Zhimin Zhang

发表

Ruin problems in a discrete Markov risk model

Hu Yang, Zhimin Zhang, Chunmei Lan, 2009 .

Lévy insurance risk process with Poissonian taxation

Eric C. K. Cheung, Hailiang Yang, Zhimin Zhang, 2017 .

On the absolute ruin in a MAP risk model with debit interest

Hailiang Yang, Hu Yang, Zhimin Zhang, 2011, Advances in Applied Probability.

Estimating Gerber–Shiu functions from discretely observed Lévy driven surplus

Zhimin Zhang, Y. Shimizu, 2017 .

Periodic threshold-type dividend strategy in the compound Poisson risk model

Eric C. K. Cheung, Zhimin Zhang, 2018, Scandinavian Actuarial Journal.

Computing the Gerber–Shiu function by frame duality projection

Zhimin Zhang, Wenyuan Wang, Wenyuan Wang, 2019, Scandinavian Actuarial Journal.

Estimating the discounted density of the deficit at ruin by Fourier cosine series expansion

Zhimin Zhang, Yang Yang, Wen Su, 2019, Statistics & Probability Letters.

Asymptotics for a bidimensional risk model with two geometric Lévy price processes

Zhimin Zhang, Yang Yang, Kaiyong Wang, 2019, Journal of Industrial & Management Optimization.

On a discrete risk model with delayed claims and a randomized dividend strategy

Zhimin Zhang, Chaolin Liu, 2015 .

Valuing equity-linked death benefits with a threshold expense structure under a regime-switching Lévy model

Zhimin Zhang, Wenguang Yu, Meiqiao Ai, 2022, Journal of Industrial & Management Optimization.

Some new infinite series expansions for the first passage time densities in a jump diffusion model with phase-type jumps

Zhimin Zhang, Zhenyu Cui, Jiayi Xie, 2022, Appl. Math. Comput..

Title Lévy insurance risk process with Poissonian taxation

Eric C. K. Cheung, Hailiang Yang, Zhimin Zhang, 2015 .

Optimal loss-carry-forward taxation for Lévy risk processes stopped at general draw-down time

Zhimin Zhang, Wenyuan Wang, 2019, Advances in Applied Probability.

Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times

Zhimin Zhang, Zhenyu Cui, Wenguang Yu, 2022, Probability in the Engineering and Informational Sciences.

The Markov Additive Risk Process Under an Erlangized Dividend Barrier Strategy

Eric C. K. Cheung, Zhimin Zhang, 2016 .

A note on a Lévy insurance risk model under periodic dividend decisions

Eric C. K. Cheung, Zhimin Zhang, 2017 .

Efficient valuation of guaranteed minimum maturity benefits in regime switching jump diffusion models with surrender risk

Zhimin Zhang, Zhenyu Cui, Wei Zhong, 2022, Journal of Computational and Applied Mathematics.

On a nonparametric estimator for the finite time survival probability with zero initial surplus

Zhimin Zhang, Hu Yang, Hai-liang Yang, 2016, Acta Mathematicae Applicatae Sinica, English Series.

Estimating the Gerber-Shiu function in a Lévy risk model by Laguerre series expansion

Zhimin Zhang, Wen Su, Zhimin Zhang, 2019, J. Comput. Appl. Math..

Nonparametric estimation for derivatives of compound distribution

Zhimin Zhang, Chaolin Liu, 2015 .

On a nonparametric estimator for ruin probability in the classical risk model

Hailiang Yang, Zhimin Zhang, Hu Yang, 2014 .

Title On a nonparametric estimator for ruin probability in the classicalrisk model

Hailiang Yang, Hu Yang, Zhimin Zhang, 2012 .

Pricing equity-linked death benefits by complex Fourier series expansion in a regime-switching jump diffusion model

Wenguang Yu, Yayun Wang, Zhimin Zhang, 2021, Appl. Math. Comput..

Gerber-Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times

Zhimin Zhang, Hu Yang, Hu Yang, 2011, J. Comput. Appl. Math..

Nonparametric estimation of some dividend problems in the perturbed compound Poisson model

Zhimin Zhang, Yang Yang, Jiayi Xie, 2022, Probability in the Engineering and Informational Sciences.

ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS

Eric C. K. Cheung, Hailiang Yang, Zhimin Zhang, 2017, ASTIN Bulletin.

On a discrete risk model with two-sided jumps

Zhimin Zhang, Hu Yang, Hu Yang, 2010, J. Comput. Appl. Math..

Pricing EIA with cliquet-style guarantees under time-changed Lévy models by frame duality projection

Zhimin Zhang, Benxuan Shi, Zhimin Zhang, 2021, Commun. Nonlinear Sci. Numer. Simul..

Valuing equity-linked death benefits in general exponential Lévy models

Zhimin Zhang, Wenguang Yu, Yaodi Yong, 2020, J. Comput. Appl. Math..

Estimating the time value of ruin in a Lévy risk model under low-frequency observation

Zhimin Zhang, Jiayi Xie, Wenyuan Wang, 2022, Insurance: Mathematics and Economics.

Pricing some life-contingent lookback options under regime-switching Lévy models

Zhimin Zhang, Meiqiao Ai, 2022, J. Comput. Appl. Math..

Valuing variable annuities with path-dependent surrender guarantees under regime-switching Lévy models

Zhimin Zhang, Dan Zhu, Meiqiao Ai, 2022, Scandinavian Actuarial Journal.

On a time-changed Lévy risk model with capital injections and periodic observation

Zhimin Zhang, Ye Teng, 2023, Mathematics and Computers in Simulation.

Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy

Zhimin Zhang, Hu Yang, Hu Yang, 2008 .

On a Sparre Andersen Risk Model with Time-Dependent Claim Sizes and Jump-Diffusion Perturbation

Hailiang Yang, Zhimin Zhang, Hu Yang, 2012 .

The Gerber-Shiu discounted penalty functions for a risk model with two classes of claims

Shuanming Li, Zhimin Zhang, Hu Yang, 2009 .