확률분석 보험수리

교양 수학

도쿄대학 대학원 수리과학연구과 석사과정 수료
규슈 대학 대학원 수리학부 후기 박사과정 학점 취득 후퇴학

박사(수리학)

일본 액츄어리회, 일본 보험・연금리스크학회, 일본통계학회

[확률 분석]CR 다양체상의 확산 과정에 관한 연구
[보험수리]IBNR, Co퓨라, 손해율 베이즈 추정치

・Indecomposable decomposition of tensor products of modules over the restricted quantum universal enveloping algebra associated to sl2, Journal of Algebra 330 (2011), 103-129 (with Y. Saito)
・Asymptotic tail dependence of the normal copula, Journal of Math-for-Industry Vol. 4 (2012A-9), 73-78 (with S. Saito, S. Taniguchi)
・Bayesian approach to measuring parameter and model risk in loss ratio estimation, Journal of Math-for-Industry Vol. 4 (2012B-1), 85-89 (with S. Saito)
・The Bowman-Bradley theorem for multiple zeta-star values, Journal of Number Theory 132 (2012), 1984-2002 (with S. Saito, T. Tanaka)
・A construction of diffusion processes associated with sub-Laplacian on CR manifolds and its applications, Journal of the Mathematical Society of Japan Vol. 69 No. 1 (2017), 111-125 (with S. Taniguchi)
・A concrete approach to diagonal short time asymptotics of heat kernels associated with sub-Laplacian on CR manifolds, Kyushu Journal of Mathematics 71 (2017), 65-84

[email protected]