Zobrazeno 1 - 10
of 80
pro vyhledávání: '"Shuanming Li"'
Publikováno v:
Frontiers in Plant Science, Vol 15 (2024)
IntroductionIn agriculture, especially wheat cultivation, farmers often use multi-variety planting strategies to reduce monoculture-related harvest risks. However, the subtle morphological differences among wheat varieties make accurate discriminatio
Externí odkaz:
https://doaj.org/article/0bfabfc2f4ec45d2a47ebf2a59f598b3
Autor:
Yining Feng, Shuanming Li
Publikováno v:
Risks, Vol 12, Iss 1, p 4 (2023)
This paper proposes a generalized deep learning approach for predicting claims developments for non-life insurance reserving. The generalized approach offers more flexibility and accuracy in solving actuarial reserving problems. It predicts claims ou
Externí odkaz:
https://doaj.org/article/38cda3c890db4774b7f7955dcd80249a
Autor:
Shuanming Li, Yi Lu
Publikováno v:
Risks, Vol 6, Iss 2, p 59 (2018)
This paper studies the moments and the distribution of the aggregate discounted claims (ADCs) in a Markovian environment, where the claim arrivals, claim amounts, and forces of interest (for discounting) are influenced by an underlying Markov process
Externí odkaz:
https://doaj.org/article/04f080c4ed33412983e20e36293166b2
Autor:
Xueyuan Wu, Shuanming Li
Publikováno v:
Insurance Markets and Companies, Vol 3, Iss 1 (2012)
Externí odkaz:
https://doaj.org/article/cd138366fdf3435bb60681fcdd6da01b
Publikováno v:
Probability in the Engineering and Informational Sciences. 37:491-517
This paper studies the open-loop equilibrium strategies for a class of non-zero-sum reinsurance–investment stochastic differential games between two insurers with a state-dependent mean expectation in the incomplete market. Both insurers are able t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d8cbf6fe0d164a50bdd2c097745091a4
https://doi.org/10.1017/s0269964822000353
https://doi.org/10.1017/s0269964822000353
Publikováno v:
North American Actuarial Journal. :1-19
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3482d9eaa1f9385232152fbdcfd865bc
https://doi.org/10.1080/10920277.2022.2112233
https://doi.org/10.1080/10920277.2022.2112233
Publikováno v:
SIAM Journal on Control and Optimization. 60:1269-1293
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e708c76d6a5529fe53b666048ca0bc95
https://doi.org/10.1137/21m1422318
https://doi.org/10.1137/21m1422318
Publikováno v:
Insurance: Mathematics and Economics. 101:508-524
We study an optimisation problem of a household under a contagious financial market. The market consists of a risk-free asset, multiple risky assets and a life insurance product. The clustering effect of the market is modelled by mutual-excitation Ha
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8fc44d5971cc9f341cee8af65b6fd189
https://doi.org/10.1016/j.insmatheco.2021.09.004
https://doi.org/10.1016/j.insmatheco.2021.09.004
Autor:
Yaming Yang, Shuanming Li
Publikováno v:
North American Actuarial Journal. 26:123-142
Modeling dependence structure among various risks, especially the measure of tail dependence and the aggregation of risks, is crucial for risk management. In this article, we present an extension to the traditional one-parameter Archimedean copulas b
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::06e1d96b8e6b75e73f881affdf82bb5b
https://doi.org/10.1080/10920277.2020.1856687
https://doi.org/10.1080/10920277.2020.1856687