概率分析、保險數理

教養數學

東京大學大學院數理科學研究科碩士課程結業
九州大學大學院數理學府後期博士課程學分取得後退學

博士(數理學)

日本經濟協會、日本保險・年金風險學會、日本統計學會

[概率分析]關於CR多元化擴散過程的研究
[保險數理]貝斯估計IBNR、Copura和損害率

・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

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