Zhimin Zhang

28 papers Journal 28
YearRankTypeTitle / Venue / Authors
2024 J jnl
Asymptotics for credit portfolio losses due to defaults in a multi-sector model.
Ann. Oper. Res.
Shaoying Chen, Yang Yang, Zhimin Zhang
2024 J jnl
Distributed subsampling for multiplicative regression.
Stat. Comput.
Xiaoyan Li, Xiaochao Xia, Zhimin Zhang
2024 J jnl
Efficient valuation of variable annuities under regime-switching jump diffusion models with surrender risk and mortality risk.
Commun. Nonlinear Sci. Numer. Simul.
Wei Zhong, Zhimin Zhang, Zhenyu Cui
2024 J jnl
Multi-block alternating direction method of multipliers for ultrahigh dimensional quantile fused regression.
Comput. Stat. Data Anal.
Xiaofei Wu, Hao Ming, Zhimin Zhang, Zhenyu Cui
2024 J jnl
Poisson subsampling-based estimation for growing-dimensional expectile regression in massive data.
Stat. Comput.
Xiaoyan Li, Xiaochao Xia, Zhimin Zhang
2024 J jnl
Valuation of guaranteed minimum maturity benefits under mean reversion and jump models with surrender risk.
J. Comput. Appl. Math.
Wei Zhong, Benxuan Shi, Zhimin Zhang
2023 J jnl
Efficient valuation of guaranteed minimum maturity benefits in regime switching jump diffusion models with surrender risk.
J. Comput. Appl. Math.
Wei Zhong, Zhenyu Cui, Zhimin Zhang
2023 J jnl
Finite-time expected present value of operating costs until ruin in a Cox risk model with periodic observation.
Appl. Math. Comput.
Ye Teng, Zhimin Zhang
2023 J jnl
On a time-changed Lévy risk model with capital injections and periodic observation.
Math. Comput. Simul.
Ye Teng, Zhimin Zhang
2023 J jnl
Valuation of a DB underpin hybrid pension under a regime-switching Lévy model.
J. Comput. Appl. Math.
Meiqiao Ai, Zhimin Zhang, Wei Zhong
2022 J jnl
Pricing some life-contingent lookback options under regime-switching Lévy models.
J. Comput. Appl. Math.
Meiqiao Ai, Zhimin Zhang
2022 J jnl
Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation.
J. Comput. Appl. Math.
Jiayi Xie, Zhimin Zhang
2022 J jnl
Some new infinite series expansions for the first passage time densities in a jump diffusion model with phase-type jumps.
Appl. Math. Comput.
Jiayi Xie, Zhenyu Cui, Zhimin Zhang
2021 J jnl
Finite-time dividend problems in a Lévy risk model under periodic observation.
Appl. Math. Comput.
Jiayi Xie, Zhimin Zhang
2021 J jnl
Pricing EIA with cliquet-style guarantees under time-changed Lévy models by frame duality projection.
Commun. Nonlinear Sci. Numer. Simul.
Benxuan Shi, Zhimin Zhang
2021 J jnl
Pricing equity-linked death benefits by complex Fourier series expansion in a regime-switching jump diffusion model.
Appl. Math. Comput.
Yayun Wang, Zhimin Zhang, Wenguang Yu
2020 J jnl
Valuing equity-linked death benefits in general exponential Lévy models.
J. Comput. Appl. Math.
Zhimin Zhang, Yaodi Yong, Wenguang Yu
2019 J jnl
Estimating the Gerber-Shiu function in a Lévy risk model by Laguerre series expansion.
J. Comput. Appl. Math.
Zhimin Zhang, Wen Su
2019 J jnl
Valuing guaranteed equity-linked contracts by Laguerre series expansion.
J. Comput. Appl. Math.
Zhimin Zhang, Yaodi Yong
2017 J jnl
A note on a discrete time MAP risk model.
J. Comput. Appl. Math.
Chaolin Liu, Zhimin Zhang, Hu Yang
2017 J jnl
The compound Poisson risk model under a mixed dividend strategy.
Appl. Math. Comput.
Zhimin Zhang, Xiao Han
2015 J jnl
Uniformly asymptotic behavior of ruin probabilities in a time-dependent renewal risk model with stochastic return.
J. Comput. Appl. Math.
Yang Yang, Zhimin Zhang, Tao Jiang, Dongya Cheng
2014 J jnl
On a perturbed Sparre Andersen risk model with threshold dividend strategy and dependence.
J. Comput. Appl. Math.
Zhimin Zhang
2011 J jnl
Gerber-Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times.
J. Comput. Appl. Math.
Zhimin Zhang, Hu Yang
2010 J jnl
On a discrete risk model with two-sided jumps.
J. Comput. Appl. Math.
Hu Yang, Zhimin Zhang
2010 J jnl
On a risk model with stochastic premiums income and dependence between income and loss.
J. Comput. Appl. Math.
Zhimin Zhang, Hu Yang
2010 J jnl
The perturbed compound Poisson risk model with two-sided jumps.
J. Comput. Appl. Math.
Zhimin Zhang, Hu Yang, Shuanming Li
2009 J jnl
On a perturbed Sparre Andersen risk model with multi-layer dividend strategy.
J. Comput. Appl. Math.
Hu Yang, Zhimin Zhang