If you made any changes in Pure these will be visible here soon.

Fingerprint Dive into the research topics where Yasutaka Shimizu is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

  • 1 Similar Profiles
Discrete Observations Mathematics
Jump Mathematics
Estimator Mathematics
Diffusion Process Mathematics
Insurance Mathematics
Risk Process Mathematics
Least Squares Estimator Mathematics
Stochastic Equations Mathematics

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 2006 2019

  • 283 Citations
  • 10 h-Index
  • 26 Article

Asymptotically normal estimators of the ruin probability for lévy insurance surplus from discrete samples

Shimizu, Y. & Zhang, Z., 2019 Jun 1, In : Risks. 7, 2, 37.

Research output: Contribution to journalArticle

Open Access
Ruin probability
Probability of ruin
1 Citation (Scopus)

Dynamic risk measures for stochastic asset processes from ruin theory

Shimizu, Y. & Tanaka, S., 2018 Sep 1, In : Annals of Actuarial Science. 12, 2, p. 211-232 22 p.

Research output: Contribution to journalArticle

Ruin Theory
Risk Measures
Path Space
Penalty Function

Estimation of a Concordance Probability for Doubly Censored Time-to-Event Data

Hayashi, K. & Shimizu, Y., 2018 Mar 22, (Accepted/In press) In : Statistics in Biosciences. p. 1-22 22 p.

Research output: Contribution to journalArticle

Left Censoring
Right Censoring

Parametric inference for ruin probability in the classical risk model

Oshime, T. & Shimizu, Y., 2018 Feb 1, In : Statistics and Probability Letters. 133, p. 28-37 10 p.

Research output: Contribution to journalArticle

Parametric Inference
Ruin Probability
Asymptotic Variance
Probability of Ruin
Asymptotic Formula
15 Citations (Scopus)

Estimating Gerber–Shiu functions from discretely observed Lévy driven surplus

Shimizu, Y. & Zhang, Z., 2017 May 1, In : Insurance: Mathematics and Economics. 74, p. 84-98 15 p.

Research output: Contribution to journalArticle

Gerber-Shiu Function
Estimating Function
Mean Squared Error