Published papers
Kogure, Atsuyuki
1-20 items (total 32)
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－
- Author
- YOSHIYUKI KURACHI and KOGURE ATSUYUKI
- Publication Title
- Volume 4(Issue 1) Start Page 45-66 (Publication Date）2009/11）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- Without
A Bayesian Comparison of Models for Changing Mortalities toward Evaluating Longevity Risk in Japan
- Author
- Kogure, Atsuyuki, Kenji Kitsukawa, and Yoshiyuki Kurachi
- Publication Title
- Publisher Asia-Pacific Risk and Insurance Association Volume Volume 3(Issue Issue 2) Start Page 1-22 (Publication Date）2009/04）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With
多変量派生資産の評価：コピュラと共単調和によるアプローチ
- Author
- KOGURE ATSUYUKI
- Publication Title
- Volume 第26巻(Issue 別冊第2号) Start Page 1-21 (Publication Date）2007）
- Authorship Category
- Single Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With
無回答バイアスについて
- Author
- KOGURE ATSUYUKI
- Publication Title
- (Publication Date）2006/12）
- Authorship Category
- Single Work
- Publication Category
- Research paper (other academic)
- Peer-review Status
- Without
A Bayesian Multivariate Risk-neutral Method for Pricing Reverse Mortgages
- Author
- ATSUYUKI, KOGURE, Jackie Li and Shinichi Kamiya
- Publication Title
- Magazine name North American Actuarial Journal Start Page 242 - End Page 257 (Publication Date）2014）
- Publication Category
- Research paper (scientific journal)
ベイズ計量経済分析入門
- Author
- KOGURE ATSUYUKI
- Publication Title
- Start Page 2013年8・9月号 (Publication Date）2013/07）
- Authorship Category
- Single Work
- Publication Category
- Research paper (other academic)
- Peer-review Status
- Without
カーネル・データスカッシング－カーネル密度推定法のデータマイニングへの応用－
- Author
- KOGURE ATSUYUKI, SAGAE MASAHIKO
- Publication Title
- Volume 39(Issue 2) Start Page ２４３－２６２ (Publication Date）2010/03）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- Without
リトグラフ価格指数の作成と分析：アート市場における価格形成
- Author
- SHIMADA NORIKOKOMAI MASAAKIKOGURE ATSUYUKI
- Publication Title
- Start Page 52-58 (Publication Date）2010/03）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- Without
A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions
- Author
- KOGURE ATSUYUKI, KURACHI YOSHIYUKI
- Publication Title
- Magazine name Insurance Mathematics and Economics Volume 46(Issue 1) Start Page 162-172 (Publication Date）2010/02）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With
A Local Maximum Entropy Density Estimation
- Author
- M. Sagae and A. Kogure
- Publication Title
- Start Page 3597-3604 (Publication Date）2003）
- Authorship Category
- Single Work
- Publication Category
- Research paper (conference, symposium, etc.)
- Peer-review Status
- Without
ノンパラメトリック統計モデル推定の最近の展開
- Author
- 小暮 厚之 寒河江雅彦
- Publication Title
- Volume 30(Issue 3) Start Page 265-280 (Publication Date）2000/12）
- Authorship Category
- Joint Work
- Peer-review Status
- With
A Local Maximum Entropy Density Estimator
- Author
- 小暮 厚之 寒河江雅彦
- Publication Title
- Publisher 統計数理研究所 Start Page 145-165 (Publication Date）2000/04）
- Authorship Category
- Joint Work
- Peer-review Status
- Without
パーセント点に集計されたデータからの密度関数の推定――バイアス・パズルの考察(特集 計算推論――モデリング・数理・アルゴリズム)
- Author
- KOGURE ATSUYUKI
- Publication Title
- Volume 53(Issue 2) Start Page 375-389 (Publication Date）2005）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With
- ISSN
- 09126112
Local Moment Modeling for Parametric Estimation
- Author
- KOGURE ATSUYUKI
- Publication Title
- Magazine name Proceedings of the ISM/KIER Joint Conference on Nonparametric and Semiparametric Statistics Start Page 235-248 (Publication Date）2005/03）
- Authorship Category
- Single Work
- Publication Category
- Research paper (conference, symposium, etc.)
- Peer-review Status
- Without
死亡率のモデリングと予測
- Author
- KOGURE ATSUYUKI
- Publication Title
- Volume 56(Issue 4) Start Page 19-24 (Publication Date）2005/03）
- Authorship Category
- Single Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- Without
共単調性による多変量保険リスクの評価
- Author
- KOGURE ATSUYUKI
- Publication Title
- (Publication Date）2005/03）
- Authorship Category
- Single Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- With
Maximum Likelihood Estimation from Local Moments
- Author
- M. Sagae and A. Kogure
- Publication Title
- Start Page 2558-2560 (Publication Date）2004）
- Authorship Category
- Joint Work
- Publication Category
- Research paper (conference, symposium, etc.)
- Peer-review Status
- Without
堂島帳合米（江戸期先物）市場分析の金融工学アプローチ
- Author
- KOGURE ATSUYUKI
- Publication Title
- (Publication Date）2004/12）
- Authorship Category
- Single Work
- Peer-review Status
- Without
ノンパラメトリック回帰分析と生命表――我が国生保標準生命表における補整の考察(ミニ特集 統計学と保険――現代の課題)
- Author
- KOGURE ATSUYUKI
- Publication Title
- Volume 34(Issue 1) Start Page 83-100 (Publication Date）2004/09）
- Authorship Category
- Single Work
- Publication Category
- Research paper (scientific journal)
- Peer-review Status
- Without
- ISSN
- 03895602
On the Asymptotic Equivalence of Hellinger Distance and Kullback-Leibler Loss
- Author
- 小暮 厚之 Yuichiro Kanazawa
- Publication Title
- Magazine name Journal of the Japan Statistical Society Volume 29(Issue 1) Start Page 1-21 (Publication Date）1999/04）
- Authorship Category
- Joint Work
- Peer-review Status
- With