Yamazaki Kazutoshi

Yamazaki Kazutoshi

Kansai University - Suita / Japan
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 518472
関西大学
person_outline Yamazaki Kazutoshi's MOST POPULAR ARTICLES
1-) Phase-type fitting of scale functions for spectrally negative Lévy processesM Egami, K YamazakiJournal of Computational and Applied Mathematics 264, 1-22, 201496*2014
2-) On optimal dividends in the dual modelE Bayraktar, AE Kyprianou, K YamazakiASTIN Bulletin: The Journal of the IAA 43 (3), 359-372, 2013962013
3-) Optimal dividends in the dual model under transaction costsE Bayraktar, AE Kyprianou, K YamazakiInsurance: Mathematics and Economics 54, 133-143, 2014662014
4-) Precautionary measures for credit risk management in jump modelsM Egami, K YamazakiStochastics an International Journal of Probability and Stochastic Processes …, 2013462013
5-) Inventory control for spectrally positive Lévy demand processesK YamazakiMathematics of Operations Research 42 (1), 212-237, 2017442017