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Shuanming Li, Ph.D.

Affiliations: 
2004 Concordia University (Canada), Montreal, QC, Canada 
Area:
Statistics
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"Shuanming Li"
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Jose Garrido grad student 2004 Concordia University Montreal
 (On the time value of ruin for insurance risk models.)

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Publications

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Wang W, Chen P, Li S. (2020) Generalized Expected Discounted Penalty Function at General Drawdown for Lévy Risk Processes Insurance Mathematics & Economics. 91: 12-25
Zhang P, Calderin E, Li S, et al. (2020) On the Type I multivariate zero-truncated hurdle model with applications in health insurance Insurance Mathematics & Economics. 90: 35-45
Zhang J, Chen P, Jin Z, et al. (2020) Open-loop equilibrium strategy for mean–variance asset–liability management portfolio selection problem with debt ratio Journal of Computational and Applied Mathematics. 380: 112951
Li S, Lu Y, Sendova KP. (2019) The expected discounted penalty function: from infinite time to finite time Scandinavian Actuarial Journal. 2019: 336-354
Zhang Z, Li S. (2019) Beta transform and discounted aggregate claims under dependency Annals of Actuarial Science. 13: 241-267
Zhang J, Chen P, Jin Z, et al. (2017) Open-loop equilibrium strategy for mean-variance portfolio selection: A log-return model Journal of Industrial and Management Optimization. 13: 0-0
Li S, Lu Y. (2017) Distributional study of finite-time ruin related problems for the classical risk model Applied Mathematics and Computation. 315: 319-330
Zhang N, Chen P, Jin Z, et al. (2016) Markowitz's mean-variance optimization with investment and constrained reinsurance Journal of Industrial and Management Optimization. 13: 375
Li J, Dickson DCM, Li S. (2016) Analysis of some ruin-related quantities in a Markov-modulated risk model Stochastic Models. 1-15
Li S, Lu Y. (2016) On the time and the number of claims when the surplus drops below a certain level Scandinavian Actuarial Journal. 2016: 420-445
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