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Author

Shu Li

Observed name: Li, Shu
Institution: Western University
ORCID: 0000-0001-6901-0053
Observed ORCID: 0000-0001-6901-0053
OpenAlex ID: A5100404303
Distributed algorithms for the computation of noncooperative equilibria
1987 · Shu Li, Tamer Başar · Automatica · 192
Extensions of infinitesimal perturbation analysis
1988 · Y.-C. Ho, Shu Li · IEEE Transactions on Automatic Control · 102
Asymptotic agreement and convergence of asynchronous stochastic algorithms
1987 · Shu Li, T. Basar · IEEE Transactions on Automatic Control · 42
Analysis of a drawdown-based regime-switching Lévy insurance model
2014 · David Landriault, Bin Li, et al. · Insurance Mathematics and Economics · 18
A risk model with varying premiums: Its risk management implications
2014 · Shu Li, David Landriault, et al. · Insurance Mathematics and Economics · 12
Distributed Computation of Nash Equilibria in Linear-Quadratic Stochastic Differential Games
1989 · Tamer Başar, Shu Li · SIAM Journal on Control and Optimization · 10
The Applications of Generalized Poisson Regression Models to Insurance Claim Data
2023 · Pouya Faroughi, Shu Li, et al. · Risks · 9
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Drawdown analysis for the renewal insurance risk process
2016 · David Landriault, Bin Li, et al. · Scandinavian Actuarial Journal · 8
General drawdown of general tax model in a time-homogeneous Markov framework
2021 · Florin Avram, Bin Li, et al. · Journal of Applied Probability · 7
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The Parisian and ultimate drawdowns of Lévy insurance models
2022 · Shu Li, Xiaowen Zhou · Insurance Mathematics and Economics · 5
An insurance risk process with a generalized income process: A solvency analysis
2021 · Zijia Wang, David Landriault, et al. · Insurance Mathematics and Economics · 5
Fluctuation identities for Omega-killed spectrally negative Markov additive processes and dividend problem
2020 · Irmina Czarna, Adam Kaszubowski, et al. · Advances in Applied Probability · 3
Fluctuation identities for omega-killed Markov additive processes and dividend problem
2018 · Czarna, Irmina, Kaszubowski, Adam, et al. · arXiv (Cornell University) · 3
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Expected utility of the drawdown-based regime-switching risk model with state-dependent termination
2017 · David Landriault, Bin Li, et al. · Insurance Mathematics and Economics · 3
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Last passage times for generalized drawdown processes with applications
2024 · Shu Li, Zijia Wang · Scandinavian Actuarial Journal · 2
Generalized Poisson random variable: its distributional properties and actuarial applications
2024 · Pouya Faroughi, Shu Li, et al. · Annals of Actuarial Science · 1
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Distributed Computation of Nash Equilibria in Linear Stochastic Differential Games †
1987 · T. Basar, Shu Li · IFAC Proceedings Volumes · 1
Distributed Algorithm for the Computation of Nash Equilibria in Linear Stochastic Differential Games.
1986 · Shu Li, M Tamer Basar · 1
The valuation of variable annuities with drawdown-dependent fee
2026 · Duo Xu, Shu Li · Scandinavian Actuarial Journal
Socioeconomic and Regional Determinants of Inclusive Insurance Participation in Indonesia
2026 · Rika Fitriani, Hyukjun Gweon, et al. · Risks
PDF
The ultimate drawdown insurance and its state-dependent premium
2025 · Duo Xu, Shu Li · Insurance Mathematics and Economics
The last passage time before ruin: Theory and applications in liquidation risk management
2025 · Zijia Wang, Jingyi Cao, et al. · Insurance Mathematics and Economics
Eyes tell whether risky choices are guided by a weighting/discounting-and-summing process
2012 · Yin Su, Shu Li, et al. · Institutional Repository of Institute of Psychology, Chinese Academy of Sciences (Institute of Psychology, Chinese Academy of Sciences)
Quasi-negative Binomial Distributions and Applications
2011 · Shu Li, Carl Moun-shen Lee, et al.
Quasi-probability distribution based on the Lagrange expansions
2006 · Shu Li, Carl Moun-shen Lee, et al.
Works count: 26
Citation count: 424
H-index: 8
I10-index: 6
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