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DR SHUANMING LI



Contact Details

Organization: Economics
Position: SENIOR LECTURER
Email:
Homepage: http://www.economics.unimelb.edu.au/who/profile.cfm?sid=68
Work: 8344 5616
Fax: 8344 6899
Room: 530
Level: 05
Building: Economics And Commerce
Campus: Parkville

Research Expertise and International Linkages

Research Expertise

Research Interest Key Words Country of Expertise
Actuarial Mathematics Risk models and Ruin Theory Australia

International Linkages

Country Establishment Collaboration
Canada Simon Fraser University Research
Canada Concordia University Research

Qualifications, Honours, Fellowships and Other Awards

Qualifications

Title Institution Date Awarded Abbreviation
Doctor in Mathematics Concordia University 01-May-2004

Other Awards

Award Type Awarding Body Comments Date Awarded
Prize University of Melbourne Dean's Certificate for Research Excellence for 2006, Faculty of Economics and Commerce 2006-2007 01-Jan-2006
Prize University of Melbourne Dean's Certificate for Research Excellence for 2005, Faculty of Economics and Commerce, 2005-2006 01-Jan-2006
Other (Award) Society of Actuaries/The Casualty Actuarial Society The SOA/CAS PhD Grant, 2003-2004 01-Jan-2003
Other (Award) Institut des Sciences Mathematiques ISM/CRM Travel Bursary, 2002-2003 01-Jan-2002
Other (Award) Concordia University Faculty of Arts and Science Travel Grant, 2003-2004 01-Jan-2003
Other (Award) Concordia University Concordia University Graduate Fellowship, 1999-2002 01-Jan-1999
Other (Award) Concordia University Concordia International Student Fee Remission Award, 1999-2002 01-Jan-1999
Other (Award) Concordia University Teaching Assistantship at the Department of Mathematics and Statistics, 2002-2003 01-Jan-2002
Prize University of Melbourne Dean's Prize for Exceptional Distinction in Research and Research Training in 2005, Faculty of Economics & Commerce 13-Apr-2006

Government Research Classifications

Research Fields, Courses and Discipline Classifications

Socio-Economic Objective Classifications

Publications

Publications produced at the University of Melbourne and reported in the Annual Publications Collection and 'Research Report' since 2001. The Themis Publications module, released in November 2006, allows additional publications from previous institutions and publications from past years to be entered.

Publications in 2009

Journal Articles

Publications in 2008

Journal Articles

  • Discussion of the 'Discounted Joint Distribution of the Surplus before Ruin and the Deficit at Ruin in a Sparre Andersen Model'


    Year: 2008
    Journal: North American Actuarial Journal
    Volume: 12
    Issue: 2
    Page numbers: 208-210
    Author(s):
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  • Discussion of the `On the Laplace Transform of the Aggregate Discounted Claims with Markovian Arrivals'


    Year: 2008
    Journal: North American Actuarial Journal
    Volume: 12
    Issue: 4
    Page numbers: 443-445
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  • A Note on the Maximum Severity of Ruin in Erlang(n) Risk Procss
    Year: 2008
    Journal: Bulletin of the Swiss Association of Actuaries
    Volume: 1
    Issue: 2
    Page numbers: 167 - 180
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  • The Decompositions of the Discounted Penalty Function and Dividends-Penalty Indentity in a Markov-Modulated Risk Model
    Year: 2008
    Journal: Astin Bulletin
    Volume: 38
    Issue: 1
    Page numbers: 53 - 71
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  • The Moments of the Present Value of Total Dividends under Stochastic Interest Rates
    Year: 2008
    Journal: Australian Actuarial Journal
    Volume: 14
    Issue: 2
    Page numbers: 175 - 192
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  • The Time of Recovery and the Maximum Severity of Ruin in a Sparre
    Year: 2008
    Journal: North American Actuarial Journal
    Volume: 12
    Issue: 4
    Page numbers: 413-425
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Reports

  • The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model


    Year: 2008
    Report No:: 176
    Publisher: Centre for Actuarial Studies, The University of Melbourne(Melbourne)
    Authors:
  • Finite time ruin problems for the Erlang(2) risk model
    Year: 2008
    Report No:: 168
    Publisher: Centre for Actuarial Studies, The University of Melbourne(Melbourne)
    Authors:
  • On a discrete-time Sparre Anderson model with phase-type claims
    Year: 2008
    Report No:: 169
    Publisher: Centre for Actuarial Studies, The University of Melbourne(Melbourne)
    Authors:
  • On the Maximum Severity of Ruin in the Compound Poisson Model with a Threshold Dividend Strategy
    Year: 2008
    Report No:: 179
    Publisher: Centre for Actuarial Studies, The University of Melbourne(Melbourne)
    Authors:
  • The Distribution of Total Dividend Payments in a Sparre Andersen Model
    Year: 2008
    Report No:: 177
    Publisher: Centre for Actuarial Studies, The University of Melbourne(Melbourne)
    Authors:
  • The Markovian Regime-Switching Risk Model with a Threshold Dividend Strategy
    Year: 2008
    Report No:: 179
    Publisher: Centre for Actuarial Studies, The University of Melbourne(Melbourne)
    Authors:

Publications in 2007

Journal Articles

  • Moments of the dividend payments and related problems in a Markov-modulated risk model
    Year: 2007
    Journal: North American Actuarial Journal
    Volume: 11
    Issue: 2
    Page numbers: 65-76
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Reports

  • On the Discounted Penalty Function in a Discrete Time Renewal Risk Model with General Interclaim Times
    Year: 2007
    Report No:: 163
    Publisher: Centre for Actuarial Studies, The University of Melbourne(Melbourne)
    Authors:
  • The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-modulated Risk Model
    Year: 2007
    Report No:: 162
    Publisher: Centre for Actuarial Studies, The University of Melbourne(Melbourne)
    Authors:
  • The moments of the present value of total dividends under stochastic interest rates
    Year: 2007
    Report No:: 152
    Publisher: Centre for Actuarial Studies, The University of Melbourne(Melbourne)
    Authors:

Publications in 2006

Journal Articles

  • The distribution of the dividend payments in the compound Poisson risk model perturbed by diffusion
    Year: 2006
    Journal: Scandinavian Actuarial Journal
    Volume: 2006
    Issue: 2
    Page numbers: 73-85
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  • The maximum surplus before ruin in an Erlang(n) risk process and related problems
    Year: 2006
    Journal: Insurance: Mathematics & Economics
    Volume: 38
    Issue: 3
    Page numbers: 529 - 539
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Reports

  • On a discrete time risk model with delayed claims and a constant dividend barrier
    Year: 2006
    Report No:: 145
    Publisher: Centre for Actuarial Studies, The University of Melbourne(Melbourne)
    Authors:
  • Some optimal dividend problems in a Markov-modulated risk model
    Year: 2006
    Report No:: 130
    Publisher: Centre for Actuarial Studies, The University of Melbourne(Melbourne)
    Authors:
  • The diffusion perturbed compound Poisson risk model with a dividend barrier
    Year: 2006
    Report No:: 134
    Publisher: Centre for Actuarial Studies, The University of Melbourne(Melbourne)
    Authors:

Publications in 2005

Journal Articles

  • Discussion of the time value of ruin in a Sparre Andersen model
    Year: 2005
    Journal: North American Actuarial Journal
    Volume: 9
    Issue: 2
    Page numbers: 71-74
    Publisher: Society of Actuaries
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  • Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models
    Year: 2005
    Journal: Scandinavian Actuarial Journal
    Volume: 2005
    Issue: 4
    Page numbers: 271-284
    Publisher: Taylor & Francis Ltd
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  • On a class of discrete time renewal risk models
    Year: 2005
    Journal: Scandinavian Actuarial Journal
    Volume: 2005
    Issue: 4
    Page numbers: 241-260
    Publisher: Taylor & Francis Ltd
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  • On a general class of renewal risk process: analysis of the Gerber-Shiu function
    Year: 2005
    Journal: Advances in Applied Probability
    Volume: 37
    Issue: 3
    Page numbers: 836-856
    Publisher: Applied Probability Trust
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  • On the expected discounted penalty functions for two classes of risk processes
    Year: 2005
    Journal: Insurance: Mathematics & Economics
    Volume: 36
    Issue: 2
    Page numbers: 179-194
    Publisher: Elsevier Science(Amsterdam)
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  • On the probability of ruin in a Markov-modulated risk model
    Year: 2005
    Journal: Insurance: Mathematics & Economics
    Volume: 37
    Issue: 3
    Page numbers: 522-532
    Publisher: Elsevier Science(Amsterdam)
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  • Ruin probabilities for two classes of risk processes
    Year: 2005
    Journal: Astin Bulletin
    Volume: 35
    Issue: 1
    Page numbers: 61-78
    Publisher: Peeters
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  • The Gerber-Shiu function in a Sparre Andersen risk process perturbed by diffusion
    Year: 2005
    Journal: Scandinavian Actuarial Journal
    Volume: 2005
    Issue: 3
    Page numbers: 161-186
    Publisher: Taylor & Francis Ltd
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Reports

Publications in 2004

Journal Articles

  • On a class of renewal risk models with a constant dividend barrier
    Year: 2004
    Journal: Insurance: Mathematics & Economics
    Volume: 35
    Issue: 3
    Page numbers: 691-701
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  • On ruin for Erlang(n) risk process
    Year: 2004
    Journal: Insurance: Mathematics & Economics
    Volume: 34
    Issue: 2
    Page numbers: 391-408
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Publications in 2003

Journal Articles

  • Discussion of Moments of the surplus before and the deficit at ruin
    Year: 2003
    Journal: North American Actuarial Journal
    Volume: 7
    Issue: 3
    Page numbers: 119-122
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