Shimizu Yasutaka 清水泰隆

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SHIMIZU Yasutaka 清水泰隆

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Researcher Number	70423085
Other IDs
Affiliation (Current)	2025: 早稲田大学, 理工学術院, 教授
Affiliation (based on the past Project Information) *help	2016 – 2024: 早稲田大学, 理工学術院, 教授 2018: 早稲田大学, 理工学術院, 准教授 2016: 早稲田大学基幹理工学部, 応用数理学科, 教授 2014 – 2016: 早稲田大学, 理工学術院, 准教授 2011 – 2013: 大阪大学, 基礎工学研究科, 准教授 2007 – 2010: Osaka University, 基礎工学研究科, 助教
Review Section/Research Field	Principal Investigator General mathematics (including Probability theory/Statistical mathematics) / Basic Section 12040:Applied mathematics and statistics-related / Foundations of mathematics/Applied mathematics Except Principal Investigator Basic Section 07030:Economic statistics-related / Foundations of mathematics/Applied mathematics / Basic Section 12040:Applied mathematics and statistics-related / Sections That Are Subject to Joint Review: Basic Section60030:Statistical science-related , Basic Section61030:Intelligent informatics-related / Basic Section 61030:Intelligent informatics-related / Basic Section 60030:Statistical science-related / Statistical science / General mathematics (including Probability theory/Statistical mathematics) / Economic statistics / Statistical science
Keywords	Principal Investigator 漸近理論 / 確率過程 / 保険数理 / 破産理論 / 最尤型推定 / ガウス過程 / 誤差分布 / モンテカルロ計算 / セミマルチンゲール / 漸近分布 … More / デルタ法 / モンテカルロ誤差 / 期待値汎関数 / 分布収束 / 擬似パス生成 / パス依存型汎関数 / 疑似パス生成 / モンテカルロ法 / レヴィ過程 / リスク管理 / 破産関連リスク評価 / ジャンプ型確率過程 / リスク理論 / 統計推測 / 国際情報交換(アメリカ，カナダ，中国) / 再生方程式 / 破産関連リスク量 / レヴィ型リスクモデル / 数理統計 / 金融・保険への応用 / 非エルゴード的モデル / 情報量規準 / 閾値推定 / ジャンプ拡散過程 / 統計数学 / 計算機実装 / 閾値選択 / 漸近推測論 / 閾値選択セミマルチンゲール / 飛躍判別フィルター / パラメータ推定 / 離散観測 / 確率微分方程式 … More Except Principal Investigator 確率過程 / 統計数学 / 保険数理 / 高頻度データ / 計量ファイナンス / リスク管理 / ジャンプ型拡散過程 / 統計的機械学習 / 計算統計 / 漸近理論 / 解析学 / 機械学習 / 擬似尤度解析 / 極限定理 / リスク尺度 / リスク予測 / 漸近正規性 / レヴィ過程 / 非同期観測モデル / 推定量の最適性 / 最尤型推定量 / 局所漸近正規性 / 拡散モデル / モデル選択 / 高頻度観測 / 統計推測 / データ科学 / 統計的推測 / バックテスト / 経済統計学 / 死亡率予測 / 統計的極値理論 / コピュラ / 接合関数 / リスク計測 / ジャンプ型確率過程 / 初期到達分布 / 確率微分方程式による死亡率予測モデリング / ある点過程の周辺尤度解析とモデル選択 / ウェーブレット解析 / 先行遅行分析 / 初期到達時刻分布 / セミマルチンゲールの期待値汎関数 / 流動性 / リード・ラグ関係 / 漸近統計 / ファクターモデル / リード・ラグ分析 / 高次元共分散推定 / 確率微分方程式 / 数理統計学 / 確率解析 / リミットオーダーブック / リード・ラグ / 点過程 / 超高頻度データ / 疑似尤度解析 / マルチンゲール展開 / ファイナンス / 確率論 / セミマルチンゲール / ボラティリティ / 非同期共分散推定 / 確率過程の統計学 / Malliavin解析 / 漸近展開 / 金融工学 / 統計科学 / Whittle 推定 / ポートフォリオ / 判別 / 補間 / 予測 / 円周分布 / 高次元時系列 / 縮小推定量 / 金融データ解析 / 縮小推定 / 非正則検定理論 / 高次元時系列解析 / 予測・補間 / 定常過程 / 分位点回帰 / 時系列解析 / 再帰的現象 / 希な現象 / 統計的リスク管理 / 社会・経済リスク / 高頻度金融データの統計学 / 保険の統計学 / 稀な現象と再帰的現象 / 統計学 / 再起的事象 / 希な事象 / 保険リスク / 金融リスク / 経済リスク / ターゲットの母集団 / 交絡変数 / 欠測 / 統計学の哲学 / 分割表データ / 超高次元データ解析 / ICA / 無視不可能な欠測 / 反事実モデル / シンプソンのパラドックス / 構造方程式モデリング / 超高次元デ-タ解析 / 科学哲学 / 多変量解析 / 条件付も確率の理解と認識 / Humphreysのパラドックスと傾向説 / 多母集団同時分析 / 無視不可能な欠測・欠損 / 因果の方向 / 非正規性の利用 / 共分散選択 / 傾向スコア / 仮説と観察の歴史的経緯 / 条件付き確率の理解と認識 / 潜在変数モデル / 無視可能な欠測・欠損 Less

Statistical modelling for stochastic differential equations based on high frequency data
- Principal Investigator
  
  内田雅之
- Project Period (FY)
  2024 – 2027
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 60030:Statistical science-related
  Basic Section 61030:Intelligent informatics-related
  Sections That Are Subject to Joint Review: Basic Section60030:Statistical science-related , Basic Section61030:Intelligent informatics-related
- Research Institution
  Osaka University
微小ノイズを持つガウス過程に対する漸近推測論とその応用Principal Investigator
- Principal Investigator
  
  清水泰隆
- Project Period (FY)
  2024 – 2026
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 12040:Applied mathematics and statistics-related
- Research Institution
  Waseda University
Innovative development of statistical and machine learning approach focusing on the evaluation of financial and actuarial risk
- Principal Investigator
  
  塚原英敦
- Project Period (FY)
  2022 – 2025
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  Seijo University
一般化確率変数の期待値型汎関数に対する推測誤差への漸近分布論的アプローチPrincipal Investigator
- Principal Investigator
  
  清水泰隆
- Project Period (FY)
  2021 – 2024
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 12040:Applied mathematics and statistics-related
- Research Institution
  Waseda University
ジャンプを含む確率過程の複雑な観測データに対する統計解析と新しい学習理論への応用
- Principal Investigator
  
  荻原哲平
- Project Period (FY)
  2021 – 2025
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 12040:Applied mathematics and statistics-related
- Research Institution
  The University of Tokyo
New developments of statistical methods for risk management in finance and insurance
- Principal Investigator
  
  Tsukahara Hideatsu
- Project Period (FY)
  2018 – 2020
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  Seijo University
Interdisciplinary research in mathematical/data science and simulation science for stochastic differential equation models
- Principal Investigator
  
  Uchida Masayuki
- Project Period (FY)
  2017 – 2021
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Foundations of mathematics/Applied mathematics
- Research Institution
  Osaka University
Research on statistical solvency estimates from ruin theoryPrincipal Investigator
- Principal Investigator
  
  Shimizu Yasutaka
- Project Period (FY)
  2015 – 2017
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Foundations of mathematics/Applied mathematics
- Research Institution
  Waseda University
Theory for quantile regression inference of time series and its applications
- Principal Investigator
  
  Taniguchi Masanobu
- Project Period (FY)
  2015 – 2018
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Foundations of mathematics/Applied mathematics
- Research Institution
  Waseda University
Ultra high frequency data and lead-lag
- Principal Investigator
  
  Yoshida Nakahiro
- Project Period (FY)
  2014 – 2016
- Research Category
  
  Grant-in-Aid for Challenging Exploratory Research
- Research Field
  
  Statistical science
- Research Institution
  The University of Tokyo
New Developments in Statistics of Economic Risk and Financial Risk
- Principal Investigator
  
  naoto kunitomo
- Project Period (FY)
  2013 – 2016
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Economic statistics
- Research Institution
  Meiji University
  The University of Tokyo
Stochastic Analysis and Statistical Inference for Insurance Ruin RisksPrincipal Investigator
- Principal Investigator
  
  SHIMIZU Yasutaka
- Project Period (FY)
  2012 – 2014
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Waseda University
  Osaka University
Theoretical statistics for stochastic processes and limit theorems
- Principal Investigator
  
  Yoshida Nakahiro
- Project Period (FY)
  2012 – 2015
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  The University of Tokyo
Theory and implementation of inference for semimartingales from discrete observations.Principal Investigator
- Principal Investigator
  
  SHIMIZU Yasutaka
- Project Period (FY)
  2009 – 2011
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Osaka University
Development of practical inference for stochastic processes with jumpsPrincipal Investigator
- Principal Investigator
  
  SHIMIZU Yasutaka
- Project Period (FY)
  2007 – 2008
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  General mathematics (including Probability theory/Statistical mathematics)
- Research Institution
  Osaka University
Comprehensive study on statistical causal inference
- Principal Investigator
  
  KANO Yutaka
- Project Period (FY)
  2006 – 2009
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Statistical science
- Research Institution
  Osaka University

[Book] 統計学への漸近論，その先は : 現代の統計リテラシーから確率過程の統計学へ2023
- Author(s)
  清水　泰隆
- Total Pages
  256
- Publisher
  内田老鶴圃
- ISBN
  9784753601264
- Data Source
  KAKENHI-PROJECT-21K03358
[Book] Asymptotic Statistics in Insurance Risk Theory2022
- Author(s)
  Yasutaka Shimizu
- Total Pages
  110
- Publisher
  Springer
- ISBN
  9789811692833
- Data Source
  KAKENHI-PROJECT-17H01100
[Book] Asymptotic Statistics in Insurance Risk Theory2022
- Author(s)
  Yasutaka Shimizu
- Total Pages
  110
- Publisher
  Springer
- ISBN
  9789811692833
- Data Source
  KAKENHI-PROJECT-21K03358
[Book] Asymptotic Statistics in Insurance Risk Theory2022
- Author(s)
  Yasutaka Shimizu
- Total Pages
  110
- Publisher
  Springer
- ISBN
  9789811692840
- Data Source
  KAKENHI-PROJECT-18H00836
[Book] Asymptotic Statistics in Insurance Risk Theory2021
- Author(s)
  Yasutaka Shimizu
- Total Pages
  110
- Publisher
  Springer Singapore
- ISBN
  9789811692833
- Data Source
  KAKENHI-PROJECT-23K20809
[Book] 統計学への確率論，その先へ2019
- Author(s)
  清水泰隆
- Total Pages
  218
- Publisher
  内田老鶴圃
- ISBN
  9784753601257
- Data Source
  KAKENHI-PROJECT-18H00836
[Book] 統計学への確率論，その先へ2019
- Author(s)
  清水泰隆
- Total Pages
  218
- Publisher
  内田老鶴圃
- ISBN
  9784753601257
- Data Source
  KAKENHI-PROJECT-17H01100
[Book] 保険数理と統計的方法2018
- Author(s)
  清水泰隆
- Total Pages
  367
- Publisher
  共立出版
- ISBN
  9784320113510
- Data Source
  KAKENHI-PROJECT-18H00836
[Book] 保険数理と統計的方法2018
- Author(s)
  清水泰隆
- Total Pages
  367
- Publisher
  共立出版
- ISBN
  9784320113510
- Data Source
  KAKENHI-PROJECT-17H01100
[Journal Article] Mortality prediction using survival energy models with functional data analysis2024
- Author(s)
  Mitsuda Daiki、Shimizu Yasutaka
- Journal Title
  
  Japanese Journal of Statistics and Data Science
  
  Volume: 未定 Issue: 2 Pages: 841-859
- DOI
  10.1007/s42081-024-00245-2
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-21K03358, KAKENHI-PROJECT-23K20809
[Journal Article] Semiparametric Estimation of Optimal Dividend Barrier for Spectrally Negative Levy Process2023
- Author(s)
  Shiraishi, H. and Shimizu, Y.
- Journal Title
  
  Research Papers in Statistical Inference for Time Series and Related Models
  
  Volume: 未定
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21K03358
[Journal Article] Statistical inference for discretely sampled stochastic functional differential equations with small noise2023
- Author(s)
  Nemoto Hiroki、Shimizu Yasutaka
- Journal Title
  
  Statistical Inference for Stochastic Processes
  
  Volume: 27 Issue: 2 Pages: 427-456
- DOI
  10.1007/s11203-023-09299-7
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-21K03358, KAKENHI-PROJECT-23K20809
[Journal Article] Threshold estimation for jump-diffusions under small noise asymptotic2023
- Author(s)
  Kobayashi, M. and Shimizu, Y.
- Journal Title
  
  Statistical Inference for Stochastic Processes
  
  Volume: 未定 Issue: 2 Pages: 361-411
- DOI
  10.1007/s11203-023-09286-y
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-21K03358, KAKENHI-PROJECT-23K20809
[Journal Article] Least-squares estimators based on the Adams method for stochastic differential equations with small L?vy noise2022
- Author(s)
  Kobayashi Mitsuki、Shimizu Yasutaka
- Journal Title
  
  Japanese Journal of Statistics and Data Science
  
  Volume: 5 Pages: 217-240
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23K22105
[Journal Article] Asymptotic normality of least squares estimators to stochastic differential equations driven by fractional Brownian motions2022
- Author(s)
  Nakahjima, S. and Shimizu, Y.
- Journal Title
  
  Statistics & Probability Letters
  
  Volume: 187 Pages: 109476-109476
- DOI
  10.1016/j.spl.2022.109476
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-21K03358, KAKENHI-PROJECT-17H01100, KAKENHI-PROJECT-23K20809
[Journal Article] Least-squares estimators based on the Adams method for stochastic differential equations with small Levy noise2022
- Author(s)
  Kobayashi, M and Shimizu, Y.
- Journal Title
  
  Japanese Journal of Statistics and Data Science
  
  Volume: -
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23K20809
[Journal Article] Asymptotic inference for stochastic differential equations driven by fractional Brownian motion2022
- Author(s)
  Nakajima, S. and Shimizu, Y.
- Journal Title
  
  Japanese Journal of Statistics and Data Science
  
  Volume: 未定 Issue: 1 Pages: 431-455
- DOI
  10.1007/s42081-022-00181-z
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21K03358
[Journal Article] Least-squares estimators based on the Adams method for stochastic differential equations with small Levy noise,2022
- Author(s)
  Kobayashi, M. and Shimizu, Y.
- Journal Title
  
  Japanese Journal of Statistics and Data Science
  
  Volume: 未定
- Data Source
  KAKENHI-PROJECT-21K03358
[Journal Article] Asymptotic normality of least squares estimators to stochastic differential equations driven by fractional Brownian motions2022
- Author(s)
  Shohei Nakajima，Yasutaka Shimizu
- Journal Title
  
  Statistics and Probability Letters
  
  Volume: －
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18H00836
[Journal Article] Asymptotic normality of least squares type estimators to stochastic differential equations driven by fractional Brownian motions2022
- Author(s)
  Nakajima Shohei、Shimizu Yasutaka
- Journal Title
  
  Statistics & Probability Letters
  
  Volume: 187
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23K22105
[Journal Article] Least-squares estimators based on the Adams method for stochastic differential equations with small L?vy noise2022
- Author(s)
  Mitsuki Kobayashi，Yasutaka Shimizu
- Journal Title
  
  Japanese Journal of Statistics and Data Science
  
  Volume: － Issue: 1 Pages: 217-240
- DOI
  10.1007/s42081-022-00155-1
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18H00836, KAKENHI-PROJECT-17H01100
[Journal Article] The Gerber-Shiu discounted penalty function: From practical perspectives2022
- Author(s)
  He, Y.; Kawai, R.; Shimizu, Y. and Yamazaki, K.
- Journal Title
  
  Insurance: Mathematics and Economics
  
  Volume: 109 Pages: 1-28
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K22105
[Journal Article] Estimating the finite-time ruin probability of a surplus with a long memory via Malliavin calculus2022
- Author(s)
  Nakamura Shota and Yasutaka Shimizu
- Journal Title
  
  Research Papers in Statistical Inference for Time Series and Related Models, to appear
  
  Volume: -
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23K20809
[Journal Article] WHY DOES A HUMAN DIE? A STRUCTURAL APPROACH TO COHORT-WISE MORTALITY PREDICTION UNDER SURVIVAL ENERGY HYPOTHESIS2020
- Author(s)
  Shimizu Yasutaka、Minami Yuki、Ito Ryunosuke
- Journal Title
  
  ASTIN Bulletin
  
  Volume: 51 Issue: 1 Pages: 191-219
- DOI
  10.1017/asb.2020.32
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-17H01100, KAKENHI-PROJECT-18H00836
[Journal Article] Asymptotically normal estimators of the ruin probability for Levy Insurance surplus from discrete samples2019
- Author(s)
  Yasutaka Shimizu and Zhimin Zhang
- Journal Title
  
  Risks MDPI
  
  Volume: 7 Issue: 2 Pages: 1-22
- DOI
  10.3390/risks7020037
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H01100, KAKENHI-PROJECT-18H00836
[Journal Article] Dynamic risk measures for stochastic asset processes from ruin theory2018
- Author(s)
  Tanaka, Shuji and Shimizu, Yasutaka
- Journal Title
  
  Annals of Actuarial Science
  
  Volume: 印刷中 Issue: 2 Pages: 249-268
- DOI
  10.1017/s1748499518000064
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-15K05009, KAKENHI-PROJECT-17H01100, KAKENHI-PROJECT-18H00836
[Journal Article] Threshold Estimation for Stochastic Processes with Small Noise2017
- Author(s)
  Shimizu Yasutaka
- Journal Title
  
  Scandinavian Journal of Statistics
  
  Volume: 44 Issue: 4 Pages: 951-988
- DOI
  10.1111/sjos.12287
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-17H01100, KAKENHI-PROJECT-15K05009
[Journal Article] Least squares estimators for stochastic differential equations driven by small Levy noises2017
- Author(s)
  Long, Hongwei.; Ma, Chunhua. and Shimizu, Yasutaka.
- Journal Title
  
  Stochastic Processes and their Applications
  
  Volume: 127 Issue: 5 Pages: 1475-1495
- DOI
  10.1016/j.spa.2016.08.006
- Peer Reviewed / Acknowledgement Compliant / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K05009, KAKENHI-PROJECT-17H01100
[Journal Article] Parametric inference for ruin probability in the classical risk model2017
- Author(s)
  Oshime, Takayoshi and Shimizu, Yasutaka
- Journal Title
  
  Statistics and Probability Letters
  
  Volume: 133 Pages: 28-37
- DOI
  10.1016/j.spl.2017.09.020
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-15K05009, KAKENHI-PROJECT-17H01100, KAKENHI-PROJECT-18H00836
[Journal Article] Estimating Gerber-Shiu functions from discretely observed Levy driven surplus2017
- Author(s)
  Shimizu Yasutaka、Zhang Zhimin
- Journal Title
  
  Insurance: Mathematics and Economics
  
  Volume: 74 Pages: 84-98
- DOI
  10.1016/j.insmatheco.2017.02.006
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H01100, KAKENHI-PROJECT-15K05009
[Journal Article] Applications of central limit theorems for equity-linked insurance2016
- Author(s)
  Feng, Runhuan. and Shimizu, Yasutaka.
- Journal Title
  
  Insurance : Mathematics and Economics,
  
  Volume: 69 Pages: 138-148
- DOI
  10.1016/j.insmatheco.2016.05.004
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K05009
[Journal Article] Potential measures for spectrally negative Markov additive processes with applications in ruin theory2014
- Author(s)
  Runhuan Feng and Yasutaka Shimizu
- Journal Title
  
  Insurance: Mathematics and Economics
  
  Volume: 59 Pages: 11-26
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-25245033
[Journal Article] Potential measures for spectrally negative Markov additive processes with applications in ruin theory2014
- Author(s)
  Runhuan Feng and Yasutaka Shimizu
- Journal Title
  
  Insurance: Mathematics and Economics
  
  Volume: 59 Pages: 11-26
- DOI
  10.1016/j.insmatheco.2014.08.001
- Peer Reviewed / Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-24740061
[Journal Article] The YUIMA Project: A computational framework for simulation and inference of stochastic differential equations2014
- Author(s)
  Brouste, A.; Fukasawa, M.; Hino, H.; Iacus, S.; Kamatani, K.; Koike, Y.; Masuda, H.; Nomura, R.; Ogihara, Y. Shimizu; T; Uchida, M.; Yoshida, N. (12名)
- Journal Title
  
  Journal of Statistical Software (Online journal)
  
  Volume: 57-4
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-25245033
[Journal Article] The YUIMA Project: A Computational Framework for Simulation and Inference of Stochastic Differential Equations2014
- Author(s)
  A. Brouste, M. Fukasawa, H. Hino, S. M. Iacus, K. Kamatani, Y. Koike, H. Masuda, R. Nomura, T. Ogihara, Y. Shimizu, M. Uchida, N. Yoshida
- Journal Title
  
  Journal of Statistical Software
  
  Volume: 57, no. 4 Pages: 1-51
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-26540011
[Journal Article] Edgeworth type expansion of ruin probability under Levy risk processes in the small loading asymptotics2014
- Author(s)
  Yasutaka Shimizu
- Journal Title
  
  Scandinavian Actuarial Journal
  
  Volume: 7 Issue: 7 Pages: 620-648
- DOI
  10.1080/03461238.2012.755937
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-24740061
[Journal Article] Edgeworth type expansion of ruin probability under Levy risk processes in the small loading asymptotics2013
- Author(s)
  Yasutaka Shimizu
- Journal Title
  
  Scandinavian Actuarial Journal
  
  Volume: 未定
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24740061
[Journal Article] Least squares estimator for discretely observed stochastic processes driven by additive small Lévy noises2013
- Author(s)
  Long, H.; Sun, W and Shimizu, Y.
- Journal Title
  
  Journal of Multivariate Analysis
  
  Volume: 116 Pages: 422-439
- DOI
  10.1016/j.jmva.2013.01.012
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24740061
[Journal Article] On a generalization from ruin to default in a Lévy insurance risk model2013
- Author(s)
  Feng, R. and Shimizu, Y.
- Journal Title
  
  Methodology and Computing in Applied Probability
  
  Volume: 15, (4), Pages: 773-802
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25245033
[Journal Article] On a generalization from ruin to default in a Lévy insurance risk model,2013
- Author(s)
  Feng, R. and Shimiu, Y.
- Journal Title
  
  Methodologies and Computations in Applied Probability
  
  Volume: 15 Issue: 4 Pages: 773-802
- DOI
  10.1007/s11009-012-9282-y
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24740061
[Journal Article] Finite-time survival probability and credit default swaps pricing under geometric Lévy markets2013
- Author(s)
  Hao, X.; Li, X and Shimizu, Y.
- Journal Title
  
  Insurance, Mathematics and Economics
  
  Volume: 53 Pages: 14-23
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25245033
[Journal Article] Finite-time survival probability and credit default swaps pricing under geometric Lévy markets2013
- Author(s)
  Hao, X.; Li, X and Shimizu, Y.
- Journal Title
  
  Insurance: Mathematics and Economics
  
  Volume: 53 Issue: 1 Pages: 14-23
- DOI
  10.1016/j.insmatheco.2013.04.003
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24740061
[Journal Article] Least squares estimator for discretely observed stochastic processes driven by additive small Lévy noises2013
- Author(s)
  Long, H.; Shimizu, Y. and Sun, W.
- Journal Title
  
  Journal of Multivariate Analysis
  
  Volume: 116 Pages: 422-439
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25245033
[Journal Article] Estimation of parameters for discretely observed diffusion processes with a variety of rates for information2012
- Author(s)
  Yasutaka Shimizu
- Journal Title
  
  Annals of the Institute of Statistical Mathematics
  
  Volume: (印刷中) Issue: 3 Pages: 545-575
- DOI
  10.1007/s10463-010-0323-4
- NAID
  40019169108
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21740073, KAKENHI-PROJECT-24740061
[Journal Article] Local asymptotic mixed normality for discretely observed non-recurrent Ornstein-Uhlenbeck processes2012
- Author(s)
  Yasutaka Shimizu
- Journal Title
  
  Annals of the Institute of Statistical Mathematics
  
  Volume: (印刷中) Issue: 1 Pages: 193-211
- DOI
  10.1007/s10463-010-0307-4
- NAID
  40019168968
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21740073, KAKENHI-PROJECT-24740061
[Journal Article] Nonparametric estimation of the Gerber-Shiu function for the Wiener-Poisson risk model2012
- Author(s)
  Yasutaka Shimizu
- Journal Title
  
  Scandinavian Actuarial Journal
  
  Volume: 1 Issue: 1 Pages: 56-69
- DOI
  10.1080/03461238.2010.523515
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24740061
[Journal Article] Local asymptotic mixed normality for discretely observed non-recurrent Ornstein-Uhlenbeck processes2012
- Author(s)
  Shimizu, Y.
- Journal Title
  
  Ann. Inst. Statist. Math.
  
  Volume: vol.64, no.1 Pages: 193-211
- NAID
  40019168968
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21740073
[Journal Article] 危険理論におけるGerber-Shiu関数と統計的推測2011
- Author(s)
  清水泰隆
- Journal Title
  
  統計数理
  
  Volume: vol.59, no.1 Pages: 105-124
- NAID
  120006020400
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21740073
[Journal Article] Local asymptotic mixed normality for discretely observed non-recurrent Ornstein-Uhlenbeck processes2011
- Author(s)
  Yasutaka Shimizu
- Journal Title
  
  Annals of the Institute of Statistical Mathematics
  
  Volume: (未定)(In press)
- NAID
  40019168968
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21740073
[Journal Article] Estimation of the expected discounted penalty function for Levy insurance risks2011
- Author(s)
  Shimizu, Y.
- Journal Title
  
  Math. Method of Statist.
  
  Volume: vol.20, no.2 Pages: 125-149
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21740073
[Journal Article] Estimation of parameters for discretely observed diffusion processes with a variety of rates for information2011
- Author(s)
  Yasutaka Shimizu
- Journal Title
  
  Annals of the Institute of Statistical Mathematics
  
  Volume: (未定)(In press)
- NAID
  40019169108
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21740073
[Journal Article] Estimation of the expected discounted penalty function for Levy insurance risks2011
- Author(s)
  Yasutaka Shimizu
- Journal Title
  
  Mathematical Methods of Statistics
  
  Volume: 20 Issue: 2 Pages: 125-149
- DOI
  10.3103/s1066530711020037
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21740073
[Journal Article] Threshold selection in jump-discriminant filter for discretely observed jump processes2010
- Author(s)
  Yasutaka Shimizu
- Journal Title
  
  Statistical Methods and Applications (In press)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21740073
[Journal Article] Estimation of parameters for discretely observed diffusion processes with a variety of rates for information2010
- Author(s)
  Shimizu, Y
- Journal Title
  
  Ann. Inst. Statist. Math.
  
  Volume: vol.64, no.3 Pages: 545-575
- NAID
  40019169108
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21740073
[Journal Article] Threshold selection in jump-discriminant filter for discretely observed jump processes2010
- Author(s)
  Shimizu, Y.
- Journal Title
  
  Statist. Methods and Appl.
  
  Volume: vol.19, no.3 Pages: 355-378
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21740073
[Journal Article] Nonparametric estimation of the Gerber-Shiu function for the Wiener-Poisson risk model2010
- Author(s)
  Yasutaka Shimizu
- Journal Title
  
  Scandinavian Actuarial Journal
  
  Volume: (未定)(In press)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21740073
[Journal Article] Nonparametric estimation of the Gerber-Shiu function for the Wiener-Poisson risk model2010
- Author(s)
  Shimizu, Y.
- Journal Title
  
  Scand. Actuarial Journal
  
  Volume: no.1 Pages: 56-69
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21740073
[Journal Article] Notes on drift estimation for certain non-recurrent diffusion processes from sampled data2009
- Author(s)
  Yasutaka Shimizu
- Journal Title
  
  Statistics & Probability Letters 79
  
  Pages: 2200-2207
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21740073
[Journal Article] Model selection for Levy measures in diffusion processes with jumps from discrete observations2009
- Author(s)
  清水泰隆
- Journal Title
  
  Journal of Statistical Planning and Inference 139
  
  Pages: 516-532
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19740049
[Journal Article] Functional estimation for Levy measures of semimartingales with Poissonian jumps2009
- Author(s)
  Shimizu, Y.
- Journal Title
  
  J. Multivariate Anal.
  
  Volume: vol.100, no.6 Pages: 1073-1092
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21740073
[Journal Article] A new aspect of a risk process and its statistical inference2009
- Author(s)
  清水泰隆
- Journal Title
  
  Insurance : Mathematics and Economics 44
  
  Pages: 70-77
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19740049
[Journal Article] Notes on drift estimation for certain non-recurrent diffusion processes from sampled data2009
- Author(s)
  Shimizu, Y.
- Journal Title
  
  Statistics & Probability Letters
  
  Volume: vol.79, no.20 Pages: 2200-2207
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21740073
[Journal Article] 飛躍型確率過程に対する離散観測による閾値推定法2009
- Author(s)
  清水泰隆
- Journal Title
  
  統計数理
  
  Volume: vol.57, no.1 Pages: 97-118
- NAID
  120006018991
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21740073
[Journal Article] 飛躍型確率過程に対する離散観測による閾値推定法2009
- Author(s)
  清水泰隆
- Journal Title
  
  統計数理 57
  
  Pages: 97-118
- NAID
  120006018991
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21740073
[Journal Article] A new aspect of a risk process and its statistical inference, Insurance2009
- Author(s)
  清水泰隆
- Journal Title
  
  Mathematics and Economics 44
  
  Pages: 70-77
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19740049
[Journal Article] Functional estimation for Levy measures of semimartingales with Poissonian jumps2009
- Author(s)
  Yasutaka Shimizu
- Journal Title
  
  Journal of Multivariate Analysis 100
  
  Pages: 1073-1092
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21740073
[Journal Article] Some remarks on estimation of diffusion coefficients for jump-diffusions from finite samples2008
- Author(s)
  清水泰隆
- Journal Title
  
  Bulletin of Informatics and Cybernetics 40
  
  Pages: 51-60
- NAID
  120002795253
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19740049
[Journal Article] Statistical specification of jumps under semiparametric semimartingale models2008
- Author(s)
  清水泰隆
- Journal Title
  
  Mathematical Method of Statistics 17
  
  Pages: 209-227
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19740049
[Journal Article] A practical inference for discretely observed jump-diffusions from finite samples2008
- Author(s)
  清水泰隆
- Journal Title
  
  Journal of Japan Statistical Society 38
  
  Pages: 1-23
- NAID
  110007122372
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19740049
[Journal Article] Some remarks on estimation of diffusion coefficients for jump-diffusions from finite samples2008
- Author(s)
  清水泰隆
- Journal Title
  
  Bulletin of Inforraatics and Cybernetics 40
  
  Pages: 51-60
- NAID
  120002795253
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19740049
[Journal Article] Consistency of penalized risk of boosting methods in binary classification2008
- Author(s)
  清水泰隆, 林賢一, 狩野裕
- Journal Title
  
  New Trends in Psychometrics, Universal Academic Press
  
  Pages: 87-96
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19740049
[Journal Article] A numerical method to select the jump-detection filter for sampled jump-diffusion processes2008
- Author(s)
  清水泰隆
- Journal Title
  
  Proceedings of IASC2008 (electronic)
  
  Pages: 1417-1425
- Data Source
  KAKENHI-PROJECT-19740049
[Journal Article] Use of non-normality in structural equation modeling: Application to direction of causation2008
- Author(s)
  Shimizu, S. and Kano, Y.
- Journal Title
  
  Journal of Statistical Planning and Inference Vol.138, No.11
  
  Pages: 3483-3491
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18300094
[Journal Article] Consistency of penalized risk of boosting methods in binary classification2008
- Author(s)
  清水泰隆, 他2名
- Journal Title
  
  New Trends in Psychometrics (掲載決定)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19740049
[Journal Article] Use of non-normality in structural equation modeling: Application to direction of causation.2008
- Author(s)
  Shimizu, S., Kano, Y.
- Journal Title
  
  Journal of Statistical Planning and Inference Vol.138,No.11
  
  Pages: 3483-3491
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18300094
[Journal Article] Semiparametric estimation of Levy characteristics of jump-diffusion models from sampled data2007
- Author(s)
  清水泰隆
- Journal Title
  
  Proceedings of the Ninth Japan-China Symposium on Statistic
  
  Pages: 265-270
- Data Source
  KAKENHI-PROJECT-19740049
[Journal Article] Use of non-normality in structural equation modeling : Application to direction of causation2007
- Author(s)
  Shimizu, S., et al.
- Journal Title
  
  Journal of Statistical Planning and Inference (in press)
- Data Source
  KAKENHI-PROJECT-18300094
[Journal Article] Semiparametric estimation of Levy characteristics of jump-diffusion models from sampled data2007
- Author(s)
  清水泰隆
- Journal Title
  
  Proceedings of the Ninth Japan-China Symposium on Statistic,
  
  Pages: 265-270
- Data Source
  KAKENHI-PROJECT-19740049
[Journal Article] Finding a causal ordering via independent component analysis.2006
- Author(s)
  Shimizu, S., Hyvarinen, A., Hoyer, P.O., Kano, Y.
- Journal Title
  
  Computational Statistics and Data Analysis Vol.50,No.11
  
  Pages: 3278-3293
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18300094
[Journal Article] Finding a causal ordering via independent component analysis2006
- Author(s)
  Shimizu, S., et al.
- Journal Title
  
  Computational Statistics and Data Analysis Vol.50 No.11
  
  Pages: 3278-3293
- Data Source
  KAKENHI-PROJECT-18300094
[Journal Article] Use of non-normality in structural equation modeling: Application to direction of causation
- Author(s)
  S. Shimizu,.
- Journal Title
  
  Journal of Statistical Planning and Inference. (In press)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18300094
[Presentation] Functional Estimation via Exact Likelihood Form for Continuously Observed Gaussian Process2023
- Author(s)
  高岡伸旬，西脇優斗，小林光木，清水泰隆
- Organizer
  統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-23K20809
[Presentation] レヴィ保険リスクモデルにおける破産確率の区間推定問題2023
- Author(s)
  清水泰隆
- Organizer
  待ち行列研究部会
- Invited
- Data Source
  KAKENHI-PROJECT-23K20809
[Presentation] レヴィ保険リスクモデルにおける破産確率の区間推定問題2023
- Author(s)
  清水泰隆
- Organizer
  応用数理学会待ち行列研究部会
- Invited
- Data Source
  KAKENHI-PROJECT-23K20809
[Presentation] Statistical inference for Gaussian processes under small noise asymptotics2023
- Author(s)
  Yasutaka Shimizu
- Organizer
  16th International Conference of the ERCIM WG on CMStatistics 2023
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21K03358
[Presentation] Mortality Prediction by Survival Energy Models2023
- Author(s)
  光田大輝，清水泰隆
- Organizer
  統計関連学会連合大会
- Invited
- Data Source
  KAKENHI-PROJECT-23K20809
[Presentation] Parametric Estimation via Exact Likelihood Form for Continuously Observed Gaussian Process2023
- Author(s)
  高岡伸旬，西脇優斗，小林光木，清水泰隆
- Organizer
  統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-23K20809
[Presentation] Threshold estimation for jump-diffusions under small noise asymptotics2022
- Author(s)
  Yasutaka Shimizu
- Organizer
  15th International Conference on Computational and Methodologiacal Statistics
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21K03358
[Presentation] ランダム・フォレストを用いた確率微分方程式の推定2022
- Author(s)
  清水泰隆
- Organizer
  第 9 回金融シンポジウム「金融が直面する新環境への対応と方法論」
- Invited
- Data Source
  KAKENHI-PROJECT-23K20809
[Presentation] Threshold estimation for jump-diffusions under small noise asymptotics2022
- Author(s)
  Shimizu, Yasutaka
- Organizer
  15th International Conference on Computational and Methodological Statistics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K22105
[Presentation] SEM project: a new approach to cohort-wise mortality prediction2022
- Author(s)
  Yasutaka Shimizu
- Organizer
  The 25th International Congress on Insurance: Mathematics and Economics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K20809
[Presentation] SEM project: a new approach to cohort-wise mortality prediction2022
- Author(s)
  Shimizu, Yasutaka
- Organizer
  The 25th International Congress on Insurance: Mathematics and Economics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K22105
[Presentation] Threshold estimation for jump-diffusions under small noise asymptotics2022
- Author(s)
  Yasutaka Shimizu
- Organizer
  15th International Conference on Computational and Methodologiacal Statistics
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K20809
[Presentation] ランダム・フォレストを用いた確率微分方程式の推定 - 金融実務への応用可能性は？2022
- Author(s)
  清水泰隆
- Organizer
  第 9 回金融シンポジウム「金融が直面する新環境への対応と方法論」
- Invited
- Data Source
  KAKENHI-PROJECT-21K03358
[Presentation] コホート別死亡率予測に対する新手法と SEM プロジェクト2022
- Author(s)
  清水泰隆
- Organizer
  2022年度統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-21K03358
[Presentation] コホート別死亡率予測に対する新手法と SEM プロジェクト2022
- Author(s)
  清水泰隆
- Organizer
  統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-23K20809
[Presentation] M-estimation based on quasi-processes from discrete samples of Levy processes2021
- Author(s)
  Yasutaka Shimizu
- Organizer
  Workshop on Statistical modeling for stochastic processes and related fields
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21K03358
[Presentation] A quite new approach to cohort-wise mortality prediction under survival energy hypothesis2021
- Author(s)
  Yasutaka Shimizu
- Organizer
  LES-seminar: Ageing Risks and their Long-term impact on the Economy and Society
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H01100
[Presentation] Asymptotic distributions for estimated expected functionals of general random elements2021
- Author(s)
  清水泰隆
- Organizer
  確率過程の統計推測の最近の展開 2021
- Data Source
  KAKENHI-PROJECT-17H01100
[Presentation] M-estimation based on quasi-processes from discrete samples of Levy processes2021
- Author(s)
  Yasutaka Shimizu
- Organizer
  Workshop on Statistical modeling for stochastic processes and related fields
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H00836
[Presentation] M-estimation based on quasi-processes from discrete samples of Levy processes2021
- Author(s)
  Yasutaka Shimizu
- Organizer
  Workshop on Statistical modeling for stochastic processes and related fields
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H01100
[Presentation] A quite new approach to cohort-wise mortality prediction under survival energy hypothesis2021
- Author(s)
  Yasutaka Shimizu
- Organizer
  ：Waseda International Symposium: Topological Data Science, Causality, Analysis of Variance, & Time Series
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H01100
[Presentation] A quite new approach to cohort-wise mortality prediction under survival energy hypothesis2021
- Author(s)
  Yasutaka Shimizu
- Organizer
  Waseda International Symposium: Topological Data Science, Causality, Analysis of Variance, & Time Series
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H01100
[Presentation] Asymptotic distributions for estimated expected functionals of general random elements2021
- Author(s)
  清水泰隆
- Organizer
  確率過程の統計推測の最近の展開 2021
- Invited
- Data Source
  KAKENHI-PROJECT-21K03358
[Presentation] 確率微分方程式による死亡率予測モデリング2020
- Author(s)
  清水泰隆
- Organizer
  2020年度統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-18H00836
[Presentation] デフォルト解析とモンテカルロ計算～レア・イベントに対するアプローチ～2020
- Author(s)
  清水泰隆
- Organizer
  リスク解析戦略研究センターシンポジウム
- Invited
- Data Source
  KAKENHI-PROJECT-17H01100
[Presentation] 市場整合的ソルベンシー評価～金融リスクととアクチュアリアル・モデリング～2020
- Author(s)
  清水泰隆
- Organizer
  日本アクチュアリー会ムーンライト・セミナー＠オンライン
- Data Source
  KAKENHI-PROJECT-18H00836
[Presentation] 市場整合的ソルベンシー評価～金融リスクとアクチュアリアル・モデリング～2020
- Author(s)
  清水泰隆
- Organizer
  日本アクチュアリー会ムーンライト・セミナー
- Invited
- Data Source
  KAKENHI-PROJECT-17H01100
[Presentation] 確率微分方程式による死亡率予測モデリング2020
- Author(s)
  清水泰隆
- Organizer
  統計関連学会連合大会
- Invited
- Data Source
  KAKENHI-PROJECT-17H01100
[Presentation] Why does the human die?: cohort-wise mortality prediction under survival energy hypothesis2019
- Author(s)
  Yasutaka Shimizu
- Organizer
  The 23rd International congress on Insurance: Mathematics and Economics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H00836
[Presentation] Cohort-wise mortality prediction under survival energy hypothesis2019
- Author(s)
  Yasutaka Shimizu
- Organizer
  10th CEQURA Conference on Advances in Financial and Insurance Risk Management
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H00836
[Presentation] Why does the human die?: cohort-wise mortality prediction under survival energy hypothesis2019
- Author(s)
  Yasutaka Shimizu
- Organizer
  CFE-CMStatistics 2019
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H00836
[Presentation] Cohort-wise mortality prediction under survival energy hypothesis2019
- Author(s)
  Yasutaka Shimizu
- Organizer
  CEQURA conference on Advances in Financial and Insurance Risk Management
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H01100
[Presentation] Generalized maximum composite likelihood estimation for determinantal point processes2019
- Author(s)
  Yasutaka Shimizu
- Organizer
  The 3rd International Conference on Econometrics and Statistics (EcoSta 2019)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H00836
[Presentation] Generalized maximum composite likelihood estimation for determinantal point processes2019
- Author(s)
  Yasutaka Shimizu
- Organizer
  The 3rd International Conference on Econometrics and Statistics
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H01100
[Presentation] Why does the human die? : cohort-wise mortality prediction under survival energy hypothesis2019
- Author(s)
  Yasutaka Shimizu
- Organizer
  CFE-CMStatistics 2019
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H01100
[Presentation] Model selection for determinantal point processes2019
- Author(s)
  Yasutaka Shimizu
- Organizer
  European Meeting of Statisticians
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H01100
[Presentation] Why does the human die? : cohort-wise mortality prediction under survival energy hypothesis2019
- Author(s)
  Yasutaka Shimizu
- Organizer
  The 23rd International congress on Insurance: Mathematics and Economics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H01100
[Presentation] Model selection for determinantal point processes2019
- Author(s)
  Yasutaka Shimizu
- Organizer
  European Meeting of Statisticians
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H00836
[Presentation] Asymptotically normal estimators of ruin probability under Levy insurance risks2018
- Author(s)
  Yasutaka Shimizu
- Organizer
  11th International Conference of the ERCIM WG on CMStatistics 2018
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H00836
[Presentation] Asymptotically normal estimators of ruin probability under Levy insurance risks2018
- Author(s)
  Yasutaka Shimizu
- Organizer
  The 22th International congress on Insurance: Mathematics and Economics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H00836
[Presentation] A dynamic risk measure from Ruin Theory: Gerber-Shiu analysis2018
- Author(s)
  Yasutaka Shimizu
- Organizer
  CEQURA Conference 2018 on Advances in Financial and Insurance Risk Management
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H00836
[Presentation] Laguerre expansion of ruin probability for Levy risks with statistical inference2018
- Author(s)
  清水泰隆
- Organizer
  大規模統計モデリングと計算統計V
- Invited
- Data Source
  KAKENHI-PROJECT-18H00836
[Presentation] A dynamic risk measure from Ruin Theory: Gerber-Shiu analysis2018
- Author(s)
  Yasutaka Shimizu
- Organizer
  CEQURA Conference on Advances in Financial and Insurance Risk Management
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H01100
[Presentation] Laguerre expansion of ruin probability for Levy risks with statistical inference2018
- Author(s)
  清水泰隆
- Organizer
  大規模統計モデリングと計算統計V
- Data Source
  KAKENHI-PROJECT-17H01100
[Presentation] Asymptotically normal estimators of ruin probability under Levy insurance risks2018
- Author(s)
  Yasutaka Shimizu
- Organizer
  The 22th International congress on Insurance: Mathematics and Economics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H01100
[Presentation] Asymptotically normal estimators of ruin probability under Levy insurance risks2018
- Author(s)
  Yasutaka Shimizu
- Organizer
  CFE-CMStatistics 2018
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H01100
[Presentation] Asymptotic theory of parametric inference for ruin probability under Levy insurance risks2017
- Author(s)
  Yasutaka Shimizu
- Organizer
  The 21th International congress on Insurance: Mathematics and Economics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H01100
[Presentation] Parametric inference for ruin probability under Levy insurance risks2017
- Author(s)
  Yasutaka Shimizu
- Organizer
  The 1st International Conference on Econometrics and Statistics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H01100
[Presentation] Applications of central limit theorems for equity-linked insurance2017
- Author(s)
  Shimizu, Yasutaka
- Organizer
  ASC2017: Asymptotic Statistics and Computations
- Place of Presentation
  Tokyo, Japan
- Year and Date
  2017-01-30
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K05009
[Presentation] Applications of central limit theorems for equity-linked insurance2017
- Author(s)
  Shimizu, Yasutaka
- Organizer
  Waseda International Symposium 2017
- Place of Presentation
  Tokyo, Japan
- Year and Date
  2017-02-27
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K05009
[Presentation] Asymptotic theory of parametric inference for ruin probability under Levy insurance risks2017
- Author(s)
  清水泰隆
- Organizer
  統計関連学会連合大会(英語セッション)
- Invited
- Data Source
  KAKENHI-PROJECT-17H01100
[Presentation] Asymptotic theory of parametric inference for ruin probability under Levy insurance risks2017
- Author(s)
  Yasutaka Shimizu
- Organizer
  The 21th International congress on Insurance: Mathematics and Economics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K05009
[Presentation] Asymptotic theory of parametric inference for ruin probability under Levy insurance risks2017
- Author(s)
  Yasutaka Shimizu
- Organizer
  統計関連学会連合大会2017
- Invited
- Data Source
  KAKENHI-PROJECT-15K05009
[Presentation] Applications of central limit theorems for equity-linked insurance2017
- Author(s)
  Yasutaka Shimizu
- Organizer
  Waseda International Symposium 2017
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K05009
[Presentation] Parametric inference for ruin probability under Levy insurance risks2017
- Author(s)
  Yasutaka Shimizu
- Organizer
  The 1st International Conference on Econometrics and Statistics
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K05009
[Presentation] 0「Dynamic risk measures for stochastic asset processes from ruin theory」2016
- Author(s)
  清水泰隆
- Organizer
  科学研究プロジェクト「経済リスクの統計学の新展開：希な事象と再帰的事象」
- Place of Presentation
  東京大学
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25245033
[Presentation] Simulation-based inference for the finite-time ruin probability of a surplus with long-memory2016
- Author(s)
  Shimizu, Yasutaka
- Organizer
  Mathematical Statistics and Stochastic Analysis for modeling and analysis of complex random systems
- Place of Presentation
  Tokyo, Japan
- Year and Date
  2016-09-27
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K05009
[Presentation] Simulation-based inference for the finite-time ruin probability of a surplus with long-memory2016
- Author(s)
  Shimizu, Yasutaka
- Organizer
  The 20th International congress on Insurance: Mathematics and Economics
- Place of Presentation
  Atlanta, USA
- Year and Date
  2016-07-24
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K05009
[Presentation] 確率過程と統計的漸近理論2016
- Author(s)
  清水泰隆
- Organizer
  京都大学数学教室談話会
- Place of Presentation
  京都大学数学教室
- Year and Date
  2016-01-06
- Invited
- Data Source
  KAKENHI-PROJECT-15H02061
[Presentation] 有限時間のGerber-Shiu 関数を用いた動的リスク尺度2015
- Author(s)
  清水泰隆
- Organizer
  JARIPフォーラム2015
- Place of Presentation
  日本大学
- Year and Date
  2015-03-30
- Invited
- Data Source
  KAKENHI-PROJECT-24740061
[Presentation] Gerber-Shiu dynamic risk measures for solvency evaluation2015
- Author(s)
  Yasutaka Shimizu and Shuji Tanaka,
- Organizer
  The 19th International congress on Insurance
- Place of Presentation
  Mathematics and Economics, Liverpool, United Kingdom
- Year and Date
  2015-06-25
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02061
[Presentation] リスク理論再訪：動的リスク管理に向けて2015
- Author(s)
  清水泰隆
- Organizer
  日本アクチュアリー会　関西委員会例会
- Place of Presentation
  大阪梅田アプローズタワー（大阪府、大阪市）
- Year and Date
  2015-02-09
- Data Source
  KAKENHI-PROJECT-25245033
[Presentation] Gerber-Shiu dynamic risk measures for solvency evaluation2015
- Author(s)
  Shimizu, Yaasutaka
- Organizer
  The 19th International congress on Insurance: Mathematics and Economics
- Place of Presentation
  Liverpool, UK
- Year and Date
  2015-06-24
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K05009
[Presentation] Some statistical problems in ruin theory: discretely observed Lévy insurance risk process2015
- Author(s)
  Shimizu, Yaasutaka
- Organizer
  High-Dimensional Statistical Analysis for Time Spatial Processes & Quantile Analysis for Time Series
- Place of Presentation
  Waseda, Tokyo
- Year and Date
  2015-11-09
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K05009
[Presentation] 確率微分方程式のレヴィ型小分散モデルにおけるドリフト推定2015
- Author(s)
  清水泰隆
- Organizer
  日本統計学会春季大会
- Place of Presentation
  明治大学
- Year and Date
  2015-03-08
- Invited
- Data Source
  KAKENHI-PROJECT-24740061
[Presentation] Some statistical problems in ruin theory: discretely observed Lévy insurance risk process2015
- Author(s)
  Yasutaka Shimizu
- Organizer
  High-Dimensional Statistical Analysis for Time Spatial Processes & Quantile Analysis for Time Series
- Place of Presentation
  Waseda Univ.
- Year and Date
  2015-11-09
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02061
[Presentation] Statistical Inference for ruin-related quantities for Lévy insurance risks2015
- Author(s)
  Yasutaka Shimizu
- Organizer
  60th ISI World Statistics Congress
- Place of Presentation
  Rio de Janeiro, Brazil
- Year and Date
  2015-08-28
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15H02061
[Presentation] Statistical Inference for ruin-related quantities for Lévy insurance risks2015
- Author(s)
  Shimizu, Yaasutaka
- Organizer
  60th ISI World Statistics Congress
- Place of Presentation
  Rio de Janeiro, Brazil
- Year and Date
  2015-08-26
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K05009
[Presentation] 有限時間のGerber-Shiu 関数を用いた動的リスク尺度2015
- Author(s)
  清水泰隆
- Organizer
  ARIPフォーラム2015
- Place of Presentation
  日本大学世田谷キャンパス（東京都、世田谷区）
- Year and Date
  2015-03-30
- Data Source
  KAKENHI-PROJECT-25245033
[Presentation] 確率微分方程式のレヴィ型小分散モデルにおけるドリフト推定2015
- Author(s)
  清水泰隆
- Organizer
  第9回日本統計学会春季大会
- Place of Presentation
  明治大学中野キャンパス（東京都、中野区）
- Year and Date
  2015-03-08
- Data Source
  KAKENHI-PROJECT-25245033
[Presentation] Risk Theory（破産理論）のこれまでとこれから2014
- Author(s)
  清水泰隆
- Organizer
  JARIP研究会
- Place of Presentation
  東京海上日動ビル新館１５F（東京都、千代田区）
- Year and Date
  2014-08-21
- Data Source
  KAKENHI-PROJECT-25245033
[Presentation] デフォルトリスクに対するGerber-Shiu解析と統計的推測2014
- Author(s)
  清水泰隆
- Organizer
  統計関連学会連合大会2014
- Place of Presentation
  東京大学本郷キャンパス（東京都、文京区）
- Year and Date
  2014-09-16
- Data Source
  KAKENHI-PROJECT-25245033
[Presentation] Threshold estimation of drift for stochastic processes with small noise2014
- Author(s)
  Yasutaka Shimizu
- Organizer
  The 3rd Institute of Mathematical Statistics Asia Pacific Rim Meeting
- Place of Presentation
  Howard International House, Taipei (Taiwan)
- Year and Date
  2014-07-02
- Invited
- Data Source
  KAKENHI-PROJECT-25245033
[Presentation] 保険数理における離散観測モデルと最近の動向2013
- Author(s)
  清水泰隆
- Organizer
  2013年度統計関連学会連合大会
- Place of Presentation
  大阪大学(豊中市)
- Data Source
  KAKENHI-PROJECT-25245033
[Presentation] Threshold estimation for stochastic differential equations with jumps2013
- Author(s)
  Yasutaka Shimizu
- Organizer
  59th ISI World Statistics Congress
- Place of Presentation
  Hong Kong Convention and Exhibition Centre (China)
- Invited
- Data Source
  KAKENHI-PROJECT-25245033
[Presentation] 保険数理における離散観測モデルと最近の動向2013
- Author(s)
  清水泰隆
- Organizer
  統計関連学会連合大会
- Place of Presentation
  大阪大学
- Invited
- Data Source
  KAKENHI-PROJECT-24740061
[Presentation] On a generalization from ruin to default in Lévy insurance risks2013
- Author(s)
  清水泰隆
- Organizer
  経済リスクの統計学の新展開：稀な事象と再帰的事象
- Place of Presentation
  東京大学
- Invited
- Data Source
  KAKENHI-PROJECT-24740061
[Presentation] On a generalization from ruin to default in Lévy insurance risks,2013
- Author(s)
  清水泰隆
- Organizer
  第2回金融シンポジウム
- Place of Presentation
  統計数理研究所(東京都)
- Data Source
  KAKENHI-PROJECT-25245033
[Presentation] Threshold estimation for stochastic differential equations with jumps2013
- Author(s)
  Yasutaka Shimizu
- Organizer
  59th ISI World Statistics Congress
- Place of Presentation
  Hong Kong, China
- Invited
- Data Source
  KAKENHI-PROJECT-24740061
[Presentation] Edgeworth type expansion for renewal-type equations and applications to risk theory2013
- Author(s)
  Yasutaka Shimizu
- Organizer
  The 17th International congress on Insurance: Mathematics and Economics
- Place of Presentation
  Copenhagen, Denmark
- Data Source
  KAKENHI-PROJECT-24740061
[Presentation] On a generalization from ruin to default in Lévy insurance risks,2013
- Author(s)
  清水泰隆
- Organizer
  第2回金融シンポジウム
- Place of Presentation
  一橋大学
- Invited
- Data Source
  KAKENHI-PROJECT-24740061
[Presentation] Edgeworth type expansion for renewal-type equations and applications to risk theory2013
- Author(s)
  Yasutaka Shimizu
- Organizer
  The 17th International congress on Insurance: Mathematics and Economics,
- Place of Presentation
  University of Copenhagen (Denmark)
- Data Source
  KAKENHI-PROJECT-25245033
[Presentation] On estimating ruin related quantities under Levy insurance risks2011
- Author(s)
  Yasutaka Shimizu
- Organizer
  STATISTICS2011 CANADA
- Place of Presentation
  Concordia University, Canada
- Year and Date
  2011-07-04
- Data Source
  KAKENHI-PROJECT-21740073
[Presentation] Edgeworth type expansion of ruin probability under Levy risk processes in the small loading asymptotics2011
- Author(s)
  Yasutaka Shimizu
- Organizer
  The 15th International Congress on Insurance : Mathematics and Economics
- Place of Presentation
  University of Trieste, Italy
- Year and Date
  2011-06-15
- Data Source
  KAKENHI-PROJECT-21740073
[Presentation] Edgeworth type expansion of ruin probability under Levy risk processes in the small loading asymptotics2011
- Author(s)
  Yasutaka Shimizu
- Organizer
  The 15th International Congress on Insurance : Mathematics and Economics
- Place of Presentation
  University of Trieste (Italy)
- Year and Date
  2011-06-15
- Data Source
  KAKENHI-PROJECT-21740073
[Presentation] Notes on estimating the probability of ruin and some generalization2011
- Author(s)
  清水泰隆
- Organizer
  統計数学セミナー
- Place of Presentation
  東京大学
- Year and Date
  2011-01-19
- Data Source
  KAKENHI-PROJECT-21740073
[Presentation] Edgeworth type expansion of ruin probability under L￥'evy risk processes in the small loading asymptotics2011
- Author(s)
  Yasutaka Shimizu
- Organizer
  The 15th International Congress on Insurance : Mathematics and Economics
- Place of Presentation
  University of Trieste, Italy
- Year and Date
  2011-06-16
- Data Source
  KAKENHI-PROJECT-21740073
[Presentation] On estimating ruin related quantities under Levy insurance risks2011
- Author(s)
  Yasutaka Shimizu
- Organizer
  STATISTICS2011 CANADA
- Place of Presentation
  Concordia University (Canada)(招待講演)
- Year and Date
  2011-07-04
- Data Source
  KAKENHI-PROJECT-21740073
[Presentation] Nonparametric estimation of the Gerber-Shiu function for the risk process perturbed by diffusion2010
- Author(s)
  Yasutaka Shimizu
- Organizer
  MATHEMATICAL FINANCE AND RELATED ISSUES
- Place of Presentation
  京都リサーチパーク
- Year and Date
  2010-09-13
- Data Source
  KAKENHI-PROJECT-21740073
[Presentation] Nonparametric estimation of the Gerber-Shiu function for Levy insurance risks2010
- Author(s)
  清水泰隆
- Organizer
  金融工学・数理・計量ファイナンスの諸問題2010
- Place of Presentation
  大阪市中央公会堂
- Year and Date
  2010-12-04
- Data Source
  KAKENHI-PROJECT-21740073
[Presentation] Estimation of parameters for discretely observed diffusion processes with a variety of rates for information2010
- Author(s)
  Yasutaka Shimizu
- Organizer
  Stochastic Analysis and Statistical Inference V
- Place of Presentation
  東京大学
- Year and Date
  2010-02-23
- Data Source
  KAKENHI-PROJECT-21740073
[Presentation] Nonparametric estimation of the Gerber-Shiu function for the risk process perturbed by diffusion2010
- Author(s)
  Yasutaka Shimizu
- Organizer
  The 14th International Congress on Insurance : Mathematics and Economics
- Place of Presentation
  University of Tronto, Canada
- Year and Date
  2010-06-18
- Data Source
  KAKENHI-PROJECT-21740073
[Presentation] 摂動リスクモデルに対する期待割引罰則関数の推定2010
- Author(s)
  清水泰隆
- Organizer
  統計関連学会連合大会
- Place of Presentation
  早稲田大学
- Year and Date
  2010-09-08
- Data Source
  KAKENHI-PROJECT-21740073
[Presentation] Nonparametric estimation of the Gerber-Shiu function for the risk process perturbed by diffusion2010
- Author(s)
  Yasutaka Shimizu
- Organizer
  WORKSHOP ON "MATHEMATICAL FINANCE AND RELATED ISSUES"
- Place of Presentation
  京都リサーチパーク
- Year and Date
  2010-09-13
- Data Source
  KAKENHI-PROJECT-21740073
[Presentation] Gerber-Shiu functions and the statistical inference2010
- Author(s)
  清水泰隆
- Organizer
  諸分野との協働による数理科学のフロンティア
- Place of Presentation
  京都大学数理解析研究所
- Year and Date
  2010-11-19
- Data Source
  KAKENHI-PROJECT-21740073
[Presentation] Gerber-Shiu functions and the statistical inference2010
- Author(s)
  清水泰隆
- Organizer
  統計モデルによる現象の解析,並びに,その基礎理論
- Place of Presentation
  山形テルサ
- Year and Date
  2010-10-23
- Data Source
  KAKENHI-PROJECT-21740073
[Presentation] 摂動リスクモデルに対する期待割引罰則関数の推定2010
- Author(s)
  清水泰隆
- Organizer
  2010年統計関連学会連合大会
- Place of Presentation
  早稲田大学
- Year and Date
  2010-09-08
- Data Source
  KAKENHI-PROJECT-21740073
[Presentation] 非エルゴード的過程の離散観測推定について2009
- Author(s)
  清水泰隆
- Organizer
  日本数学会秋季総合分科会
- Place of Presentation
  大阪大学
- Year and Date
  2009-09-26
- Data Source
  KAKENHI-PROJECT-21740073
[Presentation] Parametric inference for non-ergodic diffusion processes2009
- Author(s)
  清水泰隆
- Organizer
  Stochastic Analysis and Statistical Inference IV
- Place of Presentation
  The University of Tokyo
- Year and Date
  2009-02-19
- Data Source
  KAKENHI-PROJECT-19740049
[Presentation] Quadratic type contrast functions for discretely observed non-ergodic diffusion processes2009
- Author(s)
  Yasutaka Shimizu
- Organizer
  DYNSTOCH2009
- Place of Presentation
  Humboldt-Universitat(ドイツ)
- Year and Date
  2009-10-08
- Data Source
  KAKENHI-PROJECT-21740073
[Presentation] Parametric inference for non-ergodic diffusion processes2009
- Author(s)
  清水泰隆
- Organizer
  Stochastic Analysis and Statistical Inference IV
- Place of Presentation
  東京大学
- Year and Date
  2009-02-19
- Data Source
  KAKENHI-PROJECT-19740049
[Presentation] 非エルゴード的過程の離散観測推定について2009
- Author(s)
  清水泰隆
- Organizer
  日本数学会,秋季総合分科会
- Place of Presentation
  大阪大学
- Year and Date
  2009-09-26
- Data Source
  KAKENHI-PROJECT-21740073
[Presentation] Quadratic type contrast functions for discretely observed non-ergodic diffusion processes2009
- Author(s)
  Yasutaka Shimizu
- Organizer
  DYNSTOCH2009
- Place of Presentation
  Humboldt-Universitat, Germany
- Year and Date
  2009-10-08
- Data Source
  KAKENHI-PROJECT-21740073
[Presentation] 非再帰的OU過程に対する離散観測推定について2009
- Author(s)
  清水泰隆
- Organizer
  統計関連学会連合大会
- Place of Presentation
  同志社大学
- Year and Date
  2009-09-07
- Data Source
  KAKENHI-PROJECT-21740073
[Presentation] A numerical method to select the jump-detection filter for sampled jump-diffusion processes2008
- Author(s)
  清水泰隆
- Organizer
  IASC2008
- Place of Presentation
  パシフィコ横浜
- Year and Date
  2008-12-08
- Data Source
  KAKENHI-PROJECT-19740049
[Presentation] Ruin probability estimates for risk processes perturbed by diffusions2008
- Author(s)
  清水泰隆
- Organizer
  Stochastic Analysis and Statistical Inference II
- Place of Presentation
  東京大学
- Year and Date
  2008-02-18
- Data Source
  KAKENHI-PROJECT-19740049
[Presentation] Estimation of adjustment coefficients for discretely observed risk processes perturbed by diffusions2008
- Author(s)
  Shimizu Yasutaka
- Organizer
  The 12th International Congress on Insurance : Mathematics and Economics
- Place of Presentation
  Dalian, China
- Year and Date
  2008-07-17
- Data Source
  KAKENHI-PROJECT-19740049
[Presentation] A practical threshold estimation for jump processes2008
- Author(s)
  清水泰隆
- Organizer
  Finance and related mathematical and statistical issues
- Place of Presentation
  京都リサーチパーク
- Year and Date
  2008-09-06
- Data Source
  KAKENHI-PROJECT-19740049
[Presentation] Threshold selection in jump-discriminant filters for infinite activity jump-diffusion models2008
- Author(s)
  清水泰隆
- Organizer
  Stochastic Analysis and Statistical Inference III
- Place of Presentation
  東京大学
- Year and Date
  2008-11-26
- Data Source
  KAKENHI-PROJECT-19740049
[Presentation] A numerical method to select the jump-detection filter for sampled jum p-diffusion processes2008
- Author(s)
  清水泰隆
- Organizer
  IASC2008
- Place of Presentation
  Kanagawa, Japan
- Year and Date
  2008-12-08
- Data Source
  KAKENHI-PROJECT-19740049
[Presentation] Model selection for Levy measures in jump-diffusions by Quasi-Information Criteria2008
- Author(s)
  清水泰隆
- Organizer
  日本数学会・2008年度秋季総合分科会
- Place of Presentation
  東京工業大学
- Year and Date
  2008-09-26
- Data Source
  KAKENHI-PROJECT-19740049
[Presentation] Threshold selection in jump-discriminant filters for infinite activity jump-diffusion models2008
- Author(s)
  清水泰隆
- Organizer
  Stochastic Analysis and Statistical Inference III
- Place of Presentation
  The University of Tokyo
- Year and Date
  2008-11-26
- Data Source
  KAKENHI-PROJECT-19740049
[Presentation] A practical threshold estimation for jump processes2008
- Author(s)
  清水泰隆
- Organizer
  Finance and related mathematical and statisticalissues
- Place of Presentation
  Kyoto, Japan
- Year and Date
  2008-09-06
- Data Source
  KAKENHI-PROJECT-19740049
[Presentation] ジャンプ型確率微分方程式の有限標本によるジャンプの検出と統計的推測,2007
- Author(s)
  清水泰隆
- Organizer
  応用統計ワークショップ
- Place of Presentation
  東京大学
- Year and Date
  2007-05-11
- Data Source
  KAKENHI-PROJECT-19740049
[Presentation] Functional estimation for Levy measures of semimartingales with Poissonian jumps2007
- Author(s)
  清水泰隆
- Organizer
  Stochastic Analysis and Statistical Inference
- Place of Presentation
  東京大学
- Year and Date
  2007-11-29
- Data Source
  KAKENHI-PROJECT-19740049
[Presentation] ジャンプ型確率微分方程式の有限標本によるジャンプの検出と統計的推測2007
- Author(s)
  清水泰隆
- Organizer
  応用統計ワークショップ
- Place of Presentation
  東京大学
- Year and Date
  2007-05-11
- Data Source
  KAKENHI-PROJECT-19740049
[Presentation] Detection of jumps of simple jump-diffusions from finite samples2007
- Author(s)
  清水泰隆
- Organizer
  金融工学・数理・計量ファイナンスの諸問題
- Place of Presentation
  大阪大学
- Year and Date
  2007-12-01
- Data Source
  KAKENHI-PROJECT-19740049
[Presentation] 飛躍型セミマルチンゲールにおけるレヴィ測度汎関数の推定2007
- Author(s)
  清水泰隆
- Organizer
  2007年統計関連学会連合大会
- Place of Presentation
  神戸大学
- Year and Date
  2007-09-08
- Data Source
  KAKENHI-PROJECT-19740049
[Presentation] Detection of jumps of simple jump-diffusions from finite samples2007
- Author(s)
  清水泰隆
- Organizer
  金融工学・数理・計量ファイナンスの諸問題
- Place of Presentation
  大阪大学・中之島センター
- Year and Date
  2007-12-02
- Data Source
  KAKENHI-PROJECT-19740049
[Presentation] Semiparametric estimation of Levy characteristics for semimartingales with jumps from discrete observations2007
- Author(s)
  清水泰隆
- Organizer
  確率的複雑系に対する漸近理論とその応用の研究
- Place of Presentation
  大阪大学
- Year and Date
  2007-08-09
- Data Source
  KAKENHI-PROJECT-19740049
[Presentation] Semiparametric estimation of Levy characteristics for semimartin gales with jumps from discrete observations2007
- Author(s)
  清水泰隆
- Organizer
  確率的複雑系に対する漸近理論とその応用の研究
- Place of Presentation
  大阪大学
- Year and Date
  2007-08-09
- Data Source
  KAKENHI-PROJECT-19740049
[Presentation] Semiparametric Estimation of Levy Characteristics in Jump-Diffusion Models from Sampled Data2007
- Author(s)
  清水泰隆
- Organizer
  Japan-China Symposium on Statistics
- Place of Presentation
  北海道大学
- Year and Date
  2007-09-26
- Data Source
  KAKENHI-PROJECT-19740049
[Presentation] A practical approach to the inference for jump-diffusions from finite samples2007
- Author(s)
  Shimizu Yasutaka
- Organizer
  Statistique Asymptotique des Processus Stochastiques
- Place of Presentation
  Universite du Le Mands
- Year and Date
  2007-03-22
- Data Source
  KAKENHI-PROJECT-19740049
[Presentation] Semiparametric Estimation of Levy Characteristics in Jump-Diffusion Models from Sampled Data2007
- Author(s)
  清水泰隆
- Organizer
  Japan-China Symposium on Statistics,
- Place of Presentation
  北海道大学
- Year and Date
  2007-09-26
- Data Source
  KAKENHI-PROJECT-19740049
[Presentation] Estimating Gerber-Shiu functions from discretely observed Levy driven surplus
- Author(s)
  Yasutaka Shimizu
- Organizer
  The 18th International congress on Insurance: Mathematics and Economics
- Place of Presentation
  Shanghai, China
- Year and Date
  2014-07-10 – 2014-07-12
- Data Source
  KAKENHI-PROJECT-24740061
[Presentation] LSE-type estimation for stochastic processes with small Lévy noise
- Author(s)
  Yasutaka Shimizu
- Organizer
  Workshop: Statistique Asymptotique des Processus Stochastiques X
- Place of Presentation
  Le Mans (France)
- Year and Date
  2015-03-17 – 2015-03-20
- Data Source
  KAKENHI-PROJECT-25245033
[Presentation] Asymptotic expansion of ruin probability under Levy insurance risks
- Author(s)
  Yasutaka Shimizu
- Organizer
  WORKSHOP ON "MATHEMATICAL FINANCE AND RELATED ISSUES
- Place of Presentation
  Kyoto, Japan
- Invited
- Data Source
  KAKENHI-PROJECT-24740061
[Presentation] Ruin-related quantities under Markov additive risk models: a matrix operator approach
- Author(s)
  Runhuan Feng and Yasutaka Shimizu
- Organizer
  The 16th International congress on Insurance: Mathematics and Economics
- Place of Presentation
  Hong Kong, China
- Data Source
  KAKENHI-PROJECT-24740061
[Presentation] Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus
- Author(s)
  Yasutaka Shimizu
- Organizer
  The 18th International congress on Insurance: Mathematics and Economics
- Place of Presentation
  Shanghai (China)
- Year and Date
  2014-07-10 – 2014-07-12
- Data Source
  KAKENHI-PROJECT-25245033
[Presentation] Edgeworth-type expansion of ruin probability under Levy insurance risk model
- Author(s)
  Yasutaka Shimizu
- Organizer
  Waseda Statistical Symposium on Time Series and Related Topics -A satellite meeting of IMS-APRM,
- Place of Presentation
  Tokyo, Japan
- Invited
- Data Source
  KAKENHI-PROJECT-24740061
[Presentation] LSE-type estimation for stochastic processes with small Levy noise
- Author(s)
  Yasutaka Shimizu
- Organizer
  多様な分野における統計科学の教育・理論・応用の新展開
- Place of Presentation
  新潟大学
- Year and Date
  2014-10-24 – 2014-10-26
- Invited
- Data Source
  KAKENHI-PROJECT-24740061
[Presentation] Threshold estimation of drift for stochastic processes with small noise
- Author(s)
  Yasutaka Shimizu
- Organizer
  The 3rd Institute of Mathematical Statistics Asia Pacific Rim Meeting
- Place of Presentation
  Taipei, Taiwan
- Year and Date
  2014-06-29 – 2014-07-03
- Invited
- Data Source
  KAKENHI-PROJECT-24740061
[Presentation] デフォルトリスクに対するGerber-Shiu解析と統計的推測
- Author(s)
  清水泰隆
- Organizer
  統計関連学会連合大会
- Place of Presentation
  東京大学
- Year and Date
  2014-09-13 – 2014-09-16
- Invited
- Data Source
  KAKENHI-PROJECT-24740061
[Presentation] レヴィ保険モデルにおける破産リスクと統計的推測
- Author(s)
  清水泰隆
- Organizer
  統計関連学会連合大会2012
- Place of Presentation
  北海道
- Data Source
  KAKENHI-PROJECT-24740061
[Presentation] LSE-type estimation for stochastic processes with small Levy noise
- Author(s)
  Yasutaka Shimizu
- Organizer
  Statistique Asymptotique des Processus Stochastiques X
- Place of Presentation
  Le Mans, France
- Year and Date
  2015-02-17 – 2015-02-20
- Data Source
  KAKENHI-PROJECT-24740061

1. UCHIDA Masayuki (70280526)

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51. Hallin Marc

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52. Monti Anna Clara

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Shimizu Yasutaka 清水 泰隆

SHIMIZU Yasutaka 清水 泰隆

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微小ノイズを持つガウス過程に対する漸近推測論とその応用Principal Investigator

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一般化確率変数の期待値型汎関数に対する推測誤差への漸近分布論的アプローチPrincipal Investigator

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Research on statistical solvency estimates from ruin theoryPrincipal Investigator

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Stochastic Analysis and Statistical Inference for Insurance Ruin RisksPrincipal Investigator

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Theory and implementation of inference for semimartingales from discrete observations.Principal Investigator

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Shimizu Yasutaka 清水泰隆

SHIMIZU Yasutaka 清水泰隆