Yasutaka Shimizu

Available identifiers

zbMath Open shimizu.yasutakaMaRDI QIDQ257567

List of research outcomes

Publication	Date of Publication	Type
Asymptotic inference for stochastic differential equations driven by fractional Brownian motion	2023-07-25	Paper
Survival energy models for mortality prediction and future prospects	2023-07-13	Paper
Threshold estimation for jump-diffusions under small noise asymptotics	2023-07-06	Paper
A tail estimate for empirical processes of multivariate Gaussian under general dependence	2023-03-21	Paper
Statistical inference for discretely sampled stochastic functional differential equations with small noise	2023-03-19	Paper
The Gerber-Shiu discounted penalty function: a review from practical perspectives	2023-02-22	Paper
Semiparametric Estimation of Optimal Dividend Barrier for Spectrally Negative L\'{e}vy Process	2022-09-13	Paper
Least-squares estimators based on the Adams method for stochastic differential equations with small Lévy noise	2022-08-23	Paper
Parameter estimation of stochastic differential equation driven by small fractional noise	2022-08-11	Paper
Estimating the finite-time ruin probability of a surplus with a long memory via Malliavin calculus	2022-06-19	Paper
Asymptotic normality of least squares type estimators to stochastic differential equations driven by fractional Brownian motions	2022-06-01	Paper
Asymptotic statistics in insurance risk theory	2022-02-09	Paper
Asymptotic normality of least squares estimators to stochastic differential equations driven by fractional Brownian motions	2021-12-22	Paper
Confidence intervals of ruin probability under L\'evy surplus	2021-12-14	Paper
WHY DOES A HUMAN DIE? A STRUCTURAL APPROACH TO COHORT-WISE MORTALITY PREDICTION UNDER SURVIVAL ENERGY HYPOTHESIS	2021-10-20	Paper
Asymptotic distributions for estimated expected functionals of general random elements	2020-05-05	Paper
Moment convergence of the generalized maximum composite likelihood estimators for determinantal point processes	2019-09-03	Paper
Edgeworth type expansion of ruin probability under Lévy risk processes in the small loading asymptotics	2018-07-11	Paper
Parametric inference for ruin probability in the classical risk model	2018-01-23	Paper
Threshold Estimation for Stochastic Processes with Small Noise	2018-01-04	Paper
Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus	2017-05-24	Paper
Least squares estimators for stochastic differential equations driven by small Lévy noises	2017-05-18	Paper
Applications of central limit theorems for equity-linked insurance	2016-11-21	Paper
Threshold selection in jump-discriminant filter for discretely observed jump processes	2016-03-17	Paper
Potential measures for spectrally negative Markov additive processes with applications in ruin theory	2015-02-03	Paper
On a generalization from ruin to default in a Lévy insurance risk model	2015-01-28	Paper
Finite-time survival probability and credit default swaps pricing under geometric Lévy markets	2014-04-15	Paper
Least squares estimators for discretely observed stochastic processes driven by small Lévy noises	2014-01-10	Paper
Non-parametric estimation of the Gerber–Shiu function for the Wiener–Poisson risk model	2013-12-13	Paper
https://portal.mardi4nfdi.de/entity/Q2844151	2013-08-28	Paper
A Practical Inference for Discretely Observed Jump-diffusions from Finite Samples	2012-10-04	Paper
Local asymptotic mixed normality for discretely observed non-recurrent Ornstein-Uhlenbeck processes	2012-05-23	Paper
Estimation of parameters for discretely observed diffusion processes with a variety of rates for information	2012-05-23	Paper
Notes on drift estimation for certain non-recurrent diffusion processes from sampled data	2009-10-13	Paper
Functional estimation for Lévy measures of semimartingales with Poissonian jumps	2009-04-21	Paper
A new aspect of a risk process and its statistical inference	2009-03-04	Paper
Model selection for Lévy measures in diffusion processes with jumps from discrete observations	2008-12-08	Paper
Density Estimation of Lévy Measures for Discretely Observed Diffusion Processes with Jumps	2006-11-15	Paper
\(M\)-estimation for discretely observed ergodic diffusion processes with infinitely many jumps	2006-11-14	Paper
Estimation of parameters for diffusion processes with jumps from discrete observations	2006-11-14	Paper

Research outcomes over time

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