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~person:"Shimizu, Yasutaka"
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Shimizu, Yasutaka
Packham, Natalie
6
Schlögl, Lutz
6
Schmidt, Wolfgang M.
6
Lo, Chi-Fai
5
Hui, Cho-Hoi
4
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ASTIN bulletin : the journal of the International Actuarial Association
1
Insurance: Mathematics and Economics
1
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ECONIS (ZBW)
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Why does a human die? : a structural approach to cohort-wise mortality prediction under survival energy hypothesis
Shimizu, Yasutaka
;
Minami, Yuki
;
Ito, Ryunosuke
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
1
,
pp. 191-219
Persistent link: https://www.econbiz.de/10012437278
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2
Finite-time survival probability and credit default swaps pricing under geometric Lévy markets
Hao, Xuemiao
;
Li, Xuan
;
Shimizu, Yasutaka
- In:
Insurance: Mathematics and Economics
53
(
2013
)
1
,
pp. 14-23
We study the
first-passage
time
over a fixed threshold for a pure-jump subordinator with negative drift. We obtain a …
Persistent link: https://www.econbiz.de/10010681894
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