Keio University

Presentations

Hibiki, Norio

1-20 items (total 41)

Hybrid Lump Sumが長生きリスクに与える影響と公的年金の繰下げ受給の促進

Speaker
枇々木 規雄, 井澤 大
Conference Title
[Conference Category Domestic presentation] Dates 2023.11.25 - 2023.11.25
Organizer
日本保険・年金リスク学会
Invitation Status
Without
Presentation Format
Domestic presentation
Language of Publication
Japanese
Conference Category
Oral presentation (general)

Asset Allocation with Forward-Looking Distribution

Speaker
T. Kiriu and N. Hibiki
Conference Title
[Conference Category International presentation] Conference Title IFORS 2021(Venue Seoul (online)) Organizer IFORS Dates 2021.07 - 2021.07
Organizer
IFORS
Presentation Format
International presentation
Language of Publication
English
Conference Category
Oral presentation (general)
2022.10

Modeling the Default Risk of Card Loan Considering Individual Behavior Characteristics Based on Deposit and Withdrawal Data of Bank Account

Speaker
Norio Hibiki, Haruki Kamitake
Conference Title
[Conference Category International presentation] Conference Title INFORMS 2022(Venue Indianapolis) Organizer INFORMS Dates 2022.10 - 2022.10
Organizer
INFORMS
Invitation Status
Without
Presentation Format
International presentation
Language of Publication
English
Conference Category
Oral presentation (general)
Country
United States
2019.10

Asset allocation model with asset-class-based and factor-based risk parity approaches

Speaker
Norio Hibiki, Hirotaka Kato
Conference Title
[Conference Category International presentation] Conference Title INFORMS 2019(Venue Seattle) Organizer INFORMS Dates 2019.10 - 2019.10
Organizer
INFORMS
Invitation Status
Without
Presentation Format
International presentation
Language of Publication
English
Conference Category
Oral presentation (general)
Country
United States

金融リテラシーと投資行動 ー金融リテラシー調査データを用いた分析ー

Speaker
枇々木 規雄
Conference Title
[Conference Category Domestic presentation] Dates 2022.09.03 - 2022.09.03
Invitation Status
Without
Presentation Format
Domestic presentation
Language of Publication
Japanese
International Co-authorship
No
Conference Category
Oral presentation (general)

教育ローン 向け審査モデルの高度化

Speaker
戸城 正浩, 引寺 佑輔, 尾木 研三, 枇々木 規雄
Conference Title
[Conference Category Domestic presentation] Dates 2022.09.13 - 2022.09.13
Organizer
日本オペレーションズ・リサーチ学会
Invitation Status
Without
Presentation Format
Domestic presentation
Language of Publication
Japanese
Conference Category
Oral presentation (general)

マクロ経済アナウンスメントがリスクプレミアム・リスク・選好に与える影響

Speaker
霧生拓也, 枇々木 規雄
Conference Title
[Conference Category Domestic presentation] Dates 2022.09.14 - 2022.09.14
Organizer
日本オペレーションズ・リサーチ学会
Invitation Status
Without
Presentation Format
Domestic presentation
Language of Publication
Japanese
Conference Category
Oral presentation (general)

創業企業向け信用リスクモデルにおける人的要因の有効性-創業時の年齢と斯業経験年数の効果-

Speaker
尾木 研三, 峰下 正博, 枇々木 規雄
Conference Title
[Conference Category Domestic presentation] Dates 2022.08.20 - 2022.08.20
Organizer
日本金融・証券計量・工学学会
Invitation Status
Without
Presentation Format
Domestic presentation
Language of Publication
Japanese
Conference Category
Oral presentation (general)

マクロ経済アナウンスメントがリスクプレミアム・リスク・選好に与える影響

Speaker
霧生拓也, 枇々木 規雄
Conference Title
[Conference Category Domestic presentation] Dates 2022.08.20 - 2022.08.20
Organizer
日本金融・証券計量・工学学会
Invitation Status
Without
Presentation Format
Domestic presentation
Language of Publication
Japanese
Conference Category
Oral presentation (general)

銀行口座の入出金情報に基づく個人の行動特性を考慮したカードローンの途上管理に関するモデル構築

Speaker
上武治紀, 枇々木 規雄
Conference Title
[Conference Category Domestic presentation] Dates 2021.02.21 - 2021.02.21
Organizer
日本金融・証券計量・工学学会
Invitation Status
Without
Presentation Format
Domestic presentation
Language of Publication
Japanese
Conference Category
Oral presentation (general)

創業企業向け信用リスクモデルにおける人的要因の有効性― 創業時の年齢と斯業経験年数の効果 ―

Speaker
尾木 研三, 峰下 正博, 内海 裕一, 枇々木 規雄
Conference Title
[Conference Category Domestic presentation] Dates 2022.03.18 - 2022.03.18
Organizer
日本オペレーションズ・リサーチ学会
Invitation Status
Without
Presentation Format
Domestic presentation
Language of Publication
Japanese
Conference Category
Oral presentation (general)

創業企業の信用リスクモデルにおける人的要因の有効性 ― 機械学習モデルとの比較 ―

Speaker
内海 裕一, 峰下正博, 尾木 研三, 枇々木 規雄
Conference Title
[Conference Category Domestic presentation] Dates 2021.03.03 - 2021.03.03
Organizer
日本オペレーションズ・リサーチ学会
Invitation Status
Without
Presentation Format
Domestic presentation
Language of Publication
Japanese
Conference Category
Oral presentation (general)

機械学習を用いた教育ローンのクレジットスコアリングモデル

Speaker
引寺佑輔, 尾木 研三, 枇々木 規雄
Conference Title
[Conference Category Domestic presentation] Dates 2021.03.03 - 2021.03.03
Organizer
日本オペレーションズ・リサーチ学会
Invitation Status
Without
Presentation Format
Domestic presentation
Language of Publication
Japanese
Conference Category
Oral presentation (general)

実現半分散を用いた資産配分問題

Speaker
山本健弘, 枇々木 規雄
Conference Title
[Conference Category Domestic presentation] Dates 2021.02.21 - 2021.02.21
Organizer
日本金融・証券計量・工学学会
Invitation Status
Without
Presentation Format
Domestic presentation
Language of Publication
Japanese
Conference Category
Oral presentation (general)

ポジティブサプライズが自社株買いアノマリーに及ぼす影響に関する研究

Speaker
立中駿太, 枇々木 規雄
Conference Title
[Conference Category Domestic presentation] Dates 2021.02.21 - 2021.02.21
Organizer
日本金融・証券計量・工学学会
Invitation Status
Without
Presentation Format
Domestic presentation
Language of Publication
Japanese
Conference Category
Oral presentation (general)

平均・分散アプローチによるインプライド分布を用いた最適通貨ポートフォリオ

Speaker
枇々木裕太, 霧生拓也, 枇々木 規雄
Conference Title
[Conference Category Domestic presentation] Dates 2021.02.21 - 2021.02.21
Organizer
日本金融・証券計量・工学学会
Invitation Status
Without
Presentation Format
Domestic presentation
Language of Publication
Japanese
Conference Category
Oral presentation (general)

伝統的4資産に対するフォワードルッキングな資産配分モデル

Speaker
霧生拓也, 枇々木 規雄
Conference Title
[Conference Category Domestic presentation] Dates 2021.03.02 - 2021.03.02
Organizer
日本オペレーションズ・リサーチ学会
Invitation Status
Without
Presentation Format
Domestic presentation
Language of Publication
Japanese
Conference Category
Oral presentation (general)

金融リテラシーと金融行動: 日米の個票データを用いた分析

Speaker
鳥居諒太, 枇々木 規雄
Conference Title
[Conference Category Domestic presentation] Dates 2020.10.30 - 2020.10.30
Organizer
日本保険・年金リスク学会
Invitation Status
Without
Presentation Format
Domestic presentation
Language of Publication
Japanese
Conference Category
Oral presentation (general)

Contingent Capital が銀行経営に与える影響の分析

Speaker
大久保友博, 枇々木 規雄
Conference Title
[Conference Category Domestic presentation] Dates 2018.03.03 - 2018.03.03
Organizer
日本金融・証券計量・工学学会
Invitation Status
Without
Presentation Format
Domestic presentation
Language of Publication
Japanese
Conference Category
Oral presentation (general)

Deferred Public Pension and Longevity Risk for a Household in Retirement

Speaker
Norio Hibiki and Masahiro Shibahara
Conference Title
[Conference Category International presentation] Conference Title IAA Sections Virtual Colloquium(Venue Online) Organizer International Actuarial Association Dates 2020.05 - 2020.05
Organizer
International Actuarial Association
Presentation Format
International presentation
Language of Publication
English