Shimizu Yasutaka

シミズヤスタカ | Shimizu Yasutaka

Affiliation and department：
Job title： Professor
Homepage URL (1)： http://www.shimizu.sci.waseda.ac.jp/ys/

Research field (5)： Applied mathematics and statistics , Basic mathematics , Money and finance , Economic statistics , Statistical science

Research keywords (4)： mathematical statistics , asymptotic inference , stochastic processes , 金融・保険数理

Research theme for competitive and other funds (16)：

2022 - 2026 Innovative development of statistical and machine learning approaches for financial and actuarial risk measurement
2021 - 2026 ジャンプを含む確率過程の複雑な観測データに対する統計解析と新しい学習理論への応用
2021 - 2024 一般化確率変数の期待値型汎関数に対する推測誤差への漸近分布論的アプローチ
2017 - 2022 確率微分方程式モデルに基づく数理・データ科学とシミュレーション科学の融合的研究
2018 - 2021 New developments of statistical methods for risk management in finance and insurance

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Papers (39)：

Mitsuki Kobayashi, Yasutaka Shimizu. Threshold estimation for jump-diffusions under small noise asymptotics. Statistical Inference for Stochastic Processes. 2023. 26. 2. 361-411
Shohei Nakajima, Yasutaka Shimizu. Asymptotic inference for stochastic differential equations driven by fractional Brownian motion. Japanese Journal of Statistics and Data Science. 2023. 6. 1. 431-455
Yasutaka Shimizu, Kana Shirai, Yuta Kojima, Daiki Mitsuda, Mahiro Inoue. Survival energy models for mortality prediction and future prospects. ASTIN Bulletin. 2023. 53. 2. 377-391
Shohei Nakajima, Yasutaka Shimizu. Asymptotic normality of least squares type estimators to stochastic differential equations driven by fractional Brownian motions. Statistics and Probability Letters. 2022. 187
Mitsuki Kobayashi, Yasutaka Shimizu. Least-squares estimators based on the Adams method for stochastic differential equations with small Lévy noise. Japanese Journal of Statistics and Data Science. 2022. 5. 1. 217-240

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MISC (1)：

Yue He, Reiichiro Kawai, Yasutaka Shimizu, Kazutoshi Yamazaki. The Gerber-Shiu discounted penalty function: A review from practical perspectives. Insurance: Mathematics and Economics. 2023. 109. 1-28

Books (6)：

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Education (2)：

2001 - 2005 The University of Tokyo Graduate School of Mathematical Sciences
1995 - 1999 The University of Tokyo Faculty of Science Department of Mathematics

Professional career (1)：

Work history (6)：

2017/04 - Full Professor, Department of Applied Mathematics, Waseda University
2014/04 - 2017/03 Associate Professor, Department of Applied Mathematics, Waseda University
2011/10 - 2014/03 Associate Professor, Graduate School of Engineering Science, Osaka University
2007/04 - 2011/09 Assistant Professor, Graduate School of Engineering Science, Osaka University
2005/04 - 2007/03 Research Associate, Graduate School of Engineering Science, Osaka University

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Committee career (10)：

2023/08 - 現在 Japanese Association of Financial Econometrics and Engineering board of director
2021/12 - 現在日本アクチュアリー会評議員
2019/03 - 現在日本アクチュアリー会客員
2018/04 - 現在 Japanese Journal of Statistics and Data Science 編集委員
2016/04 - 現在 Journal of the Japanese Association of Risk, Insurance and Pensions Editor

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Awards (2)：

Association Membership(s) (4)：

Japanese Association of Financial Econometrics and Engineering , 日本保険・年金リスク学会 , 日本統計学会 , 日本数学会

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