Author

Suhang Dai

Observed name: Dai, Suhang

Institution: University of Liverpool

Observed institution: University of Liverpool

OpenAlex ID: A5068302895

Ruin Probabilities with Dependence on the Number of Claims within a Fixed Time Window

2016 · Corina Constantinescu, Suhang Dai, et al. · Risks · 15

Ruin probabilities in a Sparre Andersen model with dependency structure based on a threshold window

2017 · Eric C. K. Cheung, Suhang Dai, et al. · Annals of Actuarial Science · 5

Viscosity Solution for Optimal Stopping Problems of Feller Processes

2018 · Dai, Suhang, Menoukeu-Pamen, Olivier · arXiv (Cornell University) · 4

An algorithm based on an iterative optimal stopping method for Feller processes with applications to impulse control, perturbation, and possibly zero random discount problems

2022 · Suhang Dai, Olivier Menoukeu-Pamen · Journal of Computational and Applied Mathematics · 3

Viscosity Solutions of Optimal Stopping Problems for Feller Processes and Their Applications

2018 · Dai, Suhang · University of Liverpool · 1

Ruin probabilities with dependence on the number of claims within a fixed time window

2016 · Constantinescu, Corina, Dai, Suhang, et al. · arXiv (Cornell University)

Works count: 6

Citation count: 28

H-index: 3

I10-index: 1