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The perturbed compound Poisson risk model with two-sided jumps
Zhang, Zhimin; Yang, Hu; Li, Shuanming - 2009
Persistent link: https://www.econbiz.de/10003924232
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Nonparametric estimation for the ruin probability in a Lévy risk model under low-frequency observation
Zhang, Zhimin; Yang, Hailiang - In: Insurance / Mathematics & economics 59 (2014), pp. 168-177
Persistent link: https://www.econbiz.de/10010469141
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Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion
Cheung, Eric C. K.; Zhang, Zhimin - In: Scandinavian actuarial journal 2021 (2021) 9, pp. 804-831
Persistent link: https://www.econbiz.de/10012653689
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Estimating the time value of ruin in a Lévy risk model under low-frequency observation
Wang, Wenyuan; Xie, Jiayi; Zhang, Zhimin - In: Insurance / Mathematics & economics 104 (2022), pp. 133-157
Persistent link: https://www.econbiz.de/10013264942
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Statistical estimation for some dividend problems under the compound poisson risk model
Xie, Jiayi; Zhang, Zhimin - In: Insurance / Mathematics & economics 95 (2020), pp. 101-115
Persistent link: https://www.econbiz.de/10012419256
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Tail risk connectedness in G7 stock markets : understanding the impact of COVID-19 and related variants
Lang, Chunlin; Hu, Yang; Corbet, Shaen; Hou, Yang - In: Journal of behavioral and experimental finance 41 (2024), pp. 1-21
Persistent link: https://www.econbiz.de/10014525956