Prof Shuanming Li
Professor
Department of Economics
110 Scholarly works
2 Projects
HIGHLIGHTS
2026
Journal article
Cyber risk modeling within the SIR epidemic framework: a comparative analysis of frequency and severity methods
DOI: 10.1017/S17484995251002252026
Journal article
General drawdown-based exit identities for Lévy processes observed at poisson arrival time
DOI: 10.1017/apr.2026.100532025
Journal article
Robust risk sharing and reinsurance contract design for contagious catastrophe and secondary claims under principal–agent framework
DOI: 10.1016/j.irfa.2025.1046462025
Journal article
Optimal strategies for collective defined contribution plans when the stock and labor markets are co-integrated
DOI: 10.1016/j.amc.2024.1292102025
Journal article
Discrete-Time Risk Model With Time-Varying Premiums: Analysis of Ruin Probabilities
DOI: 10.1002/asmb.29152010
Journal article
Matrix-Form Recursions for a Family of Compound Distributions
DOI: 10.2143/AST.40.1.20492332009
Journal article
On the discounted penalty function in a discrete time renewal risk model with general interclaim times
DOI: 10.1080/03461230802420595
RECENT SCHOLARLY WORKS
2025
Journal article
Research on the Impact of the Optimal State-owned Capital Allocation, Tax Deferral and Delayed Retirement on the Replacement Rate of Pension and Policy Optimization
DOI: 10.1177/215824402513237832024
Journal article
Optimal dividend policy with self-exciting claims in the Gamma–Omega model
DOI: 10.1016/j.frl.2024.1061622024
Journal article
Advancing the Use of Deep Learning in Loss Reserving: A Generalized DeepTriangle Approach
DOI: 10.3390/risks120100042024
Journal article
Valuing equity-linked annuities under high-water mark fee structure
DOI: 10.1080/03461238.2023.22752762023
Journal article
Optimal risk sharing and dividend strategies under default contagion: A semi-analytical approach
DOI: 10.1016/j.insmatheco.2023.07.002
RECENT PROJECTS
2010
Research Grant
On the Recursive Evaluation of Aggregate Claims for Large Family of Claim Number Distributions
Internal Research Grant
Determinants of the Longevity of Workers� Compensation Insurance Claims