The perturbed compound Poisson risk model with two-sided jumps. - Zhimin Zhang 009; Hu Yang 001; Shuanming Li (J. Comput. Appl. Math., 2010)

Distributional study of finite-time ruin related problems for the classical risk model. - Shuanming Li; Yi Lu (Appl. Math. Comput., 2017)

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)

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)

Household Lifetime Strategies under a Self-Contagious Market. - Guo Liu; Zhuo Jin; Shuanming Li (Eur. J. Oper. Res., 2021)

Risk modelling on liquidations with Lévy processes. - Aili Zhang; Ping Chen; Shuanming Li; Wenyuan Wang (Appl. Math. Comput., 2022)

Optimal Dividend Strategies with Reinsurance under Contagious Systemic Risk. - Ming Qiu; Zhuo Jin; Shuanming Li (SIAM J. Control. Optim., 2022)

Discrete-time risk models with surplus-dependent premium corrections. - Dhiti Osatakul; Shuanming Li; Xueyuan Wu (Appl. Math. Comput., 2023)

A scale function based approach for solving integral-differential equations in insurance risk models. - Aili Zhang; Shuanming Li; Wenyuan Wang (Appl. Math. Comput., 2023)

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)