フォロー
Shuanming Li
Shuanming Li
確認したメール アドレス: unimelb.edu.au
タイトル
引用先
引用先
1 MINING SPECTRUM USAGE DATA: A LARGE-SCALE SPECTRUM MEASUREMENT STUDY
S Yin, D Chen, Q Zhang, M Liu, S Li
478*2009
On ruin for the Erlang (< i> n</i>) risk process
S Li, J Garrido
Insurance: Mathematics and Economics 34 (3), 391-408, 2004
3482004
On a class of renewal risk models with a constant dividend barrier
S Li, J Garrido
Insurance: Mathematics and Economics 35 (3), 691-701, 2004
1692004
On a general class of renewal risk process: analysis of the Gerber-Shiu function
S Li, J Garrido
Advances in Applied Probability 37 (3), 836-856, 2005
1322005
The intestinal microbial diversity in mud crab (Scylla paramamosain) as determined by PCR‐DGGE and clone library analysis
S Li, L Sun, H Wu, Z Hu, W Liu, Y Li, X Wen
Journal of applied microbiology 113 (6), 1341-1351, 2012
1022012
The distribution of the dividend payments in the compound Poisson risk model perturbed by diffusion
S Li
Scandinavian Actuarial Journal 2006 (2), 73-85, 2006
1012006
On the probability of ruin in a Markov-modulated risk model
Y Lu, S Li
Insurance: Mathematics and Economics 37 (3), 522-532, 2005
1012005
Distributions of the surplus before ruin, the deficit at ruin and the claim causing ruin in a class of discrete time risk models
S Li*
Scandinavian Actuarial Journal 2005 (4), 271-284, 2005
88*2005
The Gerber–Shiu function in a Sparre Andersen risk process perturbed by diffusion
S Li, J Garrido*
Scandinavian Actuarial Journal 2005 (3), 161-186, 2005
852005
A review of discrete-time risk models
S Li, Y Lu, J Garrido
RACSAM-Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales …, 2009
792009
On a class of discrete time renewal risk models
S Li*
Scandinavian Actuarial Journal 2005 (4), 241-260, 2005
782005
Moments of the dividend payments and related problems in a Markov-modulated risk model
S Li, Y Lu
North American Actuarial Journal 11 (2), 65-76, 2007
75*2007
Emergent ferromagnetism in ZnO/Al2O3 core-shell nanowires: Towards oxide spinterfaces
GZ Xing, DD Wang, CJ Cheng, M He, S Li, T Wu
Applied Physics Letters 103 (2), 022402, 2013
732013
The perturbed compound Poisson risk model with two-sided jumps
Z Zhang, H Yang, S Li
Journal of computational and applied mathematics 233 (8), 1773-1784, 2010
682010
The maximum surplus before ruin in an Erlang (< i> n</i>) risk process and related problems
S Li, D Dickson
Insurance: Mathematics and Economics 38 (3), 529-539, 2006
682006
On the expected discounted penalty functions for two classes of risk processes
S Li, Y Lu
Insurance: Mathematics and Economics 36 (2), 179-193, 2005
662005
Study of Gd-doped Bi2Te3 thin films: Molecular beam epitaxy growth and magnetic properties
SE Harrison, LJ Collins-McIntyre, S Li, AA Baker, LR Shelford, Y Huo, ...
Journal of Applied Physics 115 (2), 023904, 2014
642014
IBP regulates epithelial-to-mesenchymal transition and the motility of breast cancer cells via Rac1, RhoA and Cdc42 signaling pathways
Z Zhang, M Yang, R Chen, W Su, P Li, S Chen, Z Chen, A Chen, S Li, ...
Oncogene, 2013
602013
The Markovian regime-switching risk model with a threshold dividend strategy
Y Lu, S Li
Insurance: Mathematics and Economics 44 (2), 296-303, 2009
592009
The decompositions of the discounted penalty functions and dividends-penalty identity in a Markov-modulated risk model
S Li, Y Lu
Astin Bulletin 38 (1), 53, 2008
572008
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論文 1–20