Zhimin Zhang

Publication Activity (10 Years)

Years Active: 2023-2024
Publications (10 Years): 6

Top Topics

Experimental Data

Risk Assessment

Diffusion Models

Top Venues

J. Comput. Appl. Math.

Ann. Oper. Res.

Math. Comput. Simul.

Commun. Nonlinear Sci. Numer. Simul.

Publications

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)