Zhehao Zhang

MaRDI QIDQ1979984zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Joint Laplace transform of the aggregate accumulated claims and intensity processes in a fractional Cox framework Methodology and Computing in Applied Probability	2026-01-01	Paper
Quantum flutter from the nonlinear Luttinger liquid perspective Communications in Theoretical Physics	2025-05-28	Paper
Equity-linked annuity valuation under fractional jump-diffusion financial and mortality models Scandinavian Actuarial Journal	2025-04-11	Paper
Bayesian inference for Laplace distribution based on complete and censored samples with illustrations Journal of Applied Statistics	2025-03-12	Paper
The aggregate discounted claims process under multiple and terminable arrivals renewal processes Methodology and Computing in Applied Probability	2025-03-11	Paper
Stochastic mortality model with respect to mixed fractional Poisson process: calibration and empirical analysis of long-range dependence in actuarial valuation Insurance Mathematics & Economics	2025-01-17	Paper
Multivariate Hawkes process allowing for common shocks Statistics & Probability Letters	2024-12-09	Paper
Bounds on the Distribution of a Sum of Two Random Variables: Revisiting a problem of Kolmogorov with application to Individual Treatment Effects (available as arXiv preprint)	2024-01-01	Paper
Some specific density functions of aggregated discounted claims with dependent risks Results in Applied Mathematics	2021-09-03	Paper
On the stochastic equation \(\mathcal{L}(Z) = \mathcal{L} [V(X + Z)]\) and properties of Mittag-Leffler distributions Applied Mathematics and Computation	2019-12-13	Paper
Renewal sums under mixtures of exponentials Applied Mathematics and Computation	2019-11-15	Paper
NEW RESULTS ON THE DISTRIBUTION OF DISCOUNTED COMPOUND POISSON SUMS ASTIN Bulletin	2019-03-27	Paper

Research outcomes over time

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