Shuanming Li

The University of Melbourne

SCHOLARLY PAPERS

2

DOWNLOADS

66

TOTAL CITATIONS

1

Scholarly Papers (2)

1.

Household Lifetime Strategies Under a Self-Contagious Market

Number of pages: 37 Posted: 27 May 2020
Guo Liu, Zhuo Jin and Shuanming Li
affiliation not provided to SSRN, University of Melbourne and The University of Melbourne
Downloads 45 (890,480)
Citation 1

Abstract:

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Dynamic programming, self-contagious market, stochastic labor income, investment and consumption, life insurance

2.

Robust Risk Sharing and Reinsurance Contract Design for Contagious Catastrophe and Secondary Claims Under Principal-Agent Framework

Number of pages: 42 Posted: 13 Apr 2025
Yang Feng, Shuanming Li, Jiwook Jang and Guo Liu
University of Science and Technology Beijing, The University of Melbourne, Macquarie University and Swansea University
Downloads 21 (1,159,618)

Abstract:

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Risk management, Contagious catastrophe and secondary claims, Model uncertainty, Mean-variance criterion, Principal-agent problem