Takaaki Koike

MaRDI QIDQ2172039zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Invariant correlation under marginal transforms (available as arXiv preprint)	N/A	Paper
Robust risk evaluation of joint life insurance under dependence uncertainty Annals of Operations Research	2026-08-25	Paper
A Characterization of Measures of Concordance of Degree Two (available as arXiv preprint)	2026-01-01	Paper
Forecasting and backtesting gradient allocations of expected shortfall Insurance Mathematics & Economics	2025-10-23	Paper
Measuring and testing tail equivalence Journal of Multivariate Analysis	2025-08-06	Paper
Joint mixability and notions of negative dependence Mathematics of Operations Research	2025-01-28	Paper
Invariant correlation under marginal transforms Journal of Multivariate Analysis	2024-10-08	Paper
Comparison of correlation-based measures of concordance in terms of asymptotic variance Journal of Multivariate Analysis	2024-03-25	Paper
Matrix compatibility and correlation mixture representation of generalized Gini's gamma The Canadian Journal of Statistics	2024-01-22	Paper
Measuring non-exchangeable tail dependence using tail copulas ASTIN Bulletin	2023-07-13	Paper
Avoiding zero probability events when computing value at risk contributions Insurance Mathematics & Economics	2022-09-14	Paper
scientific article; zbMATH DE number 7387532 (Why is no real title available?)	2021-08-27	Paper
Modality for scenario analysis and maximum likelihood allocation Insurance Mathematics & Economics	2021-03-17	Paper
COMPATIBILITY AND ATTAINABILITY OF MATRICES OF CORRELATION-BASED MEASURES OF CONCORDANCE ASTIN Bulletin	2019-11-22	Paper
Estimation of risk contributions with MCMC Quantitative Finance	2019-09-26	Paper

Research outcomes over time

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