On a perturbed Sparre Andersen risk model with multi-layer dividend strategy. - Hu Yang 001; Zhimin Zhang 009 (J. Comput. Appl. Math., 2009)

On a discrete risk model with two-sided jumps. - Hu Yang 001; Zhimin Zhang 009 (J. Comput. Appl. Math., 2010)

On a risk model with stochastic premiums income and dependence between income and loss. - Zhimin Zhang 009; Hu Yang 001 (J. Comput. Appl. Math., 2010)

The perturbed compound Poisson risk model with two-sided jumps. - Zhimin Zhang 009; Hu Yang 001; Shuanming Li (J. Comput. Appl. Math., 2010)

Gerber-Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times. - Zhimin Zhang 009; Hu Yang 001 (J. Comput. Appl. Math., 2011)

On a perturbed Sparre Andersen risk model with threshold dividend strategy and dependence. - Zhimin Zhang 009 (J. Comput. Appl. Math., 2014)

Uniformly asymptotic behavior of ruin probabilities in a time-dependent renewal risk model with stochastic return. - Yang Yang 021; Zhimin Zhang 009; Tao Jiang 001; Dongya Cheng (J. Comput. Appl. Math., 2015)

The compound Poisson risk model under a mixed dividend strategy. - Zhimin Zhang 009; Xiao Han (Appl. Math. Comput., 2017)

A note on a discrete time MAP risk model. - Chaolin Liu; Zhimin Zhang 009; Hu Yang 001 (J. Comput. Appl. Math., 2017)

Estimating the Gerber-Shiu function in a Lévy risk model by Laguerre series expansion. - Zhimin Zhang 009; Wen Su (J. Comput. Appl. Math., 2019)

Valuing guaranteed equity-linked contracts by Laguerre series expansion. - Zhimin Zhang 009; Yaodi Yong (J. Comput. Appl. Math., 2019)

Valuing equity-linked death benefits in general exponential Lévy models. - Zhimin Zhang 009; Yaodi Yong; Wenguang Yu (J. Comput. Appl. Math., 2020)

Pricing equity-linked death benefits by complex Fourier series expansion in a regime-switching jump diffusion model. - Yayun Wang; Zhimin Zhang 009; Wenguang Yu (Appl. Math. Comput., 2021)

Finite-time dividend problems in a Lévy risk model under periodic observation. - Jiayi Xie; Zhimin Zhang 009 (Appl. Math. Comput., 2021)

Pricing EIA with cliquet-style guarantees under time-changed Lévy models by frame duality projection. - Benxuan Shi; Zhimin Zhang 009 (Commun. Nonlinear Sci. Numer. Simul., 2021)

Some new infinite series expansions for the first passage time densities in a jump diffusion model with phase-type jumps. - Jiayi Xie; Zhenyu Cui; Zhimin Zhang 009 (Appl. Math. Comput., 2022)

Pricing some life-contingent lookback options under regime-switching Lévy models. - Meiqiao Ai; Zhimin Zhang 009 (J. Comput. Appl. Math., 2022)

Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation. - Jiayi Xie; Zhimin Zhang 009 (J. Comput. Appl. Math., 2022)

Valuation of a DB underpin hybrid pension under a regime-switching Lévy model. - Meiqiao Ai; Zhimin Zhang 009; Wei Zhong (J. Comput. Appl. Math., 2023)

Efficient valuation of guaranteed minimum maturity benefits in regime switching jump diffusion models with surrender risk. - Wei Zhong; Zhenyu Cui; Zhimin Zhang 009 (J. Comput. Appl. Math., 2023)

Finite-time expected present value of operating costs until ruin in a Cox risk model with periodic observation. - Ye Teng; Zhimin Zhang 009 (Appl. Math. Comput., 2023)

On a time-changed Lévy risk model with capital injections and periodic observation. - Ye Teng; Zhimin Zhang 009 (Math. Comput. Simul., 2023)

Efficient valuation of variable annuities under regime-switching jump diffusion models with surrender risk and mortality risk. - Wei Zhong; Zhimin Zhang 009; Zhenyu Cui (Commun. Nonlinear Sci. Numer. Simul., 2024)

Multi-block alternating direction method of multipliers for ultrahigh dimensional quantile fused regression. - Xiaofei Wu; Hao Ming; Zhimin Zhang 009; Zhenyu Cui (Comput. Stat. Data Anal., 2024)

Valuation of guaranteed minimum maturity benefits under mean reversion and jump models with surrender risk. - Wei Zhong; Benxuan Shi; Zhimin Zhang 009 (J. Comput. Appl. Math., 2024)

Asymptotics for credit portfolio losses due to defaults in a multi-sector model. - Shaoying Chen; Yang Yang 021; Zhimin Zhang 009 (Ann. Oper. Res., 2024)

Poisson subsampling-based estimation for growing-dimensional expectile regression in massive data. - Xiaoyan Li; Xiaochao Xia; Zhimin Zhang 009 (Stat. Comput., 2024)

Distributed subsampling for multiplicative regression. - Xiaoyan Li; Xiaochao Xia; Zhimin Zhang 009 (Stat. Comput., 2024)