| Analysis of a drawdown-based regime-switching Lévy insurance model D Landriault, B Li, S Li Insurance: Mathematics and Economics 60, 98-107, 2015 | 23 | 2015 |
| An effective bias-corrected bagging method for the valuation of large variable annuity portfolios H Gweon, S Li, R Mamon ASTIN Bulletin: The Journal of the IAA 50 (3), 853-871, 2020 | 14 | 2020 |
| A risk model with varying premiums: its risk management implications S Li, D Landriault, C Lemieux Insurance: Mathematics and Economics 60, 38-46, 2015 | 14 | 2015 |
| Drawdown analysis for the renewal insurance risk process D Landriault, B Li, S Li Scandinavian Actuarial Journal 2017 (3), 267-285, 2017 | 12 | 2017 |
| Fluctuation identities for omega-killed Markov additive processes and dividend problem I Czarna, A Kaszubowski, S Li, Z Palmowski Advances in Applied Probability 52 (2), 404-432, 2020 | 10 | 2020 |
| General drawdown of general tax model in a time-homogeneous Markov framework F Avram, B Li, S Li Journal of Applied Probability 58 (4), 1131-1151, 2021 | 7 | 2021 |
| An insurance risk process with a generalized income process: A solvency analysis Z Wang, D Landriault, S Li Insurance: Mathematics and Economics 98, 133-146, 2021 | 6 | 2021 |
| Batch mode active learning framework and its application on valuing large variable annuity portfolios H Gweon, S Li Insurance: Mathematics and Economics 99, 105-115, 2021 | 4 | 2021 |
| Expected utility of the drawdown-based regime-switching risk model with state-dependent termination D Landriault, B Li, S Li Insurance: Mathematics and Economics 79, 137-147, 2018 | 4 | 2018 |
| Adaptive policies and drawdown problems in insurance risk models S Li University of Waterloo, 2015 | 3 | 2015 |
| The Parisian and ultimate drawdowns of Lévy insurance models S Li, X Zhou Insurance: Mathematics and Economics 107, 140-160, 2022 | 2 | 2022 |
| A hybrid data mining framework for variable annuity portfolio valuation H Gweon, S Li ASTIN Bulletin: The Journal of the IAA 53 (3), 580-595, 2023 | 1 | 2023 |
| The Applications of Generalized Poisson Regression Models to Insurance Claim Data P Faroughi, S Li, J Ren Risks 11 (12), 213, 2023 | | 2023 |
David LandriaultUniversity of WaterlooVerified email at uwaterloo.ca
