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Zhimin Zhang
Publication Activity (10 Years)
Years Active: 2023-2024
Publications (10 Years): 6
Top Topics
Experimental Data
Multistage
Risk Assessment
Diffusion Models
Top Venues
J. Comput. Appl. Math.
Ann. Oper. Res.
Math. Comput. Simul.
Commun. Nonlinear Sci. Numer. Simul.
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Publications
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Xiaoyan Li
,
Xiaochao Xia
,
Zhimin Zhang
Distributed subsampling for multiplicative regression.
Stat. Comput.
34 (5) (2024)
Wei Zhong
,
Benxuan Shi
,
Zhimin Zhang
Valuation of guaranteed minimum maturity benefits under mean reversion and jump models with surrender risk.
J. Comput. Appl. Math.
440 (2024)
Wei Zhong
,
Zhimin Zhang
,
Zhenyu Cui
Efficient valuation of variable annuities under regime-switching jump diffusion models with surrender risk and mortality risk.
Commun. Nonlinear Sci. Numer. Simul.
138 (2024)
Shaoying Chen
,
Yang Yang
,
Zhimin Zhang
Asymptotics for credit portfolio losses due to defaults in a multi-sector model.
Ann. Oper. Res.
337 (1) (2024)
Ye Teng
,
Zhimin Zhang
On a time-changed Lévy risk model with capital injections and periodic observation.
Math. Comput. Simul.
214 (2023)
Meiqiao Ai
,
Zhimin Zhang
,
Wei Zhong
Valuation of a DB underpin hybrid pension under a regime-switching Lévy model.
J. Comput. Appl. Math.
419 (2023)