| On ruin for the Erlang (n) risk process S Li, J Garrido Insurance: Mathematics and Economics 34 (3), 391-408, 2004 | 351 | 2004 |
| 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 | 169 | 2004 |
| 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 | 134 | 2005 |
| 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 | 103 | 2006 |
| On the probability of ruin in a Markov-modulated risk model Y Lu, S Li Insurance: Mathematics and Economics 37 (3), 522-532, 2005 | 101 | 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 | 93 | 2005 |
| A review of discrete-time risk models S Li, Y Lu, J Garrido Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales 103 (2 …, 2009 | 80 | 2009 |
| On a class of discrete time renewal risk models S Li* Scandinavian Actuarial Journal 2005 (4), 241-260, 2005 | 79 | 2005 |
| 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 | 68 | 2010 |
| 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 | 68 | 2007 |
| The maximum surplus before ruin in an Erlang (n) risk process and related problems S Li, DCM Dickson Insurance: Mathematics and Economics 38 (3), 529-539, 2006 | 68 | 2006 |
| 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 | 66 | 2005 |
| The Markovian regime-switching risk model with a threshold dividend strategy Y Lu, S Li Insurance: Mathematics and Economics 44 (2), 296-303, 2009 | 59 | 2009 |
| 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 | 58 | 2005 |
| The decompositions of the discounted penalty functions and dividends-penalty identity in a Markov-modulated risk model S Li, Y Lu ASTIN Bulletin: The Journal of the IAA 38 (1), 53-71, 2008 | 57 | 2008 |
| A reinsurance game between two insurance companies with nonlinear risk processes H Meng, S Li, Z Jin Insurance: Mathematics and Economics 62, 91-97, 2015 | 50 | 2015 |
| Ruin probabilities for two classes of risk processes S Li, J Garrido ASTIN Bulletin: The Journal of the IAA 35 (1), 61-77, 2005 | 48 | 2005 |
| Minimizing the ruin probability through capital injections C Nie, DCM Dickson, S Li Annals of Actuarial Science 5 (2), 195-209, 2011 | 41 | 2011 |
| On a discrete time risk model with time-delayed claims and a constant dividend barrier X Wu, S Li Insurance markets and companies: analyses and actuarial computations, 50-57, 2012 | 38* | 2012 |
| The Gerber–Shiu discounted penalty functions for a risk model with two classes of claims Z Zhang, S Li, H Yang Journal of Computational and Applied Mathematics 230 (2), 643-655, 2009 | 36 | 2009 |
Jose GarridoConcordia University, Montreal, CanadaVerified email at mathstat.concordia.ca