目前已经发表学术SCI论文60余篇，在保险精算学顶级杂志《Insurance: Mathematics and Economics》、《Scandinavian Actuarial Journal》、《Astin Bulletin》上发表论文17余篇。部分代表性科研论文如下:
1.
Jiayi
Xie, Wenguang Yu, Zhimin Zhang*, Zhenyu Cui, Gerber-Shiu analysis in the
compound Poisson model with constant inter-observation times, Probability in the Engineering and
Informational Sciences, 2022, accepted.
2.
Wenyuan
Wang, Jiayi Xie, Zhimin Zhang*, Estimating the time value of ruin in a Levy
risk model under low-frequency observation, Insurance:
Mathematics and Economics, 2022, accepted.
3.
Meiqiao
Ai, Zhmin Zhang*, Pricing some life-contingent lookback options under
regime-switching Lévy models, Journal of
Computational and Applied Mathematics, 2022, 407, 114082.
4.
Jiayi
Xie, Zhimin Zhang*, Recursive approximating to the finite-time Gerber–Shiu
function in Lévy risk models under periodic observation, Journal of Computational and Applied Mathematics, 2022, 399, 113703
5.
Eric
C.K.Cheung, Zhimin Zhang*, Simple approximation for the ruin probability in
renewal risk model under interest force via Laguerre series expansion. Scandinavian
Actuarial Journal, 2021, 2021(9), 804-831.
6.
Benxuan
Shi, Zhimin Zhang*, Pricing EIA with cliquet-style guarantees under
time-changed Lévy models by frame duality projection. Communications in Nonlinear Science and Numerical
Simulation,
2021,
95, 105651.
7.
Xie
Jiayi, Zhang Zhimin*, Statistical estimation for some dividend problems under
the compound Poisson risk model. Insurance:
Mathematics and Economics, 2020, 95, 101-115.
8.
Wenyuan
Wang, Zhimin Zhang*, Optimal loss-carry-forward taxation for Levy risk
processes stopped at general draw-down time. Advances in Applied
Probability, 2019, 51, 1-33. （SCI）
9.
Yasutaka
Shimizu*, Zhimin Zhang, Asymptotically Normal Estimators of the Ruin Probability
for Lévy Insurance Surplus from Discrete Samples. Risks, 2019,
7(2): 37.
10.
Wenyuan
Wang, Zhimin Zhang*, Computing the Gerber-Shiu function by frame duality
projection. Scandinavian Actuarial Journal, 2019, 2019(4), 291-307. （SCI,
SSCI)
11.
Eric,
C.K.Cheung, Zhimin Zhang*, Periodic threshold-type dividend strategy in the
compound Poisson risk model. Scandinavian Actuarial Journal, 2019,
2019(1), 1-31. (SCI, SSCI)
12.
Zhimin
Zhang，Eric C.K. Cheung*，Hailiang
Yang, On the compound Poisson risk model with periodic capital injections, ASTIN Bulletin, 2017, 48(1), 435-477.
(SCI, SSCI)
13.
Zhimin
Zhang*，Wen Su, A new efficient method for
estimating the Gerber-Shiu function in the classical risk model, Scandinavian Actuarial Journal, 2018,
2018(5), 426-449. (SCI, SSCI)
14.
Yasutaka
Shimizu, Zhimin Zhang*. Estimating Gerber-Shiu functions from discretely
observed L´evy driven surplus. Insurance:
Mathematics and Economics, 74, 84-98, 2017. (SCI, SSCI)
15.
Zhimin
Zhang, Eric C.K. Cheung*, Hailiang Yang, Lévy insurance risk process with
Poissonian taxation, Scandinavian
Actuarial Journal, 2017(1), 51-87, 2017.(SCI,
SSCI)
16.
Zhimin
Zhang*, Approximating the density of the time to ruin via Fourier-cosine series
expansion. ASTIN Bulletin, 41(1), 169-198, 2017. (SCI, SSCI)
17.
Zhimin
Zhang*. Estimating the Gerber-Shiu function by Fourier-Sinc series expansion. Scandinavian
Actuarial Journal, 2017(10), 898-919, 2017. (SCI, SSCI)
18.
Zhimin
Zhang*, Nonparametric estimation of the finite time ruin probability in the
classical risk model, Scandinavian Actuarial Journal, 2017(5), 452-469,
2017. (SCI, SSCI)
19.
Zhimin
Zhang, Eric C.K. Cheung*, The Markov additive risk process under an Erlangized
barrier dividend strategy, Methodology
and Computing in Applied Probability, 18(2), 275-306, 2016. (SCI)
20.
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. (SCI, SSCI)
21.
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. (SCI, SSCI)
22.
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. (SCI, SSCI)
23.
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. (SCI, SSCI)
24.
Zhimin*
Zhang, Hailiang Yang, Hu Yang, On a Sparre Andersen risk model with
time-dependent claim sizes and jump-diffusion perturbation, Methodology and Computing in Applied
Probability, 14 (4), 973-995, 2012. (SCI, SSCI)
25. 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. (SCI)
26.
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. (SCI, SSCI).
