Zhimin Zhang

According to our database, Zhimin Zhang authored at least 28 papers between 2009 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2024

Distributed subsampling for multiplicative regression.

Xiaoyan Li, Xiaochao Xia, Zhimin Zhang

Stat. Comput., October, 2024

Poisson subsampling-based estimation for growing-dimensional expectile regression in massive data.

Xiaoyan Li, Xiaochao Xia, Zhimin Zhang

Stat. Comput., August, 2024

Asymptotics for credit portfolio losses due to defaults in a multi-sector model.

Shaoying Chen, Yang Yang, Zhimin Zhang

Ann. Oper. Res., June, 2024

Valuation of guaranteed minimum maturity benefits under mean reversion and jump models with surrender risk.

Wei Zhong, Benxuan Shi, Zhimin Zhang

J. Comput. Appl. Math., April, 2024

Multi-block alternating direction method of multipliers for ultrahigh dimensional quantile fused regression.

Xiaofei Wu, Hao Ming, Zhimin Zhang, Zhenyu Cui

Comput. Stat. Data Anal., April, 2024

Efficient valuation of variable annuities under regime-switching jump diffusion models with surrender risk and mortality risk.

Wei Zhong, Zhimin Zhang, Zhenyu Cui

Commun. Nonlinear Sci. Numer. Simul., 2024

2023

On a time-changed Lévy risk model with capital injections and periodic observation.

Ye Teng, Zhimin Zhang

Math. Comput. Simul., December, 2023

Finite-time expected present value of operating costs until ruin in a Cox risk model with periodic observation.

Ye Teng, Zhimin Zhang

Appl. Math. Comput., September, 2023

Efficient valuation of guaranteed minimum maturity benefits in regime switching jump diffusion models with surrender risk.

Wei Zhong, Zhenyu Cui, Zhimin Zhang

J. Comput. Appl. Math., 2023

Valuation of a DB underpin hybrid pension under a regime-switching Lévy model.

Meiqiao Ai, Zhimin Zhang, Wei Zhong

J. Comput. Appl. Math., 2023

2022

Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation.

Jiayi Xie, Zhimin Zhang

J. Comput. Appl. Math., 2022

Pricing some life-contingent lookback options under regime-switching Lévy models.

Meiqiao Ai, Zhimin Zhang

J. Comput. Appl. Math., 2022

Some new infinite series expansions for the first passage time densities in a jump diffusion model with phase-type jumps.

Jiayi Xie, Zhenyu Cui, Zhimin Zhang

Appl. Math. Comput., 2022

2021

Pricing EIA with cliquet-style guarantees under time-changed Lévy models by frame duality projection.

Benxuan Shi, Zhimin Zhang

Commun. Nonlinear Sci. Numer. Simul., 2021

Finite-time dividend problems in a Lévy risk model under periodic observation.

Jiayi Xie, Zhimin Zhang

Appl. Math. Comput., 2021

Pricing equity-linked death benefits by complex Fourier series expansion in a regime-switching jump diffusion model.

Yayun Wang, Zhimin Zhang, Wenguang Yu

Appl. Math. Comput., 2021

2020

Valuing equity-linked death benefits in general exponential Lévy models.

Zhimin Zhang, Yaodi Yong, Wenguang Yu

J. Comput. Appl. Math., 2020

2019

Valuing guaranteed equity-linked contracts by Laguerre series expansion.

Zhimin Zhang, Yaodi Yong

J. Comput. Appl. Math., 2019

Estimating the Gerber-Shiu function in a Lévy risk model by Laguerre series expansion.

Zhimin Zhang, Wen Su

J. Comput. Appl. Math., 2019

2017

A note on a discrete time MAP risk model.

Chaolin Liu, Zhimin Zhang, Hu Yang

J. Comput. Appl. Math., 2017

The compound Poisson risk model under a mixed dividend strategy.

Zhimin Zhang, Xiao Han

Appl. Math. Comput., 2017

2015

Uniformly asymptotic behavior of ruin probabilities in a time-dependent renewal risk model with stochastic return.

Yang Yang, Zhimin Zhang, Tao Jiang, Dongya Cheng

J. Comput. Appl. Math., 2015

2014

On a perturbed Sparre Andersen risk model with threshold dividend strategy and dependence.

Zhimin Zhang

J. Comput. Appl. Math., 2014

2011

Gerber-Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times.

Zhimin Zhang, Hu Yang

J. Comput. Appl. Math., 2011

2010

The perturbed compound Poisson risk model with two-sided jumps.

Zhimin Zhang, Hu Yang, Shuanming Li

J. Comput. Appl. Math., 2010

On a risk model with stochastic premiums income and dependence between income and loss.

Zhimin Zhang, Hu Yang

J. Comput. Appl. Math., 2010

On a discrete risk model with two-sided jumps.

Hu Yang, Zhimin Zhang

J. Comput. Appl. Math., 2010

2009

On a perturbed Sparre Andersen risk model with multi-layer dividend strategy.

Hu Yang, Zhimin Zhang

J. Comput. Appl. Math., 2009