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researcher

K. Yamazaki

47 papers hereh-index 201.1k citations79 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author5
  • middle author7
  • last author35

Across the 47 of 47 papers where every author was matched, so the position is known.

fields
  • math.OC19
  • math.PR16
  • q-fin.MF3
  • q-fin.PR3
  • q-fin.CP2
  • q-fin.RM2
same name
  • K. Yamazaki — 42 papers, h 25
  • K. Yamazaki — 25 papers, h 21
  • K. Yamazaki — 10 papers, h 10
  • K. Yamazaki — 6 papers, h 1
  • K. Yamazaki — 4 papers, h 13
  • K. Yamazaki — 4 papers, h 7

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20102023
most citedPrecautionary Measures for Credit Risk Management in Jump Models

44 citations · 231 across the 45 of their papers we have counts for

collaborators
Showing 2012 · math.PRShow all

1 paper · 2 filters

math.PR2012★ 6 cited

On optimal dividends in the dual model

Erhan Bayraktar, Andreas Kyprianou, Kazutoshi Yamazaki

We revisit the dividend payment problem in the dual model of Avanzi et al. ([2], [1], and [3]). Using the fluctuation theory of spectrally positive Lévy processes, we give a short…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.