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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.

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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

  • 275 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
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 journalArticle

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 journalArticle

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 journalArticle

Parametric Inference
Ruin Probability
Asymptotic Variance
Probability of Ruin
Asymptotic Formula
13 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
Estimator
Subordinator
Mean Squared Error