Shuanming Li

Publication Activity (10 Years)

Years Active: 2010-2023
Publications (10 Years): 8

Top Topics

Related Problems

Conditional Expectation

Portfolio Selection

Top Venues

Appl. Math. Comput.

J. Comput. Appl. Math.

SIAM J. Control. Optim.

Eur. J. Oper. Res.

Publications

Dhiti Osatakul, Shuanming Li, Xueyuan Wu
Discrete-time risk models with surplus-dependent premium corrections. Appl. Math. Comput. 437 (2023)
Aili Zhang, Shuanming Li, Wenyuan Wang
A scale function based approach for solving integral-differential equations in insurance risk models. Appl. Math. Comput. 450 (2023)
Ming Qiu, Zhuo Jin, Shuanming Li
Optimal Dividend Strategies with Reinsurance under Contagious Systemic Risk. SIAM J. Control. Optim. 60 (3) (2022)
Aili Zhang, Ping Chen, Shuanming Li, Wenyuan Wang
Risk modelling on liquidations with Lévy processes. Appl. Math. Comput. 412 (2022)
Jiannan Zhang, Ping Chen, Zhuo Jin, Shuanming Li
On a class of non-zero-sum stochastic differential dividend games with regime switching. Appl. Math. Comput. 397 (2021)
Guo Liu, Zhuo Jin, Shuanming Li
Household Lifetime Strategies under a Self-Contagious Market. Eur. J. Oper. Res. 288 (3) (2021)
Jiannan Zhang, Ping Chen, Zhuo Jin, Shuanming Li
Open-loop equilibrium strategy for mean-variance asset-liability management portfolio selection problem with debt ratio. J. Comput. Appl. Math. 380 (2020)
Shuanming Li, Yi Lu
Distributional study of finite-time ruin related problems for the classical risk model. Appl. Math. Comput. 315 (2017)
Zhimin Zhang, Hu Yang, Shuanming Li
The perturbed compound Poisson risk model with two-sided jumps. J. Comput. Appl. Math. 233 (8) (2010)