl 1098.62139
Li, Shuanming; Garrido, José
6
2005
On ruin for the Erlang \((n)\) risk process. Zbl 1188.91089
Li, Shuanming; Garrido, José
150
2004
On a class of renewal risk models with a constant dividend barrier. Zbl 1122.91345
Li, Shuanming; Garrido, José
63
2004
Null systems and sequence entropy pairs. Zbl 1134.37308
Huang, W.; Li, S. M.; Shao, S.; Ye, X. D.
51
2003
“Moments of the surplus before ruin and the deficit at ruin in the Erlang(2) risk process” by Y. Cheng and Q. Tang (discussion). Zbl 1084.60547
Li, Shuanming
8
2003
all top 5

Cited by 490 Authors

33 Li, Shuanming
30 Zhang, Zhimin
23 Landriault, David
22 Cheung, Eric C. K.
17 Willmot, Gordon E.
16 Yang, Hailiang
16 Yang, Hu
13 Woo, Jae-Kyung
11 Dickson, David C. M.
11 Yin, Chuancun
10 Lu, Yi
10 Sendova, Kristina P.
9 Badescu, Andrei L.
8 Feng, Runhuan
8 Marceau, Étienne
7 Cossette, Hélène
7 Dong, Hua
7 Jiang, Wuyuan
7 Jin, Zhuo
7 Ren, Jiandong
7 Wu, Rong
7 Zhang, Chunsheng
7 Zhou, Xiaowen
6 Albrecher, Hansjörg
6 Dong, Yinghui
6 Wang, Guojing
6 Wu, Xueyuan
6 Xie, Jiehua
6 Yu, Wenguang
6 Zou, Wei
5 Gerber, Hans U.
5 Guo, Junyi
5 Huang, Yujuan
5 Li, Jingchao
5 Palmowski, Zbigniew
5 Papaioannou, Apostolos D.
5 Wang, Wenyuan
5 Xiao, Helu
5 Zhou, Zhongbao
4 Bai, Yanfei
4 Bao, Zhenhua
4 Breuer, Lothar
4 Claramunt, M. Mercè
4 Drekic, Steve
4 Egídio dos Reis, Alfredo D.
4 Hu, Yijun
4 Lee, Wing Yan
4 Lefèvre, Claude
4 Liu, Chaolin
4 Liu, Zaiming
4 Politis, Konstadinos
4 Shi, Tianxiang
4 Shimizu, Yasutaka
4 Shiu, Elias S. W.
4 Siu, Tak Kuen
4 Wen, Yuzhen
4 Yang, Zhaojun
4 Yuen, Kam Chuen
3 Bergel, Agnieszka I.
3 Cai, Jun
3 Castañer, Anna
3 Chadjiconstantinidis, Stathis
3 Chen, Mi
3 Constantinescu, Corina D.
3 Deng, Yingchun
3 Frostig, Esther
3 Gao, Rui
3 He, Jingmin
3 Huang, Ya
3 Ji, Lanpeng
3 Kim, Bara
3 Li, Bo
3 Li, Shu
3 Liu, Guoxin
3 Marri, Fouad
3 Nie, Ciyu
3 Pitts, Susan M.
3 Qian, Linyi
3 Shen, Yang
3 Šiaulys, Jonas
3 Tamturk, Muhsin
3 Tan, Jiyang
3 Tsai, Cary Chi-Liang
3 Wang, Ning
3 Xu, Ran
3 Yang, Xiangqun
3 Yu, Kaiqi
3 Zhang, Nan
3 Zhang, Xin
3 Zhao, Xianghua
3 Zhou, Jieming
3 Zhu, Jinxia
2 Ahn, Soohan
2 Bai, Lihua
2 Baltazar-Larios, Fernando
2 Boudreault, Mathieu
2 Boutsikas, Michael V.
2 Boxma, Onno Johan
2 Cardoso, Rui M. R.
2 Chen, Lv
...and 390 more Authors
all top 5

Cited in 85 Serials

92 Insurance Mathematics & Economics
47 Scandinavian Actuarial Journal
26 Journal of Computational and Applied Mathematics
21 Methodology and Computing in Applied Probability
16 Applied Mathematics and Computation
16 Statistics & Probability Letters
16 North American Actuarial Journal
13 Communications in Statistics. Theory and Methods
10 Stochastic Models
9 ASTIN Bulletin
8 Journal of Industrial and Management Optimization
8 Frontiers of Mathematics in China
6 Journal of Applied Probability
6 Applied Mathematics. Series B (English Edition)
6 Acta Mathematica Sinica. English Series
6 Journal of Systems Science and Complexity
6 Journal of the Korean Statistical Society
5 Advances in Applied Probability
5 Acta Mathematicae Applicatae Sinica. English Series
5 European Journal of Operational Research
5 Applied Stochastic Models in Business and Industry
5 European Actuarial Journal
5 Modern Stochastics. Theory and Applications
4 Mathematical Problems in Engineering
4 Abstract and Applied Analysis
4 Discrete Dynamics in Nature and Society
4 Advances in Difference Equations
3 Queueing Systems
2 Indian Journal of Pure & Applied Mathematics
2 Journal of Mathematical Analysis and Applications
2 Theory of Probability and its Applications
2 Bulletin of the Iranian Mathematical Society
2 Optimization
2 The Annals of Applied Probability
2 Communications in Statistics. Simulation and Computation
2 Stochastic Processes and their Applications
2 SIAM Journal on Scientific Computing
2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
2 Quantitative Finance
2 Journal of Applied Mathematics
2 Stochastics
2 Nonlinear Analysis. Hybrid Systems
2 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik)
2 Journal of Function Spaces
1 Applicable Analysis
1 Lithuanian Mathematical Journal
1 Periodica Mathematica Hungarica
1 Journal of Optimization Theory and Applications
1 Journal of Statistical Planning and Inference
1 SIAM Journal on Control and Optimization
1 Applied Mathematics and Mechanics. (English Edition)
1 Probability and Mathematical Statistics
1 Chinese Annals of Mathematics. Series B
1 Stochastic Analysis and Applications
1 Mathematical and Computer Modelling
1 Annals of Operations Research
1 Applied Mathematical Modelling
1 Journal of Statistical Computation and Simulation
1 SIAM Journal on Applied Mathematics
1 Indagationes Mathematicae. New Series
1 Tatra Mountains Mathematical Publications
1 Top
1 Finance and Stochastics
1 Journal of Applied Analysis
1 Differential Equations and Dynamical Systems
1 Soft Computing
1 Mathematical Methods of Operations Research
1 Journal of Inequalities and Applications
1 Journal of Shanghai University
1 Wuhan University Journal of Natural Sciences (WUJNS)
1 Probability in the Engineering and Informational Sciences
1 Hacettepe Journal of Mathematics and Statistics
1 REVSTAT
1 Statistical Methodology
1 Journal of Statistical Theory and Practice
1 Discrete and Continuous Dynamical Systems. Series S
1 SIAM Journal on Financial Mathematics
1 Statistics & Risk Modeling
1 İstatistik
1 Journal of Mathematics
1 Dependence Modeling
1 International Journal of Systems Science. Principles and Applications of Systems and Integration
1 Cogent Mathematics
1 AIMS Mathematics
1 Results in Applied Mathematics

Citations by Year