Shuanming Li

According to our database, Shuanming Li authored at least 10 papers between 2010 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2025

Optimal strategies for collective defined contribution plans when the stock and labor markets are co-integrated.

Jiannan Zhang, Ping Chen, Zhuo Jin, Shuanming Li

Appl. Math. Comput., 2025

2023

A scale function based approach for solving integral-differential equations in insurance risk models.

Aili Zhang, Shuanming Li, Wenyuan Wang

Appl. Math. Comput., August, 2023

Discrete-time risk models with surplus-dependent premium corrections.

Dhiti Osatakul, Shuanming Li, Xueyuan Wu

Appl. Math. Comput., 2023

2022

Optimal Dividend Strategies with Reinsurance under Contagious Systemic Risk.

Ming Qiu, Zhuo Jin, Shuanming Li

SIAM J. Control. Optim., 2022

Risk modelling on liquidations with Lévy processes.

Aili Zhang, Ping Chen, Shuanming Li, Wenyuan Wang

Appl. Math. Comput., 2022

2021

Household Lifetime Strategies under a Self-Contagious Market.

Guo Liu, Zhuo Jin, Shuanming Li

Eur. J. Oper. Res., 2021

On a class of non-zero-sum stochastic differential dividend games with regime switching.

Jiannan Zhang, Ping Chen, Zhuo Jin, Shuanming Li

Appl. Math. Comput., 2021

2020

Open-loop equilibrium strategy for mean-variance asset-liability management portfolio selection problem with debt ratio.

Jiannan Zhang, Ping Chen, Zhuo Jin, Shuanming Li

J. Comput. Appl. Math., 2020

2017

Distributional study of finite-time ruin related problems for the classical risk model.

Shuanming Li, Yi Lu

Appl. Math. Comput., 2017

2010

The perturbed compound Poisson risk model with two-sided jumps.

Zhimin Zhang, Hu Yang, Shuanming Li

J. Comput. Appl. Math., 2010