Suzuki Teruyoshi 鈴木輝好

… Alternative Names

SUZUKI Teruyoshi 鈴木輝好

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Researcher Number	90360891
Other IDs
External Links
Affiliation (Current)	2025: 北海道大学, 経済学研究院, 教授
Affiliation (based on the past Project Information) *help	2022 – 2024: 北海道大学, 経済学研究院, 教授 2017 – 2020: 北海道大学, 経済学研究院, 教授 2016: 北海道大学, 経済学研究科, 教授 2012 – 2015: 北海道大学, 経済学研究科(研究院), 教授 2012: 北海道大学, 経済学研究科, 教授 … More 2011: 北海道大学, 大学院・経済学研究科, 教授 2007 – 2010: Hokkaido University, Graduate School of Economics and Business Administration, Associate Professor 2006: 北海道大学, 大学院経済学研究科, 助教授 2004 – 2005: 北海道大学, 大学院・経済学研究科, 助教授 Less
Review Section/Research Field	Principal Investigator Social systems engineering/Safety system / Basic Section 25010:Social systems engineering-related / Social systems engineering/Safety system Except Principal Investigator Social systems engineering/Safety system / Social systems engineering/Safety system
Keywords	Principal Investigator ファイナンス / システミックリスク / リスク管理 / 金融リスク管理 / オペレーションズ・リサーチ / 金融リスク / 保険 / 金融工学 / 金融システム / 再保険 … More / 企業合併 / リアルオプション / マーケットマイクロス / ファイナンス理論 / 最適資本構成 / コーポレート・ファイナンス / クレジットリスク / フィナンシャルプランニング / 地震危険 / 消費投資問題 / 生命保険 … More Except Principal Investigator 確率モデル / 金融工学 / 数理ファイナンス / Long Memory / Market with Memory / Portfolio / Path-dependent Options / Stochastic Models / Stock Price Processes / Mathematical Finance / Financial Engineering / 幾何Levy過程 / 時系列モデル / 構造的アプローチ / 長時間記憶 / 市場の記憶 / ポートフォリオ / 経路依存型オプション / 証券価格過程 / 資産負債特性 / 本邦金融機関 / 住宅ローン担保証券 / デリバティブ評価 / マルチカーブ / 金融リスク管理 / ファイナンス / ポートフォリオ最適 / リアルオプション / ポートフォリオ最適化 / オプション評価 / 意思決定 / OR Less

Research on the stabilization of financial systemsPrincipal Investigator
- Principal Investigator
  
  鈴木輝好
- Project Period (FY)
  2023 – 2027
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 25010:Social systems engineering-related
- Research Institution
  Hokkaido University
Research on Risk Management of Reinsurance Network and Relief Problem of Insurance SystemPrincipal Investigator
- Principal Investigator
  
  Suzuki Teruyoshi
- Project Period (FY)
  2018 – 2020
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 25010:Social systems engineering-related
- Research Institution
  Hokkaido University
Studies on the financial risk management and the public fund distribution under systemic risksPrincipal Investigator
- Principal Investigator
  
  SUZUKI Teruyoshi
- Project Period (FY)
  2015 – 2017
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Hokkaido University
Research on the financial risk management by taking account of remarkable properties of assets and liabilities in financial institutions and long-term behaviors of financial environment in Japan
- Principal Investigator
  
  Kijima Masaaki
- Project Period (FY)
  2014 – 2018
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Hiroshima University
  Tokyo Metropolitan University
An unified evaluation model for the financial systemic risk under financial crisisPrincipal Investigator
- Principal Investigator
  
  SUZUKI Teruyoshi
- Project Period (FY)
  2011 – 2013
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Hokkaido University
Exploring Decision Support Models in OR-oriented Finance
- Principal Investigator
  
  KIMURA Toshikazu (KIMURA Toshkazu)
- Project Period (FY)
  2008 – 2012
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Kansai University
  Hokkaido University
The integrated model for pricing corporate bonds and stocks ; Development and its application to corporate financePrincipal Investigator
- Principal Investigator
  
  SUZUKI Teruyoshi
- Project Period (FY)
  2008 – 2010
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Hokkaido University
金融工学の生命保険問題への応用Principal Investigator
- Principal Investigator
  
  鈴木輝好
- Project Period (FY)
  2005 – 2007
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Hokkaido University
Studies on Modeling of Stock Processes and Its Applications
- Principal Investigator
  
  KIMURA Toshikazu
- Project Period (FY)
  2004 – 2007
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  Hokkaido University

[Book] ファイナンス理論入門2012
- Author(s)
  木島正明, 鈴木輝好, 後藤允
- Total Pages
  198
- Publisher
  朝倉書店
- Data Source
  KAKENHI-PROJECT-23310098
[Book] ファイナンス理論入門:金融工学へのプロローグ2012
- Author(s)
  木島正明・鈴木輝好・後藤允
- Total Pages
  198
- Publisher
  朝倉書店
- Data Source
  KAKENHI-PROJECT-20241037
[Book] コーポレート・ファイナンス2011
- Author(s)
  澤木勝茂・鈴木淳生
- Total Pages
  190
- Publisher
  ミネルヴァ書房
- Data Source
  KAKENHI-PROJECT-20241037
[Book] ファイナンス理論入門:金融工学へのプロローグ2011
- Author(s)
  木島正明・鈴木輝好・後藤允
- Total Pages
  198
- Publisher
  朝倉書店
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] Endogenous Default Model with Firms’ Cross-holdings of Debts and Equities2017
- Author(s)
  Teruyoshi Suzuki, Jianming Shi, Kyoko Yagi
- Journal Title
  
  Faculty of Economics and Business Hokkaido University, Discussion Paper, Series A
  
  Volume: 314 Pages: 1-17
- Data Source
  KAKENHI-PROJECT-26242028
[Journal Article] Endogenous Default Model with Firms’ Cross-holdings of Debts and Equities2017
- Author(s)
  Teruyoshi Suzuki, Jianming Shi and Kyoko Yagi,
- Journal Title
  
  北海道大学ディスカッションペーパー
  
  Volume: 314 Pages: 1-17
- Data Source
  KAKENHI-PROJECT-15H02965
[Journal Article] Optimal Default and Liquidation with Tangible Assets and Debt Renegotiation2015
- Author(s)
  Goto, M. and Suzuki, T.
- Journal Title
  
  Review of Financial Economics
  
  Volume: 27 Issue: 1 Pages: 16-27
- DOI
  10.1016/j.rfe.2015.07.001
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-15K16290, KAKENHI-PROJECT-26242028, KAKENHI-PROJECT-15H02965
[Journal Article] Risk Evaluation of Mortgage-Loan Portfolios under Low Interest-Rate Environment2014
- Author(s)
  Kijima, M., Suzuki, Y. and Tamba, Y.
- Journal Title
  
  Journal of Risk
  
  Volume: (forthcoming)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23310098
[Journal Article] Risk evaluation of mortgage-loan portfolios under low interest-rate environment2014
- Author(s)
  Kijima, M., Suzuki, Y. and Tamba, Y.
- Journal Title
  
  Journal of Risk
  
  Volume: 16 Pages: 3-37
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-26242028
[Journal Article] Game Russian Option with the Finite Maturity2012
- Author(s)
  Suzuki, A. and Sawaki, K.
- Journal Title
  
  数理解析研究所講究録
  
  Volume: 1818 Pages: 85-90
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] Stochastic Cash Management Problem with Double Exponential Jump Diffusion Processes2011
- Author(s)
  Sato, K., Suzuki, A.
- Journal Title
  
  Lecture Notes in Operations Research
  
  Volume: 14 Pages: 186-194
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] 南山大学のOR(3)南山大学でのORソフトウェアの利用2010
- Author(s)
  鈴木敦夫・伏見正則・澤木勝茂
- Journal Title
  
  オペレーションズ・リサーチ 55
  
  Pages: 37-42
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] The Valuation of Russian Options for Double Exponential Jump Diffusion Processes2010
- Author(s)
  Suzuki, A. and Sawaki, K.
- Journal Title
  
  Asia-Pacific Journal of Operational Research
  
  Volume: 27 Issue: 02 Pages: 227-242
- DOI
  10.1142/s021759591000265x
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] 南山大学のOR(1)大学業務とOR-プロジェクトN2009
- Author(s)
  鈴木敦夫・伏見正則・澤木勝茂
- Journal Title
  
  オペレーションズ・リサーチ 54
  
  Pages: 684-689
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] 大学業務改善に向けてのORの活用-南山大学の事例を中心に-2009
- Author(s)
  鈴木敦夫・澤木勝茂
- Journal Title
  
  オペレーションズ・リサーチ 54
  
  Pages: 255-260
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] The Valuation of Callable Financial Commodities with Two Stopping Boundaries2009
- Author(s)
  Sawaki, K., Suzuki, A., Yagi, K.
- Journal Title
  
  Recent Advances in Financial Engineering
  
  Pages: 189-200
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] A Latent Process Model for the Pri cing of Corporate Securities2009
- Author(s)
  Kijima, M., Suzuki, T., Tanaka, K.
- Journal Title
  
  Mathem atical Methods of Operations Research 69
  
  Pages: 439-455
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] ある種のダブルバリア型エクイティリンク債の評価2009
- Author(s)
  佐藤進平・鈴木淳生・澤木勝茂
- Journal Title
  
  日本経営数学会誌 29
  
  Pages: 79-94
- NAID
  40016702481
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] Callable Russian Options and Their imal Boundaries2009
- Author(s)
  Suzuki, A., Sawaki, K.Opt
- Journal Title
  
  Journal of Applied Mathematics and Decistion Sciences 2009(Article ID 593986)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] A latent process model for the pricing of corporate securities2009
- Author(s)
  M.Kijima, T.Suzuki, K.Tanaka
- Journal Title
  
  Mathematical Methods of Operations Research 69
  
  Pages: 439-455
- Data Source
  KAKENHI-PROJECT-20510123
[Journal Article] A Latent Process Model for the Pricing of Corporate Securities2009
- Author(s)
  Kijima, M., Suzuki, T. and Tanaka, K.
- Journal Title
  
  Mathematical Methods of Operations Research
  
  Volume: 69 Issue: 3 Pages: 439-455
- DOI
  10.1007/s00186-008-0246-5
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] A Latent Process Model for the Pricing of Corporate Securities2009
- Author(s)
  Kijima, M., Suzuki, T., Tanaka, K.
- Journal Title
  
  Mathematical Methods of Operations Research 69
  
  Pages: 439-455
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] 南山大学のOR(2)大学事務におけるシフトスケジューリング2009
- Author(s)
  鈴木敦夫・伏見正則・澤木勝茂
- Journal Title
  
  オペレーションズ・リサーチ 54
  
  Pages: 768-773
- Data Source
  KAKENHI-PROJECT-20241037
[Journal Article] The Pricing of Options with Stochastic Boundaries in a Gaussian Economy2007
- Author(s)
  Kijima, M.・Suzuki, T.
- Journal Title
  
  Journal of the Operations Research Society of Japan 50
  
  Pages: 137-150
- NAID
  110006317303
- Description
  「研究成果報告書概要(和文)」より
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] The Pricing of Options with Stochastic Boundaries in a Gaussian Economy2007
- Author(s)
  Kijima, M. and Suzuki, T.
- Journal Title
  
  Journal of the Operations Research Society of Japan 50
  
  Pages: 137-150
- NAID
  110006317303
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] 地震による家屋の損壊と家計の最適消費投資計画2007
- Author(s)
  鈴木輝好
- Journal Title
  
  日本保険・年金リスク学会誌 2
  
  Pages: 37-49
- NAID
  40016137477
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] The Pricing of Options with Stochastic Boundaries in a Gaussian Economy2007
- Author(s)
  Kijima, M. and Suzuki, T.
- Journal Title
  
  Journal of the Operations Research Society of Japan 50
  
  Pages: 137-150
- NAID
  110006317303
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17710123
[Journal Article] Optimal Consumption and Investment Strategies of Homeowners under the Risk of Earthquakes2007
- Author(s)
  Suzuki, T.
- Journal Title
  
  Journal of the JARIP 2 (in Japanese)
  
  Pages: 37-49
- NAID
  40016137477
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] The Pricing of Options with Stochastic Boundaries in a Gaussian Economy2007
- Author(s)
  Kijima, M., Suzuki, T.
- Journal Title
  
  Journal of the Operation Research Society of Japan 50
  
  Pages: 137-150
- NAID
  110006317303
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] 地震による家屋の損壊と家計の最適消費投資計画2007
- Author(s)
  鈴木, 輝好
- Journal Title
  
  日本保険・年金リスク学会誌 2
  
  Pages: 37-49
- NAID
  40016137477
- Description
  「研究成果報告書概要(和文)」より
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] 地震による家屋の損壊と家計の最適消費投資計画2007
- Author(s)
  鈴木輝好
- Journal Title
  
  日本保険・年金リスク学会誌 2
  
  Pages: 37-49
- NAID
  40016137477
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17710123
[Journal Article] 地震による家屋の損壊と家計の最適消費投資計画2006
- Author(s)
  鈴木輝好
- Journal Title
  
  日本保険・年金リスク学会誌 2・2
  
  Pages: 37-49
- NAID
  40016137477
- Data Source
  KAKENHI-PROJECT-17710123
[Journal Article] 共働き世帯の投資と消費および生命保険加入に関する最適計画2006
- Author(s)
  鈴木輝好
- Journal Title
  
  日本保険・年金リスク学会誌 2・1
  
  Pages: 33-50
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] 共働き世帯の投資と消費および生命保険加入に関する最適計画2006
- Author(s)
  鈴木, 輝好
- Journal Title
  
  日本保険・年金リスク学会誌 2
  
  Pages: 33-50
- Description
  「研究成果報告書概要(和文)」より
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] A Pincer Randomization Method for Valuing American Options2006
- Author(s)
  Kimura, T.・Suzuki, T.
- Journal Title
  
  Economic Journal of Hokkaido University 35
  
  Pages: 61-76
- NAID
  110003477387
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] A Pincer Randomization Method for Valuing American Options2006
- Author(s)
  Kimura T., Suzuki, T.
- Journal Title
  
  Economic Journal of Hokkaido University 35
  
  Pages: 61-76
- NAID
  110003477387
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] A Pincer Randomization Method for Valuing American Options2006
- Author(s)
  Kimura, T., Suzuki, T
- Journal Title
  
  Economic Journal of Hokkaido University 35
  
  Pages: 61-76
- NAID
  110003477387
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] Optimal Consumption, Investment and Life Insurance Strategies for a Two-income Family2006
- Author(s)
  Suzuki, T.
- Journal Title
  
  Journal of the JARIP 2 (in Japanese)
  
  Pages: 33-50
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] 共働き世帯の投資と消費および生命保険加入に関する最適計画2006
- Author(s)
  鈴木輝好
- Journal Title
  
  日本保険・年金リスク学会誌 2・1
  
  Pages: 33-55
- Data Source
  KAKENHI-PROJECT-17710123
[Journal Article] 保険会社のデフォルトを考慮した企業年金保険の価格付け2005
- Author(s)
  鈴木, 輝好
- Journal Title
  
  日本保険・年金リスク学会誌 1
  
  Pages: 3-22
- Description
  「研究成果報告書概要(和文)」より
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] 保険会社のデフォルトを考慮した企業年金保険の価格付け2005
- Author(s)
  鈴木輝好
- Journal Title
  
  日本保険・年金リスク学会誌 1・1
  
  Pages: 3-22
- Data Source
  KAKENHI-PROJECT-17710123
[Journal Article] 保険会社のデフォルトを考慮した企業年金保険の価格付け2005
- Author(s)
  鈴木輝好
- Journal Title
  
  日本保険・年金リスク学会誌 1・1
  
  Pages: 3-22
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] Valuing Insured Pension Plans with Default Risk of an Insurance Company2005
- Author(s)
  Suzuki, T.
- Journal Title
  
  Journal of the JARIP 1 (in Japanese)
  
  Pages: 3-22
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Journal Article] 契約者持分の増加と契約の転換を考慮した企業年金保険の価格付け2004
- Author(s)
  鈴木輝好
- Journal Title
  
  経済学研究(北海道大学) 54・2
  
  Pages: 53-62
- NAID
  110004470458
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Default Contagion and Systemic Risk in the Presence of Credit Default Swaps2017
- Author(s)
  Katsumasa Nishide, Teruyoshi Suzuki and Kyoko Yagi
- Organizer
  Winter Workshop on Operations Research, Finance and Mathematics, 2017
- Place of Presentation
  定山渓ビューホテル（北海道札幌市）
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02965
[Presentation] Debt-Equity Swap and Strategic Debt Service with Firms' Cross- holdings of Debts2016
- Author(s)
  Teruyoshi Suzuki and Kyoko Yagi
- Organizer
  BACHELIER FINANCE SOCIETY 2016
- Place of Presentation
  New York (USA)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02965
[Presentation] Debt-Equity Swap and Strategic Debt Service with Firms' Cross- holdings of Debts2016
- Author(s)
  Teruyoshi Suzuki and Kyoko Yagi
- Organizer
  INFORMS International 2016 Meeting
- Place of Presentation
  Hawaii (USA)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02965
[Presentation] Default Contagion and Systemic Risk in the Financial Markets with Credit Default Swap2016
- Author(s)
  Katsumasa Nishide, Teruyoshi Suzuki and Kyoko Yagi
- Organizer
  BACHELIER FINANCE SOCIETY 2016
- Place of Presentation
  New York (USA)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02965
[Presentation] Debt-Equity Swap and Strategic Debt Service with Firms' Cross- holdings of Debts2016
- Author(s)
  Suzuki, T., Yagi, K.
- Organizer
  INFORMS International 2016 Meeting
- Place of Presentation
  Hawaii, USA
- Year and Date
  2016-06-13
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26242028
[Presentation] Debt-Equity Swap and Strategic Debt Service with Firms' Cross- holdings of Debts2016
- Author(s)
  Suzuki, T., Yagi, K.
- Organizer
  Quantitative Methods in Finance 2016 Conference
- Place of Presentation
  Sydney, Australia
- Year and Date
  2016-12-14
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26242028
[Presentation] Default Contagion and Systemic Risk in the Financial Markets with Credit Default Swap2016
- Author(s)
  Nishide, K., Suzuki, T., Yagi, K.
- Organizer
  Ninth World Congress of Bachelier Finance Society
- Place of Presentation
  New York, USA
- Year and Date
  2016-07-16
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26242028
[Presentation] Debt-Equity Swap and Strategic Debt Service with Firms' Cross- holdings of Debts2016
- Author(s)
  Suzuki, T., Yagi, K.
- Organizer
  Ninth World Congress of Bachelier Finance Society
- Place of Presentation
  New York, USA
- Year and Date
  2016-07-19
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26242028
[Presentation] Debt-Equity Swap and Strategic Debt Service with Firms' Cross- holdings of Debts2016
- Author(s)
  Teruyoshi Suzuki and Kyoko Yagi
- Organizer
  Quantitative Methods in Finance 2016 Conference 4. 2016年12月14日
- Place of Presentation
  Sydney (Australia)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02965
[Presentation] The Pricing Model of Credit Default Swaps under Systemic Risk2016
- Author(s)
  Suzuki, T.
- Organizer
  The Fourth Asian Quantitative Finance Conference
- Place of Presentation
  Osaka, Japan
- Year and Date
  2016-02-21
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26242028
[Presentation] The Pricing Model of Credit Default Swap under Systemic Risk2016
- Author(s)
  Suzuki, T.
- Organizer
  The Fourth Asian Quantitative Finance Conference
- Place of Presentation
  大阪大学（大阪府大阪市）
- Year and Date
  2016-02-23
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02965
[Presentation] Towards a Credit Valuation of the Counter Parties Issuing Credit Default Swaps with their Assets and Liabilities Structures2015
- Author(s)
  鈴木輝好
- Organizer
  日本リアルオプション学会2015年研究発表大会
- Place of Presentation
  国際大学（新潟県魚沼市）
- Year and Date
  2015-10-25
- Data Source
  KAKENHI-PROJECT-15H02965
[Presentation] Debt negotiation with firms' cross-holdings of securities2015
- Author(s)
  Suzuki, T.
- Organizer
  AMMF2015 Workshop
- Place of Presentation
  Angers, France
- Year and Date
  2015-09-05
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26242028
[Presentation] Towards a Credit Valuation of the Counter Parties Issuing Credit Default Swaps with their Assets and Liabilities Structures2015
- Author(s)
  Suzuki, T.
- Organizer
  日本リアルオプション学会2015年研究発表大会
- Place of Presentation
  国際大学，新潟
- Year and Date
  2015-10-24
- Data Source
  KAKENHI-PROJECT-26242028
[Presentation] The Pricing Model of Credit Default Swaps under Systemic Risk2015
- Author(s)
  Suzuki, T.
- Organizer
  Stochastic Methods in Finance, Insurance and Statistics Conference
- Place of Presentation
  Sydney, Australia
- Year and Date
  2015-12-08
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26242028
[Presentation] Analysis on the optimal default boundaries where firms cross-ownership of debts and equities is present2015
- Author(s)
  Suzuki, T.
- Organizer
  The Ninth Bachelier Colloquium on Mathematical Finance and Stochastic Calculus
- Place of Presentation
  Metabief, France
- Year and Date
  2015-01-14
- Data Source
  KAKENHI-PROJECT-26242028
[Presentation] The Pricing Model of Credit Default Swaps under Systemic Risk2015
- Author(s)
  鈴木輝好
- Organizer
  金融工学・数理計量ファイナンスの諸問題 2015
- Place of Presentation
  大阪大学（大阪府大阪市）
- Year and Date
  2015-12-03
- Invited
- Data Source
  KAKENHI-PROJECT-15H02965
[Presentation] Debt negotiation with firms' cross-holdings of securities2015
- Author(s)
  Suzuki, T.
- Organizer
  Advanced Methods in Mathematical Finance
- Place of Presentation
  France, Angers
- Year and Date
  2015-09-02
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02965
[Presentation] The Pricing Model of Credit Default Swaps under Systemic Risk2015
- Author(s)
  Suzuki, T.
- Organizer
  金融工学・数理計量ファイナンスの諸問題 2015
- Place of Presentation
  大阪大学，大阪
- Year and Date
  2015-12-02
- Data Source
  KAKENHI-PROJECT-26242028
[Presentation] Optimal capital injection problem under financial crisis2014
- Author(s)
  Suzuki, T.
- Organizer
  Stochastic Calculus, Martingales and Financial Modeling
- Place of Presentation
  Saint Petersburg, Russia
- Year and Date
  2014-07-03
- Data Source
  KAKENHI-PROJECT-26242028
[Presentation] Optimal Capital Injection Problem under Financial Crisis2014
- Author(s)
  T. Suzuki
- Organizer
  The 8th Bachelier Colloquium
- Place of Presentation
  holiday center Azureva (Metabief, France)
- Invited
- Data Source
  KAKENHI-PROJECT-23310098
[Presentation] Optimal capital injection problem under financial crisis2014
- Author(s)
  Suzuki, T.
- Organizer
  20th Conference of the International Federation of Operational Research Societies
- Place of Presentation
  Barcelona, Spain
- Year and Date
  2014-07-15
- Data Source
  KAKENHI-PROJECT-26242028
[Presentation] Optimal Capital Injection Problem under Financial Crisis2014
- Author(s)
  T. Suzuki
- Organizer
  科研費シンポジウム「ファイナンス理論の新展開と金融リスク管理」
- Place of Presentation
  北海道大学(札幌市)
- Data Source
  KAKENHI-PROJECT-23310098
[Presentation] The pricing models for corporate securities under cross-holdings of debts and stock2013
- Author(s)
  T. Suzuki
- Organizer
  International conference "Advanced Finance and Stochastics"
- Place of Presentation
  Steklov Mathematical Institute of RAS (Moscow, Russia)
- Invited
- Data Source
  KAKENHI-PROJECT-23310098
[Presentation] The pricing models for corporate securities under cross-holdings of debts and stock2013
- Author(s)
  T. Suzuki
- Organizer
  Advanced methods in mathematical finance
- Place of Presentation
  Bon Pasteur Accueil (Angers, France)
- Invited
- Data Source
  KAKENHI-PROJECT-23310098
[Presentation] ジャンプ過程の下での資金管理政策について2012
- Author(s)
  佐藤公俊・鈴木淳生
- Organizer
  日本オペレーションズ・リサーチ学会2012年春季研究発表会
- Place of Presentation
  防衛大学校
- Year and Date
  2012-03-28
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Life Insurance and Annuities with a Positive Premium Loading : A Life Cycle Model with Borrowing2012
- Author(s)
  Suzuki, T.
- Organizer
  The Sixth Bachelier Colloquium on Mathematical Finance and Stochastic Calculus
- Place of Presentation
  Metabief, France
- Year and Date
  2012-01-19
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Optimal Life Insurance Coverage and Annuities with Borrowing and a Leverage Constraint2012
- Author(s)
  Teruyoshi Suzuki
- Organizer
  25th European Conference on Operational Research
- Place of Presentation
  Radisson Blu Hotel (Lithuania)
- Data Source
  KAKENHI-PROJECT-23310098
[Presentation] 債務の持合いとシステミックリスクの評価2012
- Author(s)
  鈴木輝好
- Organizer
  南山横国ファイナンスワークショップ
- Place of Presentation
  南山大学（名古屋市）
- Data Source
  KAKENHI-PROJECT-23310098
[Presentation] 金融システミックリスクの評価手法2012
- Author(s)
  鈴木輝好
- Organizer
  評価のOR 第49回研究部会
- Place of Presentation
  北海道大学（札幌市）
- Data Source
  KAKENHI-PROJECT-23310098
[Presentation] Life Insurance and Annuities with a Positive Premium Loading : A Life Cycle Model with Borrowing2012
- Author(s)
  T.Suzuki
- Organizer
  The Sixth Bachelier Colloquium on Mathematical Finance and Stochastic Calculus
- Place of Presentation
  Azreva Metabief (France)
- Year and Date
  2012-01-19
- Data Source
  KAKENHI-PROJECT-23310098
[Presentation] 満期が有限のゲームロシアンオプション2012
- Author(s)
  鈴木淳生・澤木勝茂
- Organizer
  日本オペレーションズ・リサーチ学会2012年春季研究発表会
- Place of Presentation
  防衛大学校
- Year and Date
  2012-03-28
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Life Insurance and Annuities with Positive Premium Loading: A Life Cycle Model with Borrowing2012
- Author(s)
  Teruyoshi Suzuki
- Organizer
  7th Bachelier Finance Society World Congress 2012
- Place of Presentation
  Hilton Hotel (Australia)
- Data Source
  KAKENHI-PROJECT-23310098
[Presentation] Life Insurance and Annuities with Positive Premium Loading: A Life Cycle Model with Borrowing2012
- Author(s)
  Suzuki, T.
- Organizer
  Bachelier Finance Society Seventh World Congress
- Place of Presentation
  Hilton Sydney Hotel, Sydney, Australia
- Year and Date
  2012-06-19
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 生命保険と終身年金の最適な加入解約戦略2011
- Author(s)
  鈴木輝好
- Organizer
  日本オペレーションズリサーチ学会秋季大会
- Place of Presentation
  甲南大学(神戸)
- Year and Date
  2011-09-15
- Data Source
  KAKENHI-PROJECT-23310098
[Presentation] 借入制約の下での生命保険と終身年金の最適加入解約戦略2011
- Author(s)
  鈴木輝好
- Organizer
  日本保険・年金リスク学会(JARIP)第9回大会
- Place of Presentation
  明治大学(東京)
- Year and Date
  2011-11-05
- Data Source
  KAKENHI-PROJECT-23310098
[Presentation] Life Insurance and Annuities with a Positive Premium Loading : A Life Cycle Model with Borrowing2011
- Author(s)
  Suzuki, T.
- Organizer
  Quantitative Methods in Finance Conference 2011
- Place of Presentation
  Hilton Sydney Hotel, Sydney, Australia
- Year and Date
  2011-12-15
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Optimal Default and Liquidation with Tangible Assets and Debt Renegotiation,(plenary talk)2011
- Author(s)
  鈴木輝好
- Organizer
  The Fifth Bachelier Colloquium on Mathematical Finance and Stochastic Calculus
- Place of Presentation
  Metabief-France 招待講演
- Year and Date
  2011-01-16
- Data Source
  KAKENHI-PROJECT-20510123
[Presentation] Optimal Default and Liquidation with Tangible Assets and Debt Renegotiation2011
- Author(s)
  Goto, M., Kijima, M., Suzuki, T.
- Organizer
  15th Annual International Conference on Real Options
- Place of Presentation
  Abo Akademi University, Finland
- Year and Date
  2011-06-18
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Optimal Default and Liquidation with Tangible Assets and Debt Renegotiation2011
- Author(s)
  鈴木輝好
- Organizer
  The Fifth Bachelier Colloquium on Mathematical Finance and Stochastic Calculus
- Place of Presentation
  Metabief-France(plenary talk)
- Year and Date
  2011-01-16
- Data Source
  KAKENHI-PROJECT-20510123
[Presentation] Life Insurance and Annuities with a Positive Premium Loading : A Life Cycle Model with Borrowing2011
- Author(s)
  T.Suzuki
- Organizer
  QMF 2011 Conference
- Place of Presentation
  Hilton Hotel Sydney (Australia)
- Year and Date
  2011-12-15
- Data Source
  KAKENHI-PROJECT-23310098
[Presentation] Stochastic Cash Management Problem with Double Exponential Jump Diffusion Processes2011
- Author(s)
  Sato, K., Suzuki, A.
- Organizer
  International Symposium on Operations Research & Its Applications 2011
- Place of Presentation
  Dunhuang, China
- Year and Date
  2011-08-28
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 生命保険と終身年金の最適な加入解約戦略2011
- Author(s)
  鈴木輝好
- Organizer
  日本オペレーションズ・リサーチ学会2011年秋季研究発表会
- Place of Presentation
  甲南大学
- Year and Date
  2011-09-15
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 借入制約の下での生命保険と終身年金の最適加入解約戦略2011
- Author(s)
  鈴木輝好
- Organizer
  日本保険・年金リスク学会第9回大会
- Place of Presentation
  明治大学
- Year and Date
  2011-11-05
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Optimal Default and Liquidation with Tangible Assets and Debt Renegotiation2011
- Author(s)
  Suzuki, T.
- Organizer
  The Fifth Bachelier Colloquium on Mathematical Finance and Stochastic Calculus
- Place of Presentation
  Metabief, France
- Year and Date
  2011-01-16
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Callable Russian Options with the Finite Maturity2010
- Author(s)
  Suzuki, A., Sawaki, K.
- Organizer
  The 23rd European Conference on Operational Research
- Place of Presentation
  Lisbon, Portugal
- Year and Date
  2010-07-13
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Callable Russian Options with the Finite Maturity2010
- Author(s)
  Suzuki, A., Sawaki, K.
- Organizer
  International Symposium on Operations Research & Its Annlications 2010
- Place of Presentation
  Tibet Hotel Chengdu, Chenedu, China
- Year and Date
  2010-08-20
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Optimal Default and Liquidation with Tangible Assets and Debt Renegotiation2010
- Author(s)
  Goto, M., Kijima, M., Suzuki, T.
- Organizer
  The Sixteenth Joint Seminar of Yonsei University and Hokkaido University
- Place of Presentation
  Yonsei University, Seoul, Korea 招待講演
- Year and Date
  2010-09-08
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Optimal Default and Liquidation with Tangible Assets and Debt Reneeotiation2010
- Author(s)
  Goto, M., Kijima, M., Suzuki, T.
- Organizer
  日本保険・年金リスク学会第8回研究発表大会
- Place of Presentation
  大手町サンケイプラザ
- Year and Date
  2010-10-02
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Game Russian Option with the Finite Maturity2010
- Author(s)
  Suzuki, A. and Sawaki, K.
- Organizer
  INFORMS Annual Meeting 2012
- Place of Presentation
  Phoenix Convention Center, Phoenix, Arizona, USA
- Year and Date
  2010-10-14
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Optimal Default and Liquidation with Tangible Assets and Debt Renegotiation2010
- Author(s)
  鈴木輝好
- Organizer
  日本保険・年金リスク学会第8回研究発表大会
- Place of Presentation
  大手町サンケイプラザ(東京)
- Year and Date
  2010-10-02
- Data Source
  KAKENHI-PROJECT-20510123
[Presentation] Optimal Default and Liquidation with Tangible Assets and Debt Renegotiation2010
- Author(s)
  鈴木輝好
- Organizer
  日本保険・年金リスク学会第8回研究発表大会
- Place of Presentation
  東京
- Year and Date
  2010-10-02
- Data Source
  KAKENHI-PROJECT-20510123
[Presentation] Optimal Default and Liquidation with Tangible Assets and Debt Reneeotiation2010
- Author(s)
  後藤允・木島正明・鈴木輝好
- Organizer
  日本オペレーションズ・リサーチ学会2010年秋季研究発表会
- Place of Presentation
  コラッセ福島
- Year and Date
  2010-09-17
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Optimal Default and Liquidation with Tangible Assets and Debt Renegotiation2010
- Author(s)
  後藤允・木島正明・鈴木輝好
- Organizer
  平成22年度数理解析研究所研究集会「ファイナンスの数理解析とその応用」
- Place of Presentation
  京都大学
- Year and Date
  2010-11-25
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Callable Russian Optionswith the Finite Maturity2010
- Author(s)
  Suzuki, A.
- Organizer
  The 23rd European Conference on Operational Research
- Place of Presentation
  Lisbon, Portugal
- Year and Date
  2010-03-17
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Double Exponential Jump Diffusion Processes and Its Application to Real Options2009
- Author(s)
  Suzuki, A., Sawaki, K.
- Organizer
  The 8th International Symposium on Operations Research and Its Applications
- Place of Presentation
  Zhangjiajie, China
- Year and Date
  2009-09-22
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] The Valuation of Callable Financial Commodities with Two Stopping Boundaries2008
- Author(s)
  Sawaki, K., Suzuki, A. and Yagi, K.
- Organizer
  2008 Daiwa International Workshop on Financial Engineering
- Place of Presentation
  大手町サンケイプラザ
- Year and Date
  2008-08-04
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] The Optimal Capital Structure and Endogenous Bankruptcy for a Fixed Term Debt Issued at Par2008
- Author(s)
  Kijima, M., T. Suzuki, T.
- Organizer
  ORSJ 2008 Spring Meeting
- Place of Presentation
  Kyoto College of Graduate Studies for Informatics
- Year and Date
  2008-03-25
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] The Optimal Capital Structure and Endogenous Bankruptcy for a Fixed Term Debt Issued at Par2008
- Author(s)
  Kijima, M. and Suzuki, T.
- Organizer
  日本オペレーションズ・リサーチ学会2008年春季研究発表会
- Place of Presentation
  京都情報大学院大学
- Year and Date
  2008-03-25
- Data Source
  KAKENHI-PROJECT-17710123
[Presentation] The Optimal Capital Structure and Endogenous Bankruptcy for a Fixed Term Debt Issued at Par2008
- Author(s)
  Kijima, M.・Suzuki, T.
- Organizer
  日本オペレーションズ・リサーチ学会2008年春季研究発表会
- Place of Presentation
  京都情報大学院大学
- Year and Date
  2008-03-25
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Callable Russian Options for Double Exponential Jump Diffusion Processes2008
- Author(s)
  Suzuki, A. and Sawaki, K.
- Organizer
  Bachelier Finance Society 5^<th> World Congress
- Place of Presentation
  Imperial College, UK
- Year and Date
  2008-07-17
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Optimal Insurance Coverage of a Durable Consumption Good with a Premium Loading in a Continuous Time Economy2008
- Author(s)
  鈴木輝好
- Organizer
  38th ASTIN Colloquium
- Place of Presentation
  Manchester, UK.
- Year and Date
  2008-07-16
- Data Source
  KAKENHI-PROJECT-20510123
[Presentation] The Opt imal Capital Structure and Endogenous Bankruptcy for a Fixed Term Debt Issued at Par2008
- Author(s)
  鈴木輝好
- Organizer
  Bachelier Finance Society 5th World Congress
- Place of Presentation
  London, UK.
- Year and Date
  2008-07-17
- Data Source
  KAKENHI-PROJECT-20510123
[Presentation] The Optimal Capital Structure and Endogenous Bankruptcy for a Fixed Term Debt Issued at Par2008
- Author(s)
  鈴木輝好
- Organizer
  International Workshop on Applied Probability
- Place of Presentation
  Compiegne, France
- Year and Date
  2008-07-08
- Data Source
  KAKENHI-PROJECT-20510123
[Presentation] The Optimal Capital Structure and Endogenous Bankruptcy for a Fixed Term Debt Issued at Par2008
- Author(s)
  鈴木輝好
- Organizer
  Bachelier Finance Society 5th World Congress
- Place of Presentation
  London, UK.
- Year and Date
  2008-07-17
- Data Source
  KAKENHI-PROJECT-20510123
[Presentation] The Valuation of Callable Financial Commodities with Two Stopping Boundaries2008
- Author(s)
  Sawaki, K., Suzuki, A. and Yagi, K.
- Organizer
  The 7th International Symposium on Operations Research and Its Applications
- Place of Presentation
  Lijiang Yunnan, China
- Year and Date
  2008-10-31
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] The Optimal Capital Structure and Endogenous Bankruptcy for a Fixed Term Debt Issued at Par2008
- Author(s)
  鈴木輝好
- Organizer
  Quantitative Methods in Finance 2008 Conference
- Place of Presentation
  Sydney
- Year and Date
  2008-12-18
- Data Source
  KAKENHI-PROJECT-20510123
[Presentation] The Valuation of Callable-Putable Contingent Claims with Some Applications into Structured Commodities2008
- Author(s)
  Sawaki, K., Suzuki, A. and Yagi, K.
- Organizer
  Asian FA-NFA 2008
- Place of Presentation
  パシフィコ横浜会議センター
- Year and Date
  2008-07-07
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] The Optimal Capital Structure and Endogenous Bankruptcy for a Fixed Term Debt Issued at Par2008
- Author(s)
  鈴木輝好
- Organizer
  International Workshop on Applied Probability
- Place of Presentation
  Compiegne, France.
- Year and Date
  2008-07-08
- Data Source
  KAKENHI-PROJECT-20510123
[Presentation] Optimal Insurance Coverage of a Durable Consumption Good with a Premium Loading in a Continuous Time Economy2008
- Author(s)
  鈴木輝好
- Organizer
  38^<th> ASTIN Colloquium
- Place of Presentation
  Manchester, UK.
- Year and Date
  2008-07-16
- Data Source
  KAKENHI-PROJECT-20510123
[Presentation] The Optimal Capital Structure and Endogenous Bankruptcy for a Fixed Term Debt Issued at Par2008
- Author(s)
  Suzuki, T.
- Organizer
  International Workshop on Applied Probability
- Place of Presentation
  Compiegne, France
- Year and Date
  2008-07-08
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] A Logit Model of Brand Choice and Purchase Incidence : A Real Options Approach2008
- Author(s)
  Suzuki, H., Goto, M. and Ohno, T.
- Organizer
  The 12th Annual International Real Options Conference
- Place of Presentation
  Pestana Rio Atlantica Hotel
- Year and Date
  2008-07-11
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Optimal Insurance Coverage of a Durable Consumption Good with a Premium Loading in a Continuous Time Economy2008
- Author(s)
  Suzuki, T.
- Organizer
  The 38^<th> ASTIN Colloquium
- Place of Presentation
  Manchester, UK
- Year and Date
  2008-07-16
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] A Latent Process Model for the Pricing of Corporate Securities2007
- Author(s)
  Kijima, M., T. Suzuki, T., Tanaka, K.
- Organizer
  EURO XXII: 22nd European Conference on Operational Research
- Place of Presentation
  Prague, Czech
- Year and Date
  2007-07-11
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Optimal Insurance Coverage for a Durable Consumption Good with a Premium Loading in a Continuous Time Economy2007
- Author(s)
  Suzuki, T.
- Organizer
  JARIP 5th Workshop
- Place of Presentation
  Waseda University
- Year and Date
  2007-09-22
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Optimal Insurance Coverage for a Durable Consumption Good with a Premium Loading in a Continuous Time Economy2007
- Author(s)
  Suzuki, T.
- Organizer
  RAMP Symposium
- Place of Presentation
  Nagasaki Brick Hall
- Year and Date
  2007-10-25
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Optimal Insurance Coverage for a Durable Consumption Good with a Premium Loading in a Continuous Time Economy2007
- Author(s)
  Suzuki, T.
- Organizer
  RIMS Workshop
- Place of Presentation
  Kyoto University
- Year and Date
  2007-11-21
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Optimal Insurance Coverage for a Durable Consumption Good with a Premium Loading in a Continuous Time Economy2007
- Author(s)
  鈴木輝好
- Organizer
  日本オペレーションズ・リサーチ学会数理計画研究部会
- Place of Presentation
  長崎プリックホール
- Year and Date
  2007-10-25
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Optimal Insurance Coverage for a Durable Consumption Good with a Premium Loading in a Continuous Time Economy2007
- Author(s)
  Suzuki, T.
- Organizer
  The Fourth Joint Seminar of Yeungnam University and Hokkaido University
- Place of Presentation
  Seoul, Korea
- Year and Date
  2007-09-13
- Data Source
  KAKENHI-PROJECT-17710123
[Presentation] Optimal Insurance Coverage for a Durable Consumption Good with a Premium Loading in a Continuous Time Economy2007
- Author(s)
  Suzuki, T.
- Organizer
  日本保険・年金リスク学会第5回研究発表大会
- Place of Presentation
  早稲田大学
- Year and Date
  2007-09-22
- Data Source
  KAKENHI-PROJECT-17710123
[Presentation] Optimal Insurance Coverage for a Durable Consumption Good with a Premium Loading in a Continuous Time Economy2007
- Author(s)
  Suzuki, T.
- Organizer
  「ファイナンスの数理解析とその応用」研究集会
- Place of Presentation
  京都大学数理解析研究所
- Year and Date
  2007-11-21
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Optimal Insurance Coverage for a Durable Consumption Good with a Premium Loading in a Continuous Time Economy2007
- Author(s)
  鈴木輝好
- Organizer
  数理解析研究所「ファイナンスの数理解析とその応用」研究集会
- Place of Presentation
  京都大学
- Year and Date
  2007-11-21
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Optimal Insurance Coverage for a Durable Consumption Good with a Premium Loading in a Continuous Time Economy2007
- Author(s)
  Suzuki, T.
- Organizer
  日本オペレーションズ・リサーチ学会数理計画研究部会
- Place of Presentation
  長崎ブリックホール
- Year and Date
  2007-10-25
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Optimal Insurance Coverage for a Durable Consumption Good with a Premium Loading in a Continuous Time Economy2007
- Author(s)
  Suzuki, T.
- Organizer
  日本保険・年金リスク学会第5回研究発表大会
- Place of Presentation
  早稲田大学
- Year and Date
  2007-09-22
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Optimal Insurance Coverage for a Durable Consumption Good with a Premium Loading in a Continuous Time Economy2007
- Author(s)
  Suzuki, T.
- Organizer
  Fourth Joint Seminar of Yeungnam University and Hokkaido University
- Place of Presentation
  Yeungnam University
- Year and Date
  2007-09-13
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Optimal Insurance Coverage for a Durable Consumption Good with a Premium Loading in a Continuous Time Economy2007
- Author(s)
  Suzuki, T.
- Organizer
  「ファイナンスの数理解析とその応用」研究集会
- Place of Presentation
  京都大学数理解析研究所
- Year and Date
  2007-11-21
- Data Source
  KAKENHI-PROJECT-17710123
[Presentation] Optimal Insurance Coverage for a Durable Consumption Good with a Premium Loading in a Continuous Time Economy2007
- Author(s)
  Suzuki, T.
- Organizer
  The Fourth Joint Seminar of Yeungnam University and Hokkaido University
- Place of Presentation
  Seoul, Korea
- Year and Date
  2007-09-13
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] 地震による家屋の損壊と家計の最適消費投資計画2007
- Author(s)
  鈴木, 輝好
- Organizer
  日本オペレーションズ・リサーチ学会2007年春季研究発表会
- Place of Presentation
  鳥取大学
- Year and Date
  2007-03-28
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] A Latent Process Model for the Pricing of Corporate Securities2007
- Author(s)
  Kijima, M., Suzuki, T. and Tanaka, K.
- Organizer
  The 22nd European Conference on Operational Research EURO XXII
- Place of Presentation
  Prague, Czech
- Year and Date
  2007-07-11
- Data Source
  KAKENHI-PROJECT-17710123
[Presentation] Optimal Insurance Coverage for a Durable Consumption Good with a Premium Loading in a Continuous Time Economy2007
- Author(s)
  Suzuki, T.
- Organizer
  日本オペレーションズ・リサーチ学会数理計画研究部会
- Place of Presentation
  長崎ブリックホール
- Year and Date
  2007-10-25
- Data Source
  KAKENHI-PROJECT-17710123
[Presentation] Optimal Consumption and Investment Strategies of Homeowners under the Risk of Earthquakes2007
- Author(s)
  Suzuki, T.
- Organizer
  ORSJ 2007 Spring Meeting
- Place of Presentation
  Tottori University
- Year and Date
  2007-03-28
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] A Latent Process Model for the Pricing of Corporate Securities2007
- Author(s)
  Kijima, M.・T., Suzuki・T.・Tanaka, K.
- Organizer
  The 22nd European Conference on Operational Research EURO XXII
- Place of Presentation
  Prague, Czech
- Year and Date
  2007-07-11
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Optimal Insurance Coverage for a Durable Consumption Good with a Premium Loading in a Continuous Time Economy2007
- Author(s)
  Suzuki, T.
- Organizer
  The Fourth Joint Seminar of Yeungnam University and Hokkaido University
- Place of Presentation
  Yeungam University
- Year and Date
  2007-09-13
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Optimal Consumption, Investment and Life Insurance Strategies for a Two-income family2006
- Author(s)
  Suzuki, T.
- Organizer
  Second Sapporo Workshop on Financial Engineering and Its Applications
- Place of Presentation
  Hokkaido University
- Year and Date
  2006-02-06
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Optimal Consumption and Investment Strategies of Homeowners Facing the Risk of Earthquakes2006
- Author(s)
  Suzuki, T.
- Organizer
  QMF2006: Quantitative Methods in Finance Conference
- Place of Presentation
  Sydney, Australia
- Year and Date
  2006-12-15
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] 地震による家屋の損壊と家計の最適消費投資計画2006
- Author(s)
  鈴木, 輝好
- Organizer
  日本保険・年金リスク学会第4回研究発表大会
- Place of Presentation
  慶応義塾大学
- Year and Date
  2006-10-14
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] 共働き世帯の投資と消費および生命保険加入に関する最適計画2006
- Author(s)
  鈴木, 輝好
- Organizer
  The Second Sapporo Workshop on Financial Engineering and Its Applications
- Place of Presentation
  北海道大学
- Year and Date
  2006-02-06
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Optimal Consumption and Investment Strategies of Homeowners Facing the Risk of Earthquakes2006
- Author(s)
  Suzuki, T.
- Organizer
  Sapporo Symposium on Financial Engineering and Its Applications
- Place of Presentation
  Hokkaido University
- Year and Date
  2006-09-16
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Optimal Consumption and Investment Strategies of Homeowners under the Risk of Earthquakes2006
- Author(s)
  Suzuki, T.
- Organizer
  JARIP 4th Workshop
- Place of Presentation
  Keio University
- Year and Date
  2006-10-14
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] 地震による家屋の損壊と家計の最適消費投資計画2006
- Author(s)
  鈴木, 輝好
- Organizer
  Sapporo Symposium on Financial Engineering and Its Applications
- Place of Presentation
  北海道大学
- Year and Date
  2006-09-16
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Valuing Life Insurance Liabilities in a Structural Approach with Insured Events2005
- Author(s)
  Suzuki, T.
- Organizer
  QMF2005: Quantitative Methods in Finance Conference
- Place of Presentation
  Sydney, Australia
- Year and Date
  2005-12-15
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Optimal Consumption, Investment and Life Insurance Strategies for a Two-income family2005
- Author(s)
  Suzuki, T.
- Organizer
  JAFEE 2005 Winter Meeting
- Place of Presentation
  University of Tsukuba
- Year and Date
  2005-12-04
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Valuing Life Insurance Liabilities in a Structural Approach with Insured Events2005
- Author(s)
  Suzuki, T.
- Organizer
  QMF2005: Quantitative Methods in Finance Conferertce
- Place of Presentation
  Sydney, Australia
- Year and Date
  2005-12-16
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] A Pincer Randomization Method for Pricing American Options2005
- Author(s)
  Kimura, T., Suzuki, T.
- Organizer
  National Meeting of the Nippon Finance Association
- Place of Presentation
  Yokohama National University
- Year and Date
  2005-06-18
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] A Pincer Randomization Method for Pricing American Options2005
- Author(s)
  Kimura, T., Suzuki, T.
- Organizer
  ORSJ 2005 Spring Meeting
- Place of Presentation
  Tokyo University of Agriculture and Technology
- Year and Date
  2005-03-17
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] 構造モデルによる年金負債の評価2005
- Author(s)
  鈴木, 輝好
- Organizer
  日本保険・年金リスク学会第3回研究発表大会
- Place of Presentation
  日本大学
- Year and Date
  2005-10-01
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] 共働き世帯の投資と消費および生命保険加入に関する最適計画2005
- Author(s)
  鈴木, 輝好
- Organizer
  日本金融・証券計量・工学学会2005年度冬季大会
- Place of Presentation
  筑波大学,東京
- Year and Date
  2005-12-04
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] A Pincer Randomization Method for Pricing American Options2005
- Author(s)
  Kimura, T.・Suzuki, T.
- Organizer
  日本ファイナンス学会第13回大会
- Place of Presentation
  横浜国立大学
- Year and Date
  2005-06-18
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] A Pincer Randomization Method for Pricing American Options2005
- Author(s)
  Kimura, T.・Suzuki, T.
- Organizer
  日本オペレーションズ・リサーチ学会2005年春季研究発表会
- Place of Presentation
  東京農工大学
- Year and Date
  2005-03-17
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Valuing Life Insurance Liabilities in a Structural Approach with Insured Events2005
- Author(s)
  Suzuki, T.
- Organizer
  JARIP Third Workshop
- Place of Presentation
  Nihon University
- Year and Date
  2005-10-01
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Fair Valuation of Japanese Insured Pension Plans: The Impact of Default Risk of Insurance Companies2004
- Author(s)
  Suzuki, T.
- Organizer
  2004 Daiwa International Workshop on Financial Engineering
- Place of Presentation
  京都大学
- Year and Date
  2004-08-31
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Fair Valuation of Japanese Insured Pension Plans with an Increasing Face Value2004
- Author(s)
  Suzuki, T.
- Organizer
  ORSJ 2004 Fall Meeting
- Place of Presentation
  Tohoku University
- Year and Date
  2004-09-08
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] A Pincer Randomization Method for Pricing American Options2004
- Author(s)
  Kimura, T., Suzuki, T.
- Organizer
  RIMS Workshop
- Place of Presentation
  Kyoto University
- Year and Date
  2004-11-24
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] 契約者持分の増加と契約の転換を考慮した企業年金保険の価格付け2004
- Author(s)
  鈴木, 輝好
- Organizer
  日本オペレーションズ・リサーチ学会2004年秋季研究発表会
- Place of Presentation
  東北大学
- Year and Date
  2004-09-08
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Fair Valuation of Japanese Insured Pension Plans with an Increasing Face Value2004
- Author(s)
  Suzuki, T.
- Organizer
  JAFEE 2004 Summer Meeting
- Place of Presentation
  University of Meiji
- Year and Date
  2004-08-05
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Fair Valuation of Japanese Insured Pension Plans: The Impact of Default Risk of Insurance Companies2004
- Author(s)
  Suzuki, T.
- Organizer
  2004 Daiwa International Workshop on Financial Engineering
- Place of Presentation
  Kyoto University
- Year and Date
  2004-08-31
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] A Pincer Randomization Method for Pricing American Options2004
- Author(s)
  Kimura, T.・Suzuki, T.
- Organizer
  「不確実性科学と意思決定の数理と応用」研究集会
- Place of Presentation
  京都大学数理解析研究所
- Year and Date
  2004-11-24
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] 契約者持分の増加と契約の転換を考慮した企業年金保険の価格付け2004
- Author(s)
  鈴木, 輝好
- Organizer
  日本金融・証券計量・工学学会2004年度夏季大会
- Place of Presentation
  明治大学
- Year and Date
  2004-08-05
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16310104
[Presentation] Game Russian Option with the Finite Maturity
- Author(s)
  鈴木淳生，澤木勝茂
- Organizer
  平成24年度数理解析研究所研究集会「ファイナンスの数理解析とその応用」
- Place of Presentation
  京都大学
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] Optimal Life Insurance Coverage and Annuities with Borrowing and a Leverage Constraint
- Author(s)
  Suzuki, T.
- Organizer
  25th European Conference on Operational Research
- Place of Presentation
  Radisson Blu Hotel Lietuva, Vilnius, Lithuania
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 金融システミックリスクの評価手法
- Author(s)
  鈴木輝好
- Organizer
  日本オペレーションズ・リサーチ学会第49回「評価のOR」研究部会
- Place of Presentation
  北海道大学
- Invited
- Data Source
  KAKENHI-PROJECT-20241037
[Presentation] 債務の持合いとシステミックリスクの評価
- Author(s)
  鈴木輝好
- Organizer
  南山横国ファイナンスワークショップ
- Place of Presentation
  南山大学
- Invited
- Data Source
  KAKENHI-PROJECT-20241037

1. NISHIDE Katsumasa (40410683)

# of Collaborated Projects: 5 results

# of Collaborated Products: 3 results
2. YAGI Kyoko (80451847)

# of Collaborated Projects: 4 results

# of Collaborated Products: 10 results
3. ISHII Toshimasa (30324487)

# of Collaborated Projects: 4 results

# of Collaborated Products: 0 results
4. 施建明 (70287465)

# of Collaborated Projects: 3 results

# of Collaborated Products: 6 results
5. 宮田亮 (30336383)

# of Collaborated Projects: 3 results

# of Collaborated Products: 0 results
6. KIMURA Toshikazu (50143649)

# of Collaborated Projects: 2 results

# of Collaborated Products: 9 results
7. INOUE Akihiko (50168431)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
8. GOTO Makoto (30434286)

# of Collaborated Projects: 2 results

# of Collaborated Products: 10 results
9. KIJIMA Masaaki (00186222)

# of Collaborated Projects: 2 results

# of Collaborated Products: 3 results
10. SAWAKI Katsushige (80065482)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
11. TSUJIMURA Motoo (40335328)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
12. SUZUKI Atsuo (60513702)

# of Collaborated Projects: 1 results

# of Collaborated Products: 46 results
13. TAKASHIMA Ryuta (50401138)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
14. NAKANO Yumiharu (00452409)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
15. KOZUMI Hideo (10261273)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
16. 山下英明 (30200687)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
17. 内山朋規 (50772125)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
18. 芝田隆志 (70372597)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
19. 室町幸雄 (70514719)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
20. UCHIDA yoshihiko

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
21. TAMBA yasuhiro

# of Collaborated Projects: 1 results

# of Collaborated Products: 1 results
22. 沢木勝茂

# of Collaborated Projects: 0 results

# of Collaborated Products: 20 results

Suzuki Teruyoshi 鈴木 輝好

SUZUKI Teruyoshi 鈴木 輝好

Research Projects

Research Products

Co-Researchers

Research on the stabilization of financial systemsPrincipal Investigator

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Research on Risk Management of Reinsurance Network and Relief Problem of Insurance SystemPrincipal Investigator

Principal Investigator

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Review Section

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Studies on the financial risk management and the public fund distribution under systemic risksPrincipal Investigator

Principal Investigator

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Research on the financial risk management by taking account of remarkable properties of assets and liabilities in financial institutions and long-term behaviors of financial environment in Japan

Principal Investigator

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An unified evaluation model for the financial systemic risk under financial crisisPrincipal Investigator

Principal Investigator

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Exploring Decision Support Models in OR-oriented Finance

Principal Investigator

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Research Institution

The integrated model for pricing corporate bonds and stocks ; Development and its application to corporate financePrincipal Investigator

Principal Investigator

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金融工学の生命保険問題への応用Principal Investigator

Principal Investigator

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Research Institution

Studies on Modeling of Stock Processes and Its Applications

Principal Investigator

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[Book] ファイナンス理論入門2012

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[Book] ファイナンス理論入門:金融工学へのプロローグ2012

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[Book] コーポレート・ファイナンス2011

Author(s)

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[Book] ファイナンス理論入門:金融工学へのプロローグ2011

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Total Pages

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[Journal Article] Endogenous Default Model with Firms’ Cross-holdings of Debts and Equities2017

Suzuki Teruyoshi 鈴木輝好

SUZUKI Teruyoshi 鈴木輝好