Research Output per year

## 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

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## Research Output 2006 2019

- 281 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 journal › Article

Open Access

Ruin probability

Estimator

Surplus

Insurance

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 journal › Article

Ruin Theory

Risk Measures

Path Space

Penalty Function

Justification

## 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 journal › Article

Concordance

Estimator

Left Censoring

Right Censoring

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 journal › Article

Parametric Inference

Ruin Probability

Asymptotic Variance

Probability of Ruin

Asymptotic Formula

14
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 journal › Article

Gerber-Shiu Function

Estimating Function

Estimator

Subordinator

Mean Squared Error