Wang, Suxin; Lu, Yi Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan. (English) Zbl 1427.91245 Insur. Math. Econ. 89, 46-62 (2019). MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{S. Wang} and \textit{Y. Lu}, Insur. Math. Econ. 89, 46--62 (2019; Zbl 1427.91245) Full Text: DOI OpenURL
Li, Shuanming; Lu, Yi; Sendova, Kristina P. The expected discounted penalty function: from infinite time to finite time. (English) Zbl 1411.91303 Scand. Actuar. J. 2019, No. 4, 336-354 (2019). MSC: 91B30 35Q91 45K05 PDF BibTeX XML Cite \textit{S. Li} et al., Scand. Actuar. J. 2019, No. 4, 336--354 (2019; Zbl 1411.91303) Full Text: DOI OpenURL
Li, Shuanming; Lu, Yi Distributional study of finite-time ruin related problems for the classical risk model. (English) Zbl 1427.91079 Appl. Math. Comput. 315, 319-330 (2017). MSC: 91B05 62P05 60K05 91G05 PDF BibTeX XML Cite \textit{S. Li} and \textit{Y. Lu}, Appl. Math. Comput. 315, 319--330 (2017; Zbl 1427.91079) Full Text: DOI OpenURL
Liang, Xiaoqing; Lu, Yi Indifference pricing of a life insurance portfolio with risky asset driven by a shot-noise process. (English) Zbl 1397.91293 Insur. Math. Econ. 77, 119-132 (2017). MSC: 91B30 60H30 62P05 PDF BibTeX XML Cite \textit{X. Liang} and \textit{Y. Lu}, Insur. Math. Econ. 77, 119--132 (2017; Zbl 1397.91293) Full Text: DOI OpenURL
Chen, Li; Lin, Luyao; Lu, Yi; Parker, Gary Analysis of survivorship life insurance portfolios with stochastic rates of return. (English) Zbl 1394.91200 Insur. Math. Econ. 75, 16-31 (2017). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{L. Chen} et al., Insur. Math. Econ. 75, 16--31 (2017; Zbl 1394.91200) Full Text: DOI OpenURL
Li, Shuanming; Lu, Yi On the time and the number of claims when the surplus drops below a certain level. (English) Zbl 1401.91165 Scand. Actuar. J. 2016, No. 5, 420-445 (2016). MSC: 91B30 62E15 62P05 PDF BibTeX XML Cite \textit{S. Li} and \textit{Y. Lu}, Scand. Actuar. J. 2016, No. 5, 420--445 (2016; Zbl 1401.91165) Full Text: DOI OpenURL
Liang, Xiaoqing; Tsai, Cary Chi-Liang; Lu, Yi Valuing guaranteed equity-linked contracts under piecewise constant forces of mortality. (English) Zbl 1371.91101 Insur. Math. Econ. 70, 150-161 (2016). MSC: 91B30 91G20 62P05 PDF BibTeX XML Cite \textit{X. Liang} et al., Insur. Math. Econ. 70, 150--161 (2016; Zbl 1371.91101) Full Text: DOI OpenURL
Li, Shuanming; Lu, Yi; Jin, Can Number of jumps in two-sided first-exit problems for a compound Poisson process. (English) Zbl 1349.91146 Methodol. Comput. Appl. Probab. 18, No. 3, 747-764 (2016). MSC: 91B30 60G40 60J75 PDF BibTeX XML Cite \textit{S. Li} et al., Methodol. Comput. Appl. Probab. 18, No. 3, 747--764 (2016; Zbl 1349.91146) Full Text: DOI OpenURL
Lu, Yi On the evaluation of expected penalties at claim instants that cause ruin in the classical risk model. (English) Zbl 1334.90063 Methodol. Comput. Appl. Probab. 18, No. 1, 237-255 (2016). MSC: 90B70 62E99 91D35 PDF BibTeX XML Cite \textit{Y. Lu}, Methodol. Comput. Appl. Probab. 18, No. 1, 237--255 (2016; Zbl 1334.90063) Full Text: DOI OpenURL
Li, Shuanming; Lu, Yi On the generalized Gerber-Shiu function for surplus processes with interest. (English) Zbl 1284.91248 Insur. Math. Econ. 52, No. 2, 127-134 (2013). MSC: 91B30 PDF BibTeX XML Cite \textit{S. Li} and \textit{Y. Lu}, Insur. Math. Econ. 52, No. 2, 127--134 (2013; Zbl 1284.91248) Full Text: DOI OpenURL
Li, Shuanming; Lu, Yi On the maximum severity of ruin in the compound Poisson model with a threshold dividend strategy. (English) Zbl 1224.91071 Scand. Actuar. J. 2010, No. 2, 136-147 (2010). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 91B30 62P05 60K10 PDF BibTeX XML Cite \textit{S. Li} and \textit{Y. Lu}, Scand. Actuar. J. 2010, No. 2, 136--147 (2010; Zbl 1224.91071) Full Text: DOI OpenURL
Li, Shuanming; Lu, Yi The distribution of total dividend payments in a Sparre Andersen model. (English) Zbl 1160.62359 Stat. Probab. Lett. 79, No. 9, 1246-1251 (2009). MSC: 62P05 62E15 91B30 PDF BibTeX XML Cite \textit{S. Li} and \textit{Y. Lu}, Stat. Probab. Lett. 79, No. 9, 1246--1251 (2009; Zbl 1160.62359) Full Text: DOI OpenURL
Lu, Yi; Li, Shuanming The Markovian regime-switching risk model with a threshold dividend strategy. (English) Zbl 1163.91438 Insur. Math. Econ. 44, No. 2, 296-303 (2009). MSC: 91B30 91B28 PDF BibTeX XML Cite \textit{Y. Lu} and \textit{S. Li}, Insur. Math. Econ. 44, No. 2, 296--303 (2009; Zbl 1163.91438) Full Text: DOI OpenURL
Li, Shuanming; Lu, Yi The decompositions of the discounted penalty functions and dividends-penalty identity in a Markov-modulated risk model. (English) Zbl 1169.91390 Astin Bull. 38, No. 1, 53-71 (2008). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{S. Li} and \textit{Y. Lu}, ASTIN Bull. 38, No. 1, 53--71 (2008; Zbl 1169.91390) Full Text: DOI OpenURL
Lu, Yi; Tsai, Cary Chi-Liang The expected discounted penalty at ruin for a Markov-modulated risk process perturbed by diffusion. (English) Zbl 1480.91226 N. Am. Actuar. J. 11, No. 2, 136-149 (2007). MSC: 91G05 45J05 44A10 PDF BibTeX XML Cite \textit{Y. Lu} and \textit{C. C. L. Tsai}, N. Am. Actuar. J. 11, No. 2, 136--149 (2007; Zbl 1480.91226) Full Text: DOI OpenURL
Li, Shuanming; Lu, Yi Moments of the dividend payments and related problems in a Markov-modulated risk model. (English) Zbl 1480.91222 N. Am. Actuar. J. 11, No. 2, 65-76 (2007). MSC: 91G05 45J05 PDF BibTeX XML Cite \textit{S. Li} and \textit{Y. Lu}, N. Am. Actuar. J. 11, No. 2, 65--76 (2007; Zbl 1480.91222) Full Text: DOI OpenURL
Lu, Yi; Garrido, José Regime-switching periodic models for claim counts. (English) Zbl 1480.91225 N. Am. Actuar. J. 10, No. 4, 235-248 (2006). MSC: 91G05 60G99 PDF BibTeX XML Cite \textit{Y. Lu} and \textit{J. Garrido}, N. Am. Actuar. J. 10, No. 4, 235--248 (2006; Zbl 1480.91225) Full Text: DOI OpenURL
Lu, Yi; Garrido, José Doubly periodic non-homogeneous Poisson models for hurricane data. (English) Zbl 1248.86003 Stat. Methodol. 2, No. 1, 17-35 (2005). MSC: 86A32 62F10 62P05 62P12 PDF BibTeX XML Cite \textit{Y. Lu} and \textit{J. Garrido}, Stat. Methodol. 2, No. 1, 17--35 (2005; Zbl 1248.86003) Full Text: DOI OpenURL
Li, Shuanming; Lu, Yi On the expected discounted penalty functions for two classes of risk processes. (English) Zbl 1122.91040 Insur. Math. Econ. 36, No. 2, 179-193 (2005). MSC: 91B30 45J05 60G55 65C20 PDF BibTeX XML Cite \textit{S. Li} and \textit{Y. Lu}, Insur. Math. Econ. 36, No. 2, 179--193 (2005; Zbl 1122.91040) Full Text: DOI OpenURL