• 314 Citations
  • 10 h-Index
20062019

Research output per year

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

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

Research Output

  • 314 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
  • 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

  • 1 Citation (Scopus)

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

    Hayashi, K. & Shimizu, Y., 2018 Dec 1, In : Statistics in Biosciences. 10, 3, p. 546-567 22 p.

    Research output: Contribution to journalArticle

  • 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

  • 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

  • 17 Citations (Scopus)