概率分析、保险数理

教养数学

东京大学大学院数理科学研究科硕士课程结业
九州大学大学院数理学府后期博士课程学分取得后退学

博士(数理学)

日本保险・年金风险学会,日本统计学会

[概率解析]CR多样性扩散过程的研究
[保险数理]IBNR、Copura、损害率的贝斯估计

・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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