目前已经发表学术SCI论文40余篇,其中近20篇被SSCI检索,在保险精算学顶级杂志《Insurance: Mathematics and Economics》、《Scandinavian Actuarial Journal》、《Astin Bulletin》上发表论文10余篇。代表性科研论文:
1.Zhimin Zhang*, Wen Su, A new efficient method for estimating the Gerber-Shiu function in the classical risk model. Scandinavian Actuarial Journal, 2017, in procee.
2.Zhimin Zhang, Eric C.K. Cheung*, Hailiang Yang, On the compound Poisson risk model with periodic capital injections. Astin Bulletin, in press.
3.Yasutaka Shimizu, Zhimin Zhang*, Estimating Gerber-Shiu functions from discretely observed Levy driven surplus. Insurance: Mathematics and Economics, 74, 84-98, 2017.
4.Zhimin Zhang, Eric C.K. Cheung*, Hailiang Yang, Lévy insurance risk process with Poissonian taxation, Scandinavian Actuarial Journal, 2017(1), 51-87, 2017.
5.Zhimin Zhang*, Approximating the density of the time to ruin via Fourier-cosine series expansion. Astin Bulletin, 41(1), 169-198, 2017.
6.Zhimin Zhang*, Nonparametric estimation of the finite time ruin probability in the classical risk model, Scandinavian Actuarial Journal, 2017(5), 452-469, 2017.
7.Zhimin Zhang*, Estimating the Gerber-Shiu function by Fourier-Sinc series expansion. Scandinavian Actuarial Journal, 2016, in press.
8.Zhimin Zhang*, Hailiang Yang, Hu Yang, On a nonparametric estimator for ruin probability in the classical risk model, Scandinavian Actuarial Journal, 2014(4), 309-338, 2014.
9.Zhimin Zhang*, Hailiang Yang, Nonparametric estimation for the ruin probability in a Levy risk model under low-frequency observation, Insurance: Mathematics and Economics, 59, 168-177, 2014.
10.Zhimin Zhang*, Hailiang Yang, Nonparametric estimate of the ruin probability in a pure-jump Lévy risk model, Insurance: Mathematics and Economics, 53 (1), 24-35, 2013.
11.Zhimin Zhang*, Hailiang Yang, Hu Yang, On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process, Scandinavian Actuarial Journal, 2013 (3), 213-239, 2013.
12.Zhimin Zhang*, Hailiang Yang, Hu Yang, On the absolute ruin in a map risk model with debit interest, Advances in Applied Probability, 43 (1), 77-96, 2011.
13. Hu Yang, Zhimin Zhang*, Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy, Insurance: Mathematics and Economics, 42 (3), 984-991,2008.