Shu Li
Associate of the Society of Actuaries (ASA)
Office: WSC 229
Phone: 519 661-2111 x85419
Email: shu.li@uwo.ca
Research Areas
- Risk Theory
- Ruin Theory
- Stochastic Modeling in Actuarial Science
- Risk Management
Graduate Students Supervision
- Pouya Faroughi (PhD)
- Yiming Huang (PhD)
- Aichen Liu (MSc)
- Duo Xu (PhD)
- Xinyi Zeng (PhD)
Publications
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Li, S., Zhou, X. (2021). The Parisian and ultimate drawdowns of Levy insurance models. Submitted.
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Wang, Z., Landriault, D., Li, S. (2021). An insurance risk process with a generalized income process: a solvency analysis. Under revision.
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Gweon, H., Li, S. (2020). Batch mode active learning for valuing large variable annuity portfolios. Under revision.
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Gwoen, H., Li, S., Mamon, R. (2020). An effective bias-corrected bagging method for valuing large variable annuity portfolios. ASTIN Bulletin 50(3), 853--871.
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Avram, F., Li, B., Li, S. (2020). General drawdown of general tax model in a time-homogeneous Markov framework. Under Revision. Available on arXiv: https://arxiv.org/abs/1810.02079.
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Czarna, I., Kaszubowski, A., Li, S., Palmowski, Z. (2020). Fluctuation identities for omega-killed Markov additive processes and dividend problem. Advances in Applied Probability, 52(2), 404--432.
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Landriault, D., Li, B., Li, S. (2018). Expected Utility of the Drawdown-Based Regime-Switching Risk Model with State-Dependent Termination. Insurance: Mathematics and Economics 79, 137--147.
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Landriault, D., Li, B., Li, S. (2017). Drawdown Risk Analysis for the Renewal Insurance Risk Process. Scandinavian Actuarial Journal 3, 267-- 285.
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Li, S., Landriault, D., Lemieux, C. (2015). A Risk Model with Varying Premiums: Its Risk Management Implications. Insurance: Mathematics and Economics 60, 38--46.
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Landriault, D., Li, B., Li, S. (2015). Analysis of a Drawdown-Based Regime-Switching Levy Insurance Model. Insurance: Mathematics and Economics 60, 98--107.