Concepedia
Statistics
Publications
36
Citations
820
H-Index
17
Active since
1988
Affiliations
Kansai University(Current)
Mathematics Research Center
Fujitsu (Japan)
The University of Osaka
Kyoto University
Kazutoshi Yamazaki is an author at Kansai University specializing in engineering, probability theory, and business.
Top concepts
EngineeringProbabilityBusinessFinanceAsset PricingStochastic CalculusPhysicsStochastic ProcessesApplied PhysicsSpectral Theory
Publications per year
1988–2020
35
Phase-type fitting of scale functions for spectrally negative Lévy processes
Masahiko Egami, Kazutoshi Yamazaki · Journal of Computational and Applied Mathematics · 2014 · 91 citations
Spectral Theory, Physics, Scale Functions +7
Optimal dividends in the dual model under transaction costs
Erhan Bayraktar, Andreas E. Kyprianou, Kazutoshi Yamazaki · Insurance Mathematics and Economics · 2013 · 64 citations
Mathematical Programming, Computational Finance, Financial Economics +5
Precautionary measures for credit risk management in jump models
Masahiko Egami, Kazutoshi Yamazaki · Stochastics · 2012 · 44 citations · Full text
Lévy Processes, Financial Risk Management, Risk Model Validation +20
On the optimality of periodic barrier strategies for a spectrally positive Lévy process
José Luis Pérez, Kazutoshi Yamazaki · Insurance Mathematics and Economics · 2017 · 41 citations
Periodic Barrier Strategies, Stochastic Dynamical System, Levy Process +4
Clinical application of serum bilirubin fractionation by simplified liquid chromatography.
Yukihiko Adachi, Haruhiko Inufusa, M. Yamashita et al. · Clinical Chemistry · 1988 · 39 citations
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