Presentations
Kogure, Atsuyuki
1-20 items (total 38)
Kernel Data Squashing for Regression –Construction Theory and Simulation-
- Speaker
- KOGURE ATSUYUKI
- Conference Title
- [Conference Category Domestic presentation] Dates 2007.09.07 - 2007.09.07
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
ベイズモデルによる将来死亡率の予測－我が国長生きリスクの評価－
- Speaker
- KOGURE ATSUYUKI
- Conference Title
- [Conference Category Domestic presentation] Dates 2007.03.26 - 2007.03.26
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
カーネル・データスクワッシング
- Speaker
- KOGURE ATSUYUKI
- Conference Title
- [Conference Category Domestic presentation] Dates 2006.09 - 2006.09
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
On the accuracy of data squashing
- Speaker
- KOGURE ATSUYUKI
- Conference Title
- [Conference Category International presentation] （Venue Seattle, WA, USA） Dates 2006.08.06 - 2006.08.06
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
Application of the Poisson log-bilinear model to forecast Japanese mortality rates and the valuation of the life annuity risk
- Speaker
- KOGURE ATSUYUKI
- Conference Title
- [Conference Category International presentation] Conference Title 10th Annual Asia-Pacific Risk and Insurance Association Conference（Venue Tokyo, Japan） Organizer Asia-Pacific Risk and Insurance Association Dates 2006.08.01 - 2006.08.01
- Organizer
- Asia-Pacific Risk and Insurance Association
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
生命表の統計学－死亡率予測モデルとその応用－
- Speaker
- KOGURE ATSUYUKI
- Conference Title
- [Conference Category Domestic presentation] Dates 2006.05.06 - 2006.05.06
- Invitation Status
- With
- Presentation Format
- Domestic presentation
- Conference Category
- Oral presentation (invited, special)
データスクワッシングとビニング
- Speaker
- KOGURE ATSUYUKI
- Conference Title
- [Conference Category Domestic presentation] （Venue 慶應義塾大学三田キャンパス） Dates 2006.03 - 2006.03
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
A Bayesian Approach to Longevity Derivative Pricing under Stochastic Intertest Rates with a Two-factor Lee-Carter Model
- Speaker
- KOGURE ATSUYUKI
- Conference Title
- Dates 2014.03.20 - 2014.03.20
- Language of Publication
- English
- Conference Category
- Symposium, workshop panel (public)
A Bayesian Pricing of Longevity Derivatives under Stochastic Interest Rates
- Speaker
- KOGURE ATSUYUKI
- Conference Title
- [Conference Category International presentation] Conference Title The Ninth International Longevity Risk and Capital Markets Solutions Conference（Venue Beijing） Organizer China Institute for Actuarial Science, Central University of Finance & Economics Dates 2013.09.06 - 2013.09.06
- Organizer
- China Institute for Actuarial Science, Central University of Finance & Economics
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
A Bayesian two-factor Lee-Carter model and its appication to evaluating longevity risk in reverse mortgages
- Speaker
- Takamatsu Yoshimitsu
- Conference Title
- [Conference Category International presentation] Conference Title 2013 APRIA annual meeting（Venue New York） Organizer Asia-Pacific Risk and Insurance Association Dates 2013.07.30 - 2013.07.30
- Organizer
- Asia-Pacific Risk and Insurance Association
- Presentation Format
- International presentation
- Conference Category
- Oral presentation (general)
Pricing Reverse Mortgages in Japan Using a Multivariate Bayesian Risk-neutral Method
- Speaker
- KOGURE ATSUYUKI
- Conference Title
- [Conference Category International presentation] （Venue Waterloo, Ontario, Canada） Organizer The University of Waterloo Department of Statistics and Actuarial Science Dates 2012.09.08 - 2012.09.08
- Organizer
- The University of Waterloo Department of Statistics and Actuarial Science
- Presentation Format
- International presentation
- Conference Category
- Oral presentation (general)
A Bayesian multifactor Lee-Carter model toward evaluating longevity risk.
- Speaker
- Atsuyuki Kogure, Takahiro Fushimi and Yoshimitsu Takamatsu
- Conference Title
- [Conference Category Domestic presentation] （Venue Soeul, Korea） Organizer Asia-Pacific Risk and Insurance Association Dates 2012.07.24 - 2012.07.24
- Organizer
- Asia-Pacific Risk and Insurance Association
- Presentation Format
- Domestic presentation
- Conference Category
- Oral presentation (general)
ベイズ予測分布のリスク中立化とその応用
- Speaker
- KOGURE ATSUYUKI
- Conference Title
- [Conference Category Domestic presentation] Dates 2012.03.30 - 2012.03.30
- Presentation Format
- Domestic presentation
- Conference Category
- Oral presentation (general)
Pricing reverse mortgages using Bayesian risk-neutral predictive distributions
- Speaker
- KOGURE ATSUYUKI, Takamatsu Yoshimitsu
- Conference Title
- [Conference Category International presentation] Organizer Asia-Pacific Risk and Insurance Association Dates 2011.08.02 - 2011.08.02
- Organizer
- Asia-Pacific Risk and Insurance Association
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
A Numerical Bayesian Technique for Pricing Insurance and Financial Risk with Applications to Longevity-linked Security Valuation
- Speaker
- KOGURE ATSUYUKI
- Conference Title
- [Conference Category International presentation] Conference Title The Second World Risk and Insurance Economics Congress（Venue Singapore Management University, Singapore） Organizer Asia-Pacific Risk and Insurance Association Dates 2010.07.27 - 2010.07.27
- Organizer
- Asia-Pacific Risk and Insurance Association
- Presentation Format
- International presentation
- Language of Publication
- English
- Conference Category
- Oral presentation (general)
A Bayesian predictive approach to pricing insurance and financial risks
- Speaker
- KOGURE ATSUYUKI
- Conference Title
- [Conference Category Domestic presentation] Dates 2010.03.30 - 2010.03.30
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (general)
長寿リスクのベイズ・モデリングと証券化
- Speaker
- KOGURE ATSUYUKI
- Conference Title
- [Conference Category Domestic presentation] Dates 2009.09.09 - 2009.09.09
- Presentation Format
- Domestic presentation
- Conference Category
- Oral presentation (general)
ベイズ法による長寿債券の価格付け－我が国データへの応用と考察－
- Speaker
- KURACHI YOSHIYUKI, KOGURE ATSUYUKI
- Conference Title
- [Conference Category Domestic presentation] Dates 2009.03.27 - 2009.03.27
- Presentation Format
- Domestic presentation
- Conference Category
- Oral presentation (general)
Exploiting the moment-preserving density function and its applications
- Speaker
- KOGURE ATSUYUKI
- Conference Title
- [Conference Category Domestic presentation] Dates 2009.03.06 - 2009.03.06
- Organizer
- 日本統計学会
- Invitation Status
- With
- Presentation Format
- Domestic presentation
- Language of Publication
- Japanese
- Conference Category
- Oral presentation (invited, special)
長寿リスク証券化商品のプライシング -ベイジアン・アプローチによる評価-
- Speaker
- KURACHI, YOSHIYUKI, KOGURE ATSUYUKI
- Conference Title
- [Conference Category Domestic presentation] Dates 2009.01.30 - 2009.01.30
- Organizer
- 日本金融・証券計量・工学学会
- Presentation Format
- Domestic presentation
- Conference Category
- Oral presentation (general)