| Publication | Date of Publication | Type |
|---|
| Mortality prediction using survival energy models with functional data analysis | 2025-01-22 | Paper |
| Utility of classical insurance risk models for measuring the risks of cyber incidents | 2025-01-22 | Paper |
| 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 |
| Some remarks on estimation of diffusion coefficients for jump-diffusions from finite samples | 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 |
| Approximation and estimation of scale functions for spectrally negative Levy processes | N/A | Paper |
