| Publication | Date of Publication | Type |
|---|
Approximation and estimation of scale functions for spectrally negative Lévy processes
Journal of Applied Probability | 2025-11-28 | Paper |
Mortality prediction using survival energy models with functional data analysis
Japanese Journal of Statistics and Data Science | 2025-01-22 | Paper |
Utility of classical insurance risk models for measuring the risks of cyber incidents
Japanese Journal of Statistics and Data Science | 2025-01-22 | Paper |
Asymptotic inference for stochastic differential equations driven by fractional Brownian motion
Japanese Journal of Statistics and Data Science | 2023-07-25 | Paper |
Survival energy models for mortality prediction and future prospects
ASTIN Bulletin | 2023-07-13 | Paper |
Threshold estimation for jump-diffusions under small noise asymptotics
Statistical Inference for Stochastic Processes | 2023-07-06 | Paper |
| A tail estimate for empirical processes of multivariate Gaussian under general dependence | 2023-03-21 | Paper |
| Statistical inference for discretely sampled stochastic functional differential equations with small noise | 2023-03-19 | Paper |
The Gerber-Shiu discounted penalty function: a review from practical perspectives
Insurance Mathematics & Economics | 2023-02-22 | Paper |
| Semiparametric Estimation of Optimal Dividend Barrier for Spectrally Negative L\'{e}vy Process | 2022-09-13 | Paper |
Least-squares estimators based on the Adams method for stochastic differential equations with small Lévy noise
Japanese Journal of Statistics and Data Science | 2022-08-23 | Paper |
Parameter estimation of stochastic differential equation driven by small fractional noise
Statistics | 2022-08-11 | Paper |
| Estimating the finite-time ruin probability of a surplus with a long memory via Malliavin calculus | 2022-06-19 | Paper |
Asymptotic normality of least squares type estimators to stochastic differential equations driven by fractional Brownian motions
Statistics & Probability Letters | 2022-06-01 | Paper |
Asymptotic statistics in insurance risk theory
SpringerBriefs in Statistics | 2022-02-09 | Paper |
| Asymptotic normality of least squares estimators to stochastic differential equations driven by fractional Brownian motions | 2021-12-22 | Paper |
| Confidence intervals of ruin probability under L\'evy surplus | 2021-12-14 | Paper |
Why does a human die? A structural approach to cohort-wise mortality prediction under survival energy hypothesis
ASTIN Bulletin | 2021-10-20 | Paper |
| Asymptotic distributions for estimated expected functionals of general random elements | 2020-05-05 | Paper |
| Moment convergence of the generalized maximum composite likelihood estimators for determinantal point processes | 2019-09-03 | Paper |
Edgeworth type expansion of ruin probability under Lévy risk processes in the small loading asymptotics
Scandinavian Actuarial Journal | 2018-07-11 | Paper |
Parametric inference for ruin probability in the classical risk model
Statistics & Probability Letters | 2018-01-23 | Paper |
Threshold estimation for stochastic processes with small noise
Scandinavian Journal of Statistics | 2018-01-04 | Paper |
Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus
Insurance Mathematics & Economics | 2017-05-24 | Paper |
Least squares estimators for stochastic differential equations driven by small Lévy noises
Stochastic Processes and their Applications | 2017-05-18 | Paper |
Applications of central limit theorems for equity-linked insurance
Insurance Mathematics & Economics | 2016-11-21 | Paper |
Threshold selection in jump-discriminant filter for discretely observed jump processes
Statistical Methods and Applications | 2016-03-17 | Paper |
Potential measures for spectrally negative Markov additive processes with applications in ruin theory
Insurance Mathematics & Economics | 2015-02-03 | Paper |
On a generalization from ruin to default in a Lévy insurance risk model
Methodology and Computing in Applied Probability | 2015-01-28 | Paper |
Finite-time survival probability and credit default swaps pricing under geometric Lévy markets
Insurance Mathematics & Economics | 2014-04-15 | Paper |
Least squares estimators for discretely observed stochastic processes driven by small Lévy noises
Journal of Multivariate Analysis | 2014-01-10 | Paper |
Non-parametric estimation of the Gerber-Shiu function for the Wiener-Poisson risk model
Scandinavian Actuarial Journal | 2013-12-13 | Paper |
Some remarks on estimation of diffusion coefficients for jump-diffusions from finite samples
Bulletin of Informatics and Cybernetics | 2013-08-28 | Paper |
A practical inference for discretely observed jump-diffusions from finite samples
Journal of the Japan Statistical Society | 2012-10-04 | Paper |
Local asymptotic mixed normality for discretely observed non-recurrent Ornstein-Uhlenbeck processes
Annals of the Institute of Statistical Mathematics | 2012-05-23 | Paper |
Estimation of parameters for discretely observed diffusion processes with a variety of rates for information
Annals of the Institute of Statistical Mathematics | 2012-05-23 | Paper |
Notes on drift estimation for certain non-recurrent diffusion processes from sampled data
Statistics & Probability Letters | 2009-10-13 | Paper |
Functional estimation for Lévy measures of semimartingales with Poissonian jumps
Journal of Multivariate Analysis | 2009-04-21 | Paper |
A new aspect of a risk process and its statistical inference
Insurance Mathematics & Economics | 2009-03-04 | Paper |
Model selection for Lévy measures in diffusion processes with jumps from discrete observations
Journal of Statistical Planning and Inference | 2008-12-08 | Paper |
Density Estimation of Lévy Measures for Discretely Observed Diffusion Processes with Jumps
JOURNAL OF THE JAPAN STATISTICAL SOCIETY | 2006-11-15 | Paper |
\(M\)-estimation for discretely observed ergodic diffusion processes with infinitely many jumps
Statistical Inference for Stochastic Processes | 2006-11-14 | Paper |
Estimation of parameters for diffusion processes with jumps from discrete observations
Statistical Inference for Stochastic Processes | 2006-11-14 | Paper |
Approximation and estimation of scale functions for spectrally negative Levy processes
(available as arXiv preprint) | N/A | Paper |
