{"id":96,"date":"2022-01-07T19:04:44","date_gmt":"2022-01-07T10:04:44","guid":{"rendered":"https:\/\/www.shimizu.sci.waseda.ac.jp\/ys\/?page_id=96"},"modified":"2026-01-22T13:53:55","modified_gmt":"2026-01-22T04:53:55","slug":"presentations","status":"publish","type":"page","link":"http:\/\/www.shimizu.sci.waseda.ac.jp\/ys\/presentations\/","title":{"rendered":"Presentations"},"content":{"rendered":"\n<h2 class=\"wp-block-heading\">2026<\/h2>\n\n\n\n<ul class=\"wp-block-list\">\n<li>Cohort-wise mortality forecasting with survival energy models: a functional data approach, <em><a href=\"https:\/\/math.ethz.ch\/fim\/activities\/conferences\/1st-astin-bulletin-conference.html\" target=\"_blank\" rel=\"noreferrer noopener\">The 1st ASTIN Bulletin Conference<\/a><\/em>, ETH Zurich, January 14-16, 2026.<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<h2 class=\"wp-block-heading\">2025<\/h2>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u751f\u547d\u30a8\u30cd\u30eb\u30ae\u30fc\u4eee\u8aac\u306b\u57fa\u3065\u304f\u6b7b\u4ea1\u7387\u4e88\u6e2c\u30e2\u30c7\u30eb\u3068\u7d71\u8a08\u7684\u624b\u6cd5, \u79d1\u7814\u8cbb\u30b7\u30f3\u30dd\u30b8\u30a6\u30e0<mark style=\"background-color:rgba(0, 0, 0, 0);color:#2579c6\" class=\"has-inline-color\">\u300c\u9ad8\u6b21\u5143\u7d71\u8a08\u89e3\u6790\u306b\u6709\u52b9\u306a\u95a2\u6570\u63a8\u5b9a\u6cd5\u306e\u6df1\u5316\u30fb\u5c55\u958b\u7814\u7a76\u300d<\/mark>\uff20\u9e7f\u5150\u5cf6\u5927\u5b66\uff0c\u90e1\u5143\u30ad\u30e3\u30f3\u30d1\u30b9\u5b66\u7fd2\u4ea4\u6d41\u30d7\u30e9\u30b6\uff0c\u4ee4\u548c7\u5e7411\u670827-29\u65e5<\/li>\n\n\n\n<li>M-estimation for Gaussian processes with time-inhomogeneous drifts from high-frequency data, <a href=\"https:\/\/kkamatani.github.io\/2025-spi\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u78ba\u7387\u904e\u7a0b\u306e\u7d71\u8a08\u63a8\u6e2c\u306e\u6700\u8fd1\u306e\u5c55\u958b<\/a>\uff20\u7d71\u8a08\u6570\u7406\u7814\u7a76\u6240\uff0c\u4ee4\u548c7\u5e7410\u670821-22\u65e5<\/li>\n\n\n\n<li>\u30c1\u30fc\u30e0\u30b9\u30dd\u30fc\u30c4\u306b\u304a\u3051\u308b\u30ea\u30a2\u30eb\u30bf\u30a4\u30e0\u52dd\u7387\u306e\u7b97\u51fa\u3068\u9078\u624b\u306e\u6f5c\u5728\u80fd\u529b\u8a55\u4fa1\u3000\u301c\u5a18\u3092\u30ec\u30ae\u30e5\u30e9\u30fc\u306b\u3059\u308b\u305f\u3081\u306b\u7d71\u8a08\u5b66\u8005\u304c\u3067\u304d\u308b\u3053\u3068\u301c\uff08<a href=\"https:\/\/sports.ywebsys.net\/news\/archives\/0027\/\" data-type=\"link\" data-id=\"https:\/\/sports.ywebsys.net\/news\/archives\/0027\/\" target=\"_blank\" rel=\"noreferrer noopener\"><mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-vivid-red-color\"><strong><em>SDSC2024\uff0c\u30d0\u30b9\u30b1\u90e8\u9580\u512a\u79c0\u8cde<\/em><\/strong><\/mark><\/a>\uff09\uff0c2025\u5e74\u5ea6\u7d71\u8a08\u95a2\u9023\u5b66\u4f1a\u9023\u5408\u5927\u4f1a\uff0c<a href=\"https:\/\/pub.confit.atlas.jp\/ja\/event\/jfssa2025\/session\/5B01-05\" target=\"_blank\" rel=\"noreferrer noopener\">\u30b9\u30dd\u30fc\u30c4\u30c7\u30fc\u30bf\u30b5\u30a4\u30a8\u30f3\u30b9\u5206\u79d1\u4f1a\u4f01\u753b\u30bb\u30c3\u30b7\u30e7\u30f3\u300c\u30b9\u30dd\u30fc\u30c4\u2715\u30c7\u30fc\u30bf\u30b5\u30a4\u30a8\u30f3\u30b9\u306e\u6700\u5148\u7aef\u300d<\/a>\uff20\u95a2\u897f\u5927\u5b66\uff0c\u4ee4\u548c7\u5e749\u670811\u65e5<\/li>\n\n\n\n<li><a href=\"https:\/\/www.jss.gr.jp\/society\/prize\/prize_biog2025\/\" data-type=\"link\" data-id=\"https:\/\/www.jss.gr.jp\/society\/prize\/prize_biog2025\/\" target=\"_blank\" rel=\"noreferrer noopener\"><strong><mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-vivid-red-color\"><em>\u7b2c19\u56de\u65e5\u672c\u7d71\u8a08\u5b66\u4f1a\u7814\u7a76\u696d\u7e3e\u8cde\u53d7\u8cde<\/em><\/mark><\/strong><\/a>\uff1a\u78ba\u7387\u904e\u7a0b\u306e\u6f38\u8fd1\u63a8\u6e2c\u8ad6\u3068\u4fdd\u967a\u6570\u7406\u3078\u306e\u6311\u6226\uff1a\u7834\u7523\u7406\u8ad6\u304b\u3089\u6b7b\u4ea1\u7387\u4e88\u6e2c\u3078\uff0c2025\u5e74\u5ea6\u7d71\u8a08\u95a2\u9023\u5b66\u4f1a\u9023\u5408\u5927\u4f1a\uff0c<a href=\"https:\/\/pub.confit.atlas.jp\/ja\/event\/jfssa2025\/session\/4A08-16\" target=\"_blank\" rel=\"noreferrer noopener\">\u65e5\u672c\u7d71\u8a08\u5b66\u4f1a\u53d7\u8cde\u8005\u8a18\u5ff5\u8b1b\u6f14<\/a>\uff20\u95a2\u897f\u5927\u5b66\uff0c\u4ee4\u548c7\u5e749\u670810\u65e5\uff0e<\/li>\n\n\n\n<li>Estimating ruin-related risks under L\u00e9vy insurance risk processes, <em>Conference on Statistical Modeling of Insurance Risk<\/em>, Ewha Womans University, Seoul, January 17, 2025. <\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-css-opacity\"\/>\n\n\n\n<h2 class=\"wp-block-heading\">2024<\/h2>\n\n\n\n<ul class=\"wp-block-list\">\n<li>Statistical Inference for Generalized Gerber-Shiu Functions in Risk Theory, <a href=\"https:\/\/www.cmstatistics.org\/CFECMStatistics2024\/\" data-type=\"link\" data-id=\"https:\/\/www.cmstatistics.org\/CFECMStatistics2024\/\" target=\"_blank\" rel=\"noreferrer noopener\">18th International Joint Conference on CFE-CMStatistics 2024<\/a>, King&#8217;s College London, London, UK, December 15, 2024. <\/li>\n\n\n\n<li>\u4fdd\u967a\u6570\u7406\u3068Gerber-Shiu\u89e3\u6790 ~\u30ec\u30f4\u30a3\u30fb\u30ea\u30b9\u30af\u904e\u7a0b\u306b\u5bfe\u3059\u308b\u30b9\u30b1\u30fc\u30eb\u95a2\u6570\u306e\u63a8\u5b9a\u554f\u984c~\uff0c<a href=\"https:\/\/www.mathsoc.jp\/activity\/meeting\/osaka24sept\/index.html\" data-type=\"link\" data-id=\"https:\/\/www.mathsoc.jp\/activity\/meeting\/osaka24sept\/index.html\" target=\"_blank\" rel=\"noreferrer noopener\">\u65e5\u672c\u6570\u5b66\u4f1a\u79cb\u5b63\u5927\u4f1a<\/a>\uff0c\u4f01\u753b\u7279\u5225\u8b1b\u6f14\uff20\u5927\u962a\u5927\u5b66\u8c4a\u4e2d\u30ad\u30e3\u30f3\u30d1\u30b9\uff0c\u4ee4\u548c6\u5e749\u67085\u65e5\uff0e<\/li>\n\n\n\n<li>Gerber-Shiu Analysis: default-related quantities under L\u00e9vy risk processes, <a href=\"http:\/\/chrome-extension:\/\/efaidnbmnnnibpcajpcglclefindmkaj\/http:\/\/www.jafee.gr.jp\/01rally\/conference\/pro_61th_2024_0709.pdf\" data-type=\"link\" data-id=\"chrome-extension:\/\/efaidnbmnnnibpcajpcglclefindmkaj\/http:\/\/www.jafee.gr.jp\/01rally\/conference\/pro_61th_2024_0709.pdf\" target=\"_blank\" rel=\"noreferrer noopener\">2024\u5e74\u5ea6\u590f\u5b63JAFEE\u5927\u4f1a<\/a>, \u4ee4\u548c6\u5e748\u670817\u65e5\uff0e<\/li>\n\n\n\n<li>Approximation and estimation of scale functions for spectrally negative L\u00e9vy processes, 7th <em>International Conference on <a href=\"https:\/\/www.cmstatistics.org\/EcoSta2024\/\" target=\"_blank\" rel=\"noreferrer noopener\">EcoSta2024<\/a><\/em>, Beijing Normal University, Beijing, China, July 18, 2024.<\/li>\n\n\n\n<li>Estimation of scale functions for spectrally negative L\u00e9vy processes with applications to risk theory, <a href=\"https:\/\/publish.illinois.edu\/ime-conf-2024\/\" data-type=\"link\" data-id=\"https:\/\/publish.illinois.edu\/ime-conf-2024\/\" target=\"_blank\" rel=\"noreferrer noopener\"><em>27th International Congress of on Insurance: Mathematics and Economics<\/em><\/a>, DePaul University, Chicago, IL, USA, July 7, 2024.<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<h2 class=\"wp-block-heading\">2023<\/h2>\n\n\n\n<ul class=\"wp-block-list\">\n<li>Statistical inference for Gaussian processes under small noise asymptotics, 16th International Conference of the ERCIM WG on <a href=\"https:\/\/www.cmstatistics.org\/CMStatistics2023\/\" data-type=\"link\" data-id=\"https:\/\/www.cmstatistics.org\/CMStatistics2023\/\" target=\"_blank\" rel=\"noreferrer noopener\"><em>CMStatistics 2023<\/em><\/a>, Berlin, HTW University of Applied Science, 2023.12.18.<\/li>\n\n\n\n<li>\u73fe\u4ee3\u4fdd\u967a\u30ea\u30b9\u30af\u7406\u8ad6 \/ \u5927\u962a\u5927\u5b66\u5927\u5b66\u9662\u57fa\u790e\u5de5\u5b66\u7814\u7a76\u79d1\u30fb\u96c6\u4e2d\u8b1b\u7fa9\uff08\u6570\u7406\u7279\u8ad6II\uff09\u4ee4\u548c5\u5e749\u670825-28\u65e5\uff0e<\/li>\n\n\n\n<li>\u30ec\u30f4\u30a3\u4fdd\u967a\u30ea\u30b9\u30af\u30e2\u30c7\u30eb\u306b\u304a\u3051\u308b\u7834\u7523\u78ba\u7387\u306e\u533a\u9593\u63a8\u5b9a\u554f\u984c \/ \u5f85\u3061\u884c\u5217\u7814\u7a76\u90e8\u4f1a\uff20\u65e9\u7a32\u7530\u5927\u5b66\u897f\u65e9\u7a32\u7530\u897f\u65e9\u7a32\u7530\u30ad\u30e3\u30f3\u30d1\u30b9\uff0c\u4ee4\u548c5\u5e742\u67084\u65e5\uff0e<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<h2 class=\"wp-block-heading\">2022<\/h2>\n\n\n\n<ul class=\"wp-block-list\">\n<li>Threshold estimation for jump-diffusions under small noise asymptotics \/ <em>15th International Conference on Computational and Methodologiacal Statistics (CMStats)<\/em>, King&#8217;s College London, UK, December 19, 2022.<\/li>\n\n\n\n<li>\u30e9\u30f3\u30c0\u30e0\u30fb\u30d5\u30a9\u30ec\u30b9\u30c8\u3092\u7528\u3044\u305f\u78ba\u7387\u5fae\u5206\u65b9\u7a0b\u5f0f\u306e\u63a8\u5b9a \u301c\u91d1\u878d\u5b9f\u52d9\u3078\u306e\u5fdc\u7528\u53ef\u80fd\u6027\u306f\uff1f\u301c \/ <a href=\"https:\/\/www.ism.ac.jp\/risk\/finance_sympo2022.html\" target=\"_blank\" rel=\"noreferrer noopener\">\u7b2c 9 \u56de\u91d1\u878d\u30b7\u30f3\u30dd\u30b8\u30a6\u30e0\u300c\u91d1\u878d\u304c\u76f4\u9762\u3059\u308b\u65b0\u74b0\u5883\u3078\u306e\u5bfe\u5fdc\u3068\u65b9\u6cd5\u8ad6\u300d<\/a>\uff0c\u7d71\u8a08\u6570\u7406\u7814\u7a76\u6240\u30fb\u30ea\u30b9\u30af\u89e3\u6790\u30bb\u30f3\u30bf\u30fc\uff0c\u4ee4\u548c\uff14\u5e7412\u670812\u65e5\uff0e<\/li>\n\n\n\n<li>\u6b7b\u4ea1\u7387\u4e88\u6e2c\u306e\u65b0\u624b\u6cd5 ~ \u751f\u547d\u30a8\u30cd\u30eb\u30ae\u30fc\u4eee\u8aac\u3068 SEM project ~ \/ \u4e5d\u5dde\u5927\u5b66\u7d71\u8a08\u79d1\u5b66\u30bb\u30df\u30ca\u30fc\uff20\u4e5d\u5dde\u5927\u5b66\u7406\u5b66\u90e8\u6570\u5b66\u79d1\uff0c\u4ee4\u548c4\u5e7411\u670825\u65e5\uff0e<\/li>\n\n\n\n<li>Modern Actuarial Risk Theory &#8211; Applications to Insurance and Finance &#8211; \/ \u4e5d\u5dde\u5927\u5b66\u96c6\u4e2d\u8b1b\u7fa9\uff08\u6570\u7406\u79d1\u5b66\u7279\u8ad6\uff09\uff0c\u4ee4\u548c4\u5e7411\u670821-25\u65e5\uff0e<\/li>\n\n\n\n<li>\u30b3\u30db\u30fc\u30c8\u5225\u6b7b\u4ea1\u7387\u4e88\u6e2c\u306b\u5bfe\u3059\u308b\u65b0\u624b\u6cd5\u3068 SEM \u30d7\u30ed\u30b8\u30a7\u30af\u30c8 \/  <a rel=\"noreferrer noopener\" href=\"https:\/\/confit.atlas.jp\/guide\/event\/jfssa2022\/top\" target=\"_blank\">2022\u5e74\u5ea6\u7d71\u8a08\u95a2\u9023\u5b66\u4f1a\u9023\u5408\u5927\u4f1a<\/a>\uff20\u6210\u8e4a\u5927\u5b66\uff0c\u4ee4\u548c4\u5e749\u67084\u22128\u65e5\uff0e<\/li>\n\n\n\n<li>&#8211; SEM project: a new approach to cohort-wise mortality prediction \/ <a rel=\"noreferrer noopener\" href=\"https:\/\/conf.ichaos.com.cn\/ime2022\/page\/1\" target=\"_blank\">The 25th International Congress on Insurance: Mathematics and Economics<\/a>@hybrid, Macquarie University &amp; Sun Yat-sen University, July 12-15, 2022. <\/li>\n\n\n\n<li>&#8211; A quite new approach to cohort-wise mortality prediction under survival energy hypothesis \/ <em>Waseda International Symposium: Topological Data Science, Causality, Analysis of Variance, &amp; Time Series<\/em>, Waseda University (Nishiwaseda campus), March 8, 2022.<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-css-opacity\"\/>\n\n\n\n<h2 class=\"wp-block-heading\" id=\"block-1debf6c7-3458-46e4-a4ce-cf846f3360d0\">2021<\/h2>\n\n\n\n<ul class=\"wp-block-list\">\n<li>&#8211; A quite new approach to cohort-wise mortality prediction under survival energy hypothesis \/ ARLES seminar@online, Ritsumeikan University, October 21th, 2021.<\/li>\n\n\n\n<li>&#8211; M-estimation based on quasi-processes from discrete samples of Levy processes \/ <a href=\"http:\/\/www.sigmath.es.osaka-u.ac.jp\/statmodel\/?page_id=2080\" target=\"_blank\" rel=\"noreferrer noopener\"><em>Workshop on Statistical modeling for stochastic processes and related fields<\/em><\/a> (online), September 27-30, 2021.<\/li>\n\n\n\n<li>&#8211; \u30c7\u30fc\u30bf\u79d1\u5b66\u7279\u8ad6\uff29 \u301c\u91d1\u878d\u30fb\u4fdd\u967a\u30ea\u30b9\u30af\u3068\u7d71\u8a08\u5b66\u301c \/ \u96c6\u4e2d\u8b1b\u7fa9\uff20\u5927\u962a\u5927\u5b66\u57fa\u790e\u5de5\u5b66\u7814\u7a76\u79d1@\u30aa\u30f3\u30e9\u30a4\u30f3\uff0c\u4ee4\u548c3\u5e748\u670817-21\u65e5<\/li>\n\n\n\n<li>&#8211; Asymptotic distributions for estimated expected functionals of general random elements \/&nbsp;<a href=\"http:\/\/www.sigmath.es.osaka-u.ac.jp\/statmodel\/?page_id=1909\">\u78ba\u7387\u904e\u7a0b\u306e\u7d71\u8a08\u63a8\u6e2c\u306e\u6700\u8fd1\u306e\u5c55\u958b 2021<\/a>\uff20\u30aa\u30f3\u30e9\u30a4\u30f3\uff0c\u4ee4\u548c3\u5e743\u670811\u65e5<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-css-opacity\"\/>\n\n\n\n<h2 class=\"wp-block-heading\" id=\"block-6764fca5-b202-47e7-9d9d-e60754998dd0\">2020<\/h2>\n\n\n\n<ul class=\"wp-block-list\">\n<li>&#8211; \u5e02\u5834\u6574\u5408\u7684\u30bd\u30eb\u30d9\u30f3\u30b7\u30fc\u8a55\u4fa1 \uff5e\u91d1\u878d\u30ea\u30b9\u30af\u3068\u3068\u30a2\u30af\u30c1\u30e5\u30a2\u30ea\u30a2\u30eb\u30fb\u30e2\u30c7\u30ea\u30f3\u30b0\uff5e \/&nbsp;<a href=\"http:\/\/www.actuaries.jp\/comm\/A01_seminar.html\">\u65e5\u672c\u30a2\u30af\u30c1\u30e5\u30a2\u30ea\u30fc\u4f1a \u30e0\u30fc\u30f3\u30e9\u30a4\u30c8\u30fb\u30bb\u30df\u30ca\u30fc<\/a>\uff20\u30aa\u30f3\u30e9\u30a4\u30f3\uff0c\u4ee4\u548c2\u5e7411\u670825\u65e5<\/li>\n\n\n\n<li>&#8211; \u30c7\u30d5\u30a9\u30eb\u30c8\u89e3\u6790\u3068\u30e2\u30f3\u30c6\u30ab\u30eb\u30ed\u8a08\u7b97 \uff5e\u30ec\u30a2\u30fb\u30a4\u30d9\u30f3\u30c8\u306b\u5bfe\u3059\u308b\u30a2\u30d7\u30ed\u30fc\u30c1\uff5e \/&nbsp;<a href=\"https:\/\/kokucheese.com\/event\/index\/598933\/\">\u30ea\u30b9\u30af\u89e3\u6790\u6226\u7565\u7814\u7a76\u30bb\u30f3\u30bf\u30fc\u30b7\u30f3\u30dd\u30b8\u30a6\u30e0<\/a>\uff20\u30aa\u30f3\u30e9\u30a4\u30f3\uff0c\u4ee4\u548c2\u5e748\u670831\u65e5<\/li>\n\n\n\n<li>&#8211; \u78ba\u7387\u5fae\u5206\u65b9\u7a0b\u5f0f\u306b\u3088\u308b\u6b7b\u4ea1\u7387\u4e88\u6e2c\u30e2\u30c7\u30ea\u30f3\u30b0 \/&nbsp;<a href=\"https:\/\/confit.atlas.jp\/guide\/event\/jfssa2020\/top\">\u7d71\u8a08\u95a2\u9023\u5b66\u4f1a\u9023\u5408\u5927\u4f1a<\/a>\uff20\u30aa\u30f3\u30e9\u30a4\u30f3\uff0c\u4ee4\u548c2\u5e749\u670811\u65e5<\/li>\n\n\n\n<li>&#8211; \u78ba\u7387\u7d71\u8a08\u7279\u5225\u8b1b\u7fa9III\uff08\u73fe\u4ee3\u4fdd\u967a\u30ea\u30b9\u30af\u7406\u8ad6\uff09\/ \u5343\u8449\u5927\u5b66\u96c6\u4e2d\u8b1b\u7fa9\uff20\u30aa\u30f3\u30e9\u30a4\u30f3\uff0c \u4ee4\u548c2\u5e746\u670824-26\u65e5<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-css-opacity\"\/>\n\n\n\n<h2 class=\"wp-block-heading\" id=\"block-b07e3422-6872-4a93-8a66-dbd3bd7aa8d6\">2019<\/h2>\n\n\n\n<ul class=\"wp-block-list\">\n<li>&#8211; Why does a human die?: cohort-wise mortality prediction under survival energy hypothesis \/&nbsp;<a href=\"http:\/\/cmstatistics.org\/CMStatistics2019\/\"><em>CFE-CMStatistics 2019<\/em><\/a>, Senate House, University of London, UK, December 14-16, 2019<\/li>\n\n\n\n<li>&#8211; Cohort-wise mortality prediction under survival energy hypothesis \/&nbsp;<a href=\"https:\/\/www.math.purdue.edu\/calendar\/conferences\/arc19\/index.html\"><em>CEQURA conference on Advances in Financial and Insurance Risk Management<\/em><\/a>, Munich, Germany, September 23-24, 2019.<\/li>\n\n\n\n<li>&#8211; Why does a human die?: cohort-wise mortality prediction under survival energy hypothesis \/&nbsp;<em><a href=\"https:\/\/www.math.purdue.edu\/calendar\/conferences\/arc19\/index.html\">The 54th Actuarial Research Conference 2019<\/a>,<\/em> IUPUI, Indianapolis, USA, August 14-17, 2019.<\/li>\n\n\n\n<li>&#8211; Model selection for determinantal point processes \/&nbsp;<a href=\"https:\/\/www.ems2019.palermo.it\/\"><em>European Meeting of Statisticians<\/em><\/a>, University of Palermo, Palermo, Italy, July 22-26, 2019.<\/li>\n\n\n\n<li>&#8211; Why does a human die?: cohort-wise mortality prediction under survival energy hypothesis \/&nbsp;<a href=\"https:\/\/www.mathfinance.ma.tum.de\/en\/ime-2019\/\"><em>The 23rd International congress on Insurance: Mathematics and Economics<\/em><\/a>, Technical University of Munich, Munich, Germany, July 10-12, 2019<\/li>\n\n\n\n<li>&#8211; Generalized maximum composite likelihood estimation for determinantal point processes \/&nbsp;<a href=\"http:\/\/cmstatistics.org\/EcoSta2019\/\"><em>The 3rd International Conference on Econometrics and Statistics<\/em><\/a>, National Chung Hsing University, Taichung, Taiwan, June 25-27, 2019.<\/li>\n\n\n\n<li>&#8211; \u4fdd\u967a\u6570\u7406\u3068\u7d71\u8a08\u7684\u65b9\u6cd5\u3068\u305d\u306e\u5fc3 \/&nbsp;<a href=\"http:\/\/www.actuaries.jp\/meeting\/reikai\/reikai2018-10.pdf\">\u65e5\u672c\u30a2\u30af\u30c1\u30e5\u30a2\u30ea\u30fc\u4f1a\u7b2c10\u56de\u4f8b\u4f1a<\/a>\uff0c\u6674\u6d77\u30a2\u30a4\u30e9\u30f3\u30c9\u30c8\u30ea\u30c8\u30f3\u30b9\u30af\u30a8\u30a2\uff0c\u5e73\u621031\u5e742\u670827\u65e5<\/li>\n\n\n\n<li>&#8211; The Laguerre expansion of the ruin probability under L\u00e9vy insurance risks with statistical inference \/<em>&nbsp;<a href=\"http:\/\/www.taniguchi.sci.waseda.ac.jp\/2018kaken\/WIS_20190225_27_program.pdf\">Waseda International Symposium 2019<\/a><\/em>, February 25-27, 2019.<\/li>\n\n\n\n<li>&#8211; The Laguerre expansion of the ruin probability under L\u00e9vy insurance risks with statistical inference \/&nbsp;<em><a href=\"http:\/\/www.sigmath.es.osaka-u.ac.jp\/statmodel\/?page_id=745\">ASC2019<\/a>,<\/em> The University of Tokyo, January 30 &#8211; February 1, 2019.<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-css-opacity\"\/>\n\n\n\n<h2 class=\"wp-block-heading\" id=\"block-80e178a5-5130-4405-b818-3f95b36c3333\">2018<\/h2>\n\n\n\n<ul class=\"wp-block-list\">\n<li>&#8211; Asymptotically normal estimators of ruin probability under L\u00e9vy insurance risks \/&nbsp;<a href=\"http:\/\/www.cmstatistics.org\/CMStatistics2018\/\"><em>CFE-CMStatistics 2018<\/em><\/a>, Pisa, Italy, December 14-16, 2018.<\/li>\n\n\n\n<li>&#8211; A dynamic risk measure from Ruin Theory: Gerber-Shiu analysis \/&nbsp;<a href=\"https:\/\/www.cequra.uni-muenchen.de\/news\/conference_2018\/index.html\"><em>CEQURA Conference on Advances in Financial and Insurance Risk Management<\/em><\/a>, Munich, Germany, October 4-5, 2018.<\/li>\n\n\n\n<li>&#8211; Laguerre expansion of ruin probability for L\u00e9vy risks with statistical inference \/&nbsp;<a href=\"http:\/\/www.sigmath.es.osaka-u.ac.jp\/statmodel\/?page_id=577\">\u5927\u898f\u6a21\u7d71\u8a08\u30e2\u30c7\u30ea\u30f3\u30b0\u3068\u8a08\u7b97\u7d71\u8a08V<\/a>\uff0c\u5927\u962a\u5927\u5b66\uff0c\u5e73\u621030\u5e749\u67085\u65e5.<\/li>\n\n\n\n<li>&#8211; Asymptotically normal estimators of ruin probability under L\u00e9vy insurance risks \/&nbsp;<a href=\"https:\/\/www.business.unsw.edu.au\/Campaigns\/IME2018\"><em>The 22th International congress on Insurance: Mathematics and Economics<\/em><\/a>, Sydney, Australia, July 15-18, 2018.<\/li>\n\n\n\n<li>&#8211; \u78ba\u7387\u5fae\u5206\u65b9\u7a0b\u5f0f\u3068\u7d71\u8a08\u5b66 \uff5e\u91d1\u878d\u30fb\u4fdd\u967a\u3067\u306e\u5fdc\u7528\u3092\u76ee\u6307\u3057\u3066\uff5e \/&nbsp;<a href=\"http:\/\/www.math.sci.waseda.ac.jp\/WP\/wp-content\/uploads\/2017\/12\/poster16.pdf\">\u65e9\u7a32\u7530\u6570\u5b66\u5fdc\u6570\u8ac7\u8a71\u4f1a<\/a>\uff0c\u65e9\u7a32\u7530\u5927\u5b66\u3000\u897f\u65e9\u7a32\u7530\u30ad\u30e3\u30f3\u30d1\u30b9\uff0c\u5e73\u621030\u5e741\u670825\u65e5.<\/li>\n\n\n\n<li>&#8211; \u73fe\u4ee3\u30ea\u30b9\u30af\u7406\u8ad6\u306e\u5e83\u304c\u308a \uff5e\u7834\u7523\u7406\u8ad6\u3092\u4e2d\u5fc3\u306b\uff5e \uff08\u57fa\u8abf\u8b1b\u6f14\uff09 \/&nbsp;<a href=\"http:\/\/www.jarip.org\/report\/2017\/forum_20180113.pdf\">JARIP\u30d5\u30a9\u30fc\u30e9\u30e0<\/a>\uff0c\u65e5\u672c\u30a2\u30af\u30c1\u30e5\u30a2\u30ea\u30fc\u4f1a\uff20\u6674\u6d77\u30a2\u30a4\u30e9\u30f3\u30c9\u30c8\u30ea\u30c8\u30f3\u30b9\u30af\u30a8\u30a2\uff0c\u5e73\u621030\u5e741\u670813\u65e5.<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-css-opacity\"\/>\n\n\n\n<h2 class=\"wp-block-heading\" id=\"block-9aed4ca7-852b-467a-addc-d84ea5023eb9\">2017<\/h2>\n\n\n\n<ul class=\"wp-block-list\">\n<li>&#8211; \u30ea\u30b9\u30af\u5c3a\u5ea6\u306b\u57fa\u3065\u304f\u5909\u984d\u5e74\u91d1\u306e\u8ca0\u50b5\u8a55\u4fa1\u3068\u4e2d\u5fc3\u6975\u9650\u5b9a\u7406 \/&nbsp;<a href=\"http:\/\/www.ism.ac.jp\/risk\/contents\/pdf\/finance5th_program.pdf\">\u30d5\u30a1\u30a4\u30ca\u30f3\u30b9\u306e\u30ea\u30b9\u30af\u30e2\u30c7\u30ea\u30f3\u30b0\u3068\u5236\u5fa1IV<\/a>\uff0c\u7d71\u8a08\u6570\u7406\u7814\u7a76\u6240 \u30ea\u30b9\u30af\u89e3\u6790\u30bb\u30f3\u30bf\u30fc\uff0c\u5e73\u621029\u5e7412\u670815\u65e5.<\/li>\n\n\n\n<li>&#8211; Parametric inference for ruin probability under L\u00e9vy insurance risks, <em>Seminar on Actuarial Science, University of Illinois at Urbana-Champaign<\/em>, September 13, 2017.<\/li>\n\n\n\n<li>&#8211; Asymptotic theory of parametric inference for ruin probability under L\u00e9vy insurance risks \/&nbsp;<a href=\"http:\/\/www.jfssa.jp\/taikai\/2017\/\">\u7d71\u8a08\u95a2\u9023\u5b66\u4f1a\u9023\u5408\u5927\u4f1a2017<\/a>\uff0c\u5357\u5c71\u5927\u5b66\u3000\u540d\u53e4\u5c4b\u30ad\u30e3\u30f3\u30d1\u30b9\uff0c\u5e73\u621029\u5e749\u67086\u65e5.<\/li>\n\n\n\n<li>&#8211; \u30a2\u30af\u30c1\u30e5\u30a2\u30ea\u30a2\u30eb\u30fb\u30b5\u30a4\u30a8\u30f3\u30b9\u3068\u7d71\u8a08\u7684\u8af8\u554f\u984c \/&nbsp;<a href=\"https:\/\/sites.google.com\/site\/ysg2017tochigi\/program\">\u7d71\u8a08\u30b5\u30de\u30fc\u30bb\u30df\u30ca\u30fc2017<\/a>\uff0c\u65e5\u5149\u9b3c\u6012\u5ddd\uff0c\u5e73\u621029\u5e748\u67087\u65e5.<\/li>\n\n\n\n<li>&#8211; Asymptotic theory of parametric inference for ruin probability under L\u00e9vy insurance risks \/&nbsp;<a href=\"https:\/\/fam.tuwien.ac.at\/events\/ime2017\/\"><em>The 21th International congress on Insurance: Mathematics and Economics<\/em><\/a>, Vienna, Austria, July 3-5, 2017.<\/li>\n\n\n\n<li>&#8211; Parametric inference for ruin probability under L\u00e9vy insurance risks \/&nbsp;<a href=\"http:\/\/cmstatistics.org\/EcoSta2017\/\"><em>The 1st International Conference on Econometrics and Statistics<\/em><\/a>, Hong Kong University of Science and Technology , June 15-17, 2017.<\/li>\n\n\n\n<li>&#8211; Applications of central limit theorems for equity-linked insurance \/&nbsp;<a href=\"http:\/\/www.taniguchi.sci.waseda.ac.jp\/Waseda_International_Symposium_2017spring.pdf\"><em>Waseda International Symposium 2017<\/em><\/a>, Waseda University, February 27 &#8211; March 1, 2017.<\/li>\n\n\n\n<li>&#8211; Applications of central limit theorems for equity-linked insurance \/&nbsp;<a href=\"http:\/\/www.sigmath.es.osaka-u.ac.jp\/statmodel\/?page_id=305\"><em>ASC2017: Asymptotic Statistics and Computations<\/em><\/a>, The University of Tokyo, January 30 &#8211; February 1, 2017.<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-css-opacity\"\/>\n\n\n\n<h2 class=\"wp-block-heading\" id=\"block-05839cee-297d-40bb-b8de-e4b7168cba5a\">2016<\/h2>\n\n\n\n<ul class=\"wp-block-list\">\n<li>&#8211; Dynamic risk measures for stochastic asset processes from ruin theory \/&nbsp;<a href=\"http:\/\/www.taniguchi.sci.waseda.ac.jp\/Waseda_International_Symposium_2017spring.pdf\">\u7d4c\u6e08\u30ea\u30b9\u30af\u306e\u7d71\u8a08\u5b66\u306e\u65b0\u5c55\u958b\uff1a\u7a00\u306a\u4e8b\u8c61\u3068\u518d\u8d77\u7684\u4e8b\u8c61<\/a>, \u6771\u4eac\u5927\u5b66\uff20\u672c\u90f7, \u5e73\u621028\u5e7412\u670822\u65e5.<\/li>\n\n\n\n<li>&#8211; Simulation-based inference for the finite-time ruin probability of a surplus with long-memory \/&nbsp;<a href=\"http:\/\/www.sigmath.es.osaka-u.ac.jp\/statmodel\/?page_id=248\">\u5927\u898f\u6a21\u7d71\u8a08\u30e2\u30c7\u30ea\u30f3\u30b0\u3068\u8a08\u7b97\u6a5f\u7d71\u8a08III<\/a>, \u6771\u4eac\u5927\u5b66, 27-28 September, 2016<\/li>\n\n\n\n<li>&#8211; Simulation-based inference for the finite-time ruin probability of a surplus with long-memory \/&nbsp;<a href=\"http:\/\/rmi.robinson.gsu.edu\/ime-2016\/\"><em>The 20th International congress on Insurance: Mathematics and Economics<\/em><\/a>, Atlanta, USA, 24-27 July, 2016.<\/li>\n\n\n\n<li>&#8211; \u4fdd\u967a\u6570\u7406\u3068Gerber-Shiu\u89e3\u6790\uff1a\u5fdc\u7528\u3068\u7d71\u8a08\u7684\u8996\u70b9 \/&nbsp;<a href=\"http:\/\/ies.keio.ac.jp\/workshops\/econometrics\">\u8a08\u91cf\u7d4c\u6e08\u5b66\u30ef\u30fc\u30af\u30b7\u30e7\u30c3\u30d7<\/a>\uff0c\u6176\u5fdc\u5927\u5b66\uff0c\u5e73\u621028\u5e745\u670817\u65e5.<\/li>\n\n\n\n<li>&#8211; \u751f\u4fdd\u30fb\u640d\u4fdd\u306b\u304a\u3051\u308b\u4fdd\u967a\u6599\u7b97\u51fa\u306e\u57fa\u790e \/ \u4fdd\u967a\u6570\u7406\u306b\u95a2\u3059\u308b\u52c9\u5f37\u4f1a\uff0c\u7d4c\u6e08\u7523\u696d\u7701\uff0c\u5e73\u621028\u5e742\u67089\u65e5.<\/li>\n\n\n\n<li>&#8211; \u78ba\u7387\u904e\u7a0b\u3068\u7d71\u8a08\u7684\u6f38\u8fd1\u7406\u8ad6 \/&nbsp;<a href=\"https:\/\/www.math.kyoto-u.ac.jp\/ja\/event\/seminar\/1170\">\u4eac\u90fd\u5927\u5b66\u6570\u5b66\u6559\u5ba4\u8ac7\u8a71\u4f1a<\/a>\uff0c\u5e73\u621028\u5e741\u67086\u65e5.<\/li>\n\n\n\n<li>&#8211; \u6570\u5b66\u7279\u5225\u8b1b\u7fa9(\u78ba\u7387\u30fb\u7d71\u8a08)- \u73fe\u4ee3\u4fdd\u967a\u30ea\u30b9\u30af\u7406\u8ad6- \/&nbsp;<a href=\"https:\/\/www.math.kyoto-u.ac.jp\/ja\/event\/seminar\/1167\">\u96c6\u4e2d\u8b1b\u7fa9\uff20\u4eac\u90fd\u5927\u5b66\u7406\u5b66\u90e8\u6570\u5b66\u6559\u5ba4<\/a>\uff0c\u5e73\u621028\u5e741\u67084-8\u65e5<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-css-opacity\"\/>\n\n\n\n<h2 class=\"wp-block-heading\" id=\"block-496e26b3-ba35-4e4e-9bd1-fc8f4264f57c\">2015<\/h2>\n\n\n\n<ul class=\"wp-block-list\">\n<li>&#8211; Some statistical problems in ruin theory: discretely observed L\u00e9vy insurance risk process \/&nbsp;<em><a href=\"http:\/\/www.taniguchi.sci.waseda.ac.jp\/2015hokoku\/WIS15_final.pdf\">High-Dimensional Statistical Analysis for Time Spatial Processes &amp; Quantile Analysis for Time Series<\/a>,<\/em> Waseda Univ. 9-11 November, 2015.<\/li>\n\n\n\n<li>&#8211; Statistical Inference for ruin-related quantities for L\u00e9vy insurance risks \/&nbsp;<a href=\"http:\/\/www.isi2015.org\/\"><em>The 60th ISI World Statistics Congress<\/em><\/a>, Rio de Janeiro, Brazil, 26-31 August, 2015.<\/li>\n\n\n\n<li>&#8211; Gerber-Shiu dynamic risk measures for solvency evaluation \/&nbsp;<a href=\"https:\/\/www.liv.ac.uk\/ime2015\/\"><em>The 19th International congress on Insurance: Mathematics and Economics<\/em><\/a>, Liverpool, UK, 24-26 June, 2015.<\/li>\n\n\n\n<li>&#8211; \u6709\u9650\u6642\u9593\u306eGerber-Shiu \u95a2\u6570\u3092\u7528\u3044\u305f\u52d5\u7684\u30ea\u30b9\u30af\u5c3a\u5ea6 \/ JARIP\u30d5\u30a9\u30fc\u30e9\u30e02015\uff0c\u65e5\u672c\u5927\u5b66\u4e16\u7530\u8c37\u30ad\u30e3\u30f3\u30d1\u30b9\uff0c\u5e73\u621027\u5e743\u670830\u65e5.<\/li>\n\n\n\n<li>&#8211; LSE-type estimation for stochastic processes with small L\u00e9vy noise \/ Workshop:&nbsp;<a href=\"http:\/\/lmm.univ-lemans.fr\/spip.php?rubrique30\"><em>Statistique Asymptotique des Processus Stochastiques X<\/em><\/a>, Le Mans, France, 17-20 March, 2015.<\/li>\n\n\n\n<li>&#8211; \u78ba\u7387\u5fae\u5206\u65b9\u7a0b\u5f0f\u306e\u30ec\u30f4\u30a3\u578b\u5c0f\u5206\u6563\u30e2\u30c7\u30eb\u306b\u304a\u3051\u308b\u30c9\u30ea\u30d5\u30c8\u63a8\u5b9a \/&nbsp;<a href=\"http:\/\/www.jss.gr.jp\/ja\/convention\/spring\/09\/JSSspring2015.html\">\u7b2c9\u56de\u65e5\u672c\u7d71\u8a08\u5b66\u4f1a\u6625\u5b63\u5927\u4f1a<\/a>\uff0c\u660e\u6cbb\u5927\u5b66\u4e2d\u91ce\u30ad\u30e3\u30f3\u30d1\u30b9\uff0c\u5e73\u621027\u5e743\u67088\u65e5.<\/li>\n\n\n\n<li>&#8211; LSE-type estimation for stochastic processes with small L\u00e9vy noise \/ Waseda international symposium:&nbsp;<a href=\"http:\/\/www.taniguchi.sci.waseda.ac.jp\/kiban2014A\/WIS_2015.pdf\"><em>Asymptotic Sufficiency, Asymptotic Efficiency and Semimartingale<\/em><\/a>, Waseda Univ. 2-4 March, 2015.<\/li>\n\n\n\n<li>&#8211; \u30ea\u30b9\u30af\u7406\u8ad6\u518d\u8a2a\uff1a\u52d5\u7684\u30ea\u30b9\u30af\u7ba1\u7406\u306b\u5411\u3051\u3066 \/ \u65e5\u672c\u30a2\u30af\u30c1\u30e5\u30a2\u30ea\u30fc\u4f1a\u3000\u95a2\u897f\u59d4\u54e1\u4f1a\u4f8b\u4f1a\uff0c\u5927\u962a\u6885\u7530\u30a2\u30d7\u30ed\u30fc\u30ba\u30bf\u30ef\u30fc\uff0c\u5e73\u621027\u5e742\u67089\u65e5.<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-css-opacity\"\/>\n\n\n\n<h2 class=\"wp-block-heading\">2014<\/h2>\n\n\n\n<ul class=\"wp-block-list\">\n<li>&#8211; LSE-type estimation for stochastic processes with small L\u00e9vy noise \/&nbsp;<a href=\"https:\/\/m.sc.niigata-u.ac.jp\/~hirukawa\/seminar\/niigata2014_program\/program.pdf\">\u591a\u69d8\u306a\u5206\u91ce\u306b\u304a\u3051\u308b\u7d71\u8a08\u79d1\u5b66\u306e\u6559\u80b2\u30fb\u7406\u8ad6\u30fb\u5fdc\u7528\u306e\u65b0\u5c55\u958b<\/a>, \u65b0\u6f5f\u5927\u5b66\uff0c\u5e73\u621026\u5e7410\u670825\u65e5.<\/li>\n\n\n\n<li>&#8211; \u30c7\u30d5\u30a9\u30eb\u30c8\u30ea\u30b9\u30af\u306b\u5bfe\u3059\u308bGerber-Shiu\u89e3\u6790\u3068\u7d71\u8a08\u7684\u63a8\u6e2c \/&nbsp;<a href=\"http:\/\/www.jfssa.jp\/taikai\/2014\/\">\u7d71\u8a08\u95a2\u9023\u5b66\u4f1a\u9023\u5408\u5927\u4f1a2014<\/a>\uff0c\u6771\u4eac\u5927\u5b66\uff0c\u5e73\u621026\u5e749\u670816\u65e5.<\/li>\n\n\n\n<li>&#8211; Risk Theory\uff08\u7834\u7523\u7406\u8ad6\uff09\u306e\u3053\u308c\u307e\u3067\u3068\u3053\u308c\u304b\u3089 \/&nbsp;<a href=\"http:\/\/www.jarip.org\/report\/2014\/training.html\">JARIP\u7814\u7a76\u4f1a<\/a>\uff0c\u6771\u4eac\u6d77\u4e0a\u65e5\u52d5\u30d3\u30eb\u65b0\u9928\uff0c\u5e73\u621026\u5e748\u670821\u65e5.<\/li>\n\n\n\n<li>&#8211; Recent developments of &#8220;Ruin Theory&#8221; with statistical methodologies \/ \u30a2\u30af\u30c1\u30e5\u30a2\u30ea\u30fc\u30bb\u30df\u30ca\u30fc\uff0c\u65e5\u672c\u5927\u5b66\uff20\u7530\u4e2d\u7814\u7a76\u5ba4\uff0c\u5e73\u621026\u5e746\u670821\u65e5.<\/li>\n\n\n\n<li>&#8211; Estimating Gerber-Shiu functions from discretely observed L\u00e9vy driven surplus \/&nbsp;<a href=\"http:\/\/2014ime.ecnu.edu.cn\/\"><em>The 18th International congress on Insurance: Mathematics and Economics<\/em><\/a>, Shanghai, China, 10-12 July, 2014.<\/li>\n\n\n\n<li>&#8211; Threshold estimation of drift for stochastic processes with small noise \/&nbsp;<a href=\"http:\/\/ims-aprm2014.ntu.edu.tw\/Registration.php\"><em>The 3rd Institute of Mathematical Statistics Asia Pacific Rim Meeting<\/em><\/a>, Howard International House, Taipei, 2 July, 2014.<\/li>\n\n\n\n<li>&#8211; Default risk analysis with ruin theory \/ \u91d1\u878d\u6570\u7406\u304a\u3088\u3073\u5e74\u91d1\u6570\u7406\u7814\u7a76\u30bb\u30df\u30ca\u30fc\uff0c\u65e9\u7a32\u7530\u5927\u5b66\u57fa\u5e79\u7406\u5de5\u5b66\u90e8\uff0c\u5e73\u621026\u5e744\u670816\u65e5.<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-css-opacity\"\/>\n\n\n<ul class=\"wp-block-page-list\"><li class=\"wp-block-pages-list__item menu-item-home\"><a class=\"wp-block-pages-list__item__link\" href=\"http:\/\/www.shimizu.sci.waseda.ac.jp\/ys\/\">Home<\/a><\/li><li class=\"wp-block-pages-list__item\"><a class=\"wp-block-pages-list__item__link\" href=\"http:\/\/www.shimizu.sci.waseda.ac.jp\/ys\/presentations\/\">Presentations<\/a><\/li><li class=\"wp-block-pages-list__item\"><a class=\"wp-block-pages-list__item__link\" href=\"http:\/\/www.shimizu.sci.waseda.ac.jp\/ys\/publications\/\">Publications<\/a><\/li><\/ul>\n\n\n<hr class=\"wp-block-separator has-css-opacity\"\/>\n\n\n\n<h2 class=\"wp-block-heading\">2013<\/h2>\n\n\n\n<ul class=\"wp-block-list\">\n<li>&#8211; On a generalization from ruin to default in L\u00e9vy insurance risks \/ \u7d4c\u6e08\u30ea\u30b9\u30af\u306e\u7d71\u8a08\u5b66\u306e\u65b0\u5c55\u958b\uff1a\u7a00\u306a\u4e8b\u8c61\u3068\u518d\u5e30\u7684\u4e8b\u8c61\uff0c\u6771\u4eac\u5927\u5b66\u7d4c\u6e08\u5b66\u90e8\uff0c\u5e73\u621025\u5e7412\u670826\u65e5.<\/li>\n\n\n\n<li>&#8211; On a generalization from ruin to default in L\u00e9vy insurance risks \/&nbsp;<a href=\"http:\/\/noe.ism.ac.jp\/risk\/files\/2013\/10\/2013frsymp.pdf\">\u7b2c2\u56de\u91d1\u878d\u30b7\u30f3\u30dd\u30b8\u30a6\u30e0<\/a>\uff0c\u7d71\u8a08\u6570\u7406\u7814\u7a76\u6240\u3000\u30ea\u30b9\u30af\u89e3\u6790\u6226\u7565\u7814\u7a76\u30bb\u30f3\u30bf\u30fc\uff0c(\u4e00\u6a4b\u8b1b\u5802)\u3000\u5e73\u621025\u5e7411\u67086\u65e5.<\/li>\n\n\n\n<li>&#8211; \u4fdd\u967a\u6570\u7406\u306b\u304a\u3051\u308b\u96e2\u6563\u89b3\u6e2c\u30e2\u30c7\u30eb\u3068\u6700\u8fd1\u306e\u52d5\u5411 \/&nbsp;<a href=\"http:\/\/www.jfssa.jp\/taikai\/2013\/\">\u7d71\u8a08\u95a2\u9023\u5b66\u4f1a\u9023\u5408\u5927\u4f1a2013<\/a>\uff0c\u5927\u962a\u5927\u5b66\uff0c\u5e73\u621025\u5e749\u67089\u65e5.<\/li>\n\n\n\n<li>&#8211; Threshold estimation for stochastic differential equations with jumps (<em><a href=\"http:\/\/www.isi2013.hk\/en\/scientific_list_Aug_29.php#2\">Invited Paper Session: IPS076<\/a>) \/&nbsp;<a href=\"http:\/\/www.isi2013.hk\/en\/index.php\">59th ISI World Statistics Congress<\/a><\/em>, Hong Kong, 29 August, 2013.<\/li>\n\n\n\n<li>&#8211; Statistical and stochastic analysis of jumps in insurance (<em><a href=\"http:\/\/www.isi2013.hk\/en\/scientific_list_Aug_26.php#3\">Invited Paper Session: IPS016<\/a>, Organizer,&nbsp;<a href=\"https:\/\/edge.media-server.com\/m\/s\/hfdxragf\/lan\/en\/r\/1\">webcast<\/a>) \/&nbsp;<a href=\"http:\/\/www.isi2013.hk\/en\/index.php\">59th ISI World Statistics Congress<\/a><\/em>, Hong Kong, 26 August, 2013.<\/li>\n\n\n\n<li>&#8211; Edgeworth type expansion for renewal-type equations and applications to risk theory \/&nbsp;<a href=\"http:\/\/www.math.ku.dk\/~rsk789\/ime2013\/\"><em>The 17th International congress on Insurance: Mathematics and Economics<\/em><\/a>, University of Copenhagen, Denmark, 1 &#8211; 3 July, 2013.<\/li>\n\n\n\n<li>&#8211; Some statistical approaches for renewal equations in non-life insurance \/&nbsp;<a href=\"http:\/\/www.imi.kyushu-u.ac.jp\/seminars\/category\/7\">\u7d71\u8a08\u79d1\u5b66\u30bb\u30df\u30ca\u30fc<\/a>\uff0c\u4e5d\u5dde\u5927\u5b66\u3000\u30de\u30b9\u30fb\u30d5\u30a9\u30a2\u30fb\u30a4\u30f3\u30c0\u30b9\u30c8\u30ea\u7814\u7a76\u6240(\u4f0a\u90fd)\uff0c\u5e73\u621025\u5e746\u670821\u65e5.<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-css-opacity\"\/>\n\n\n\n<h2 class=\"wp-block-heading\">2012<\/h2>\n\n\n\n<ul class=\"wp-block-list\">\n<li>&#8211; Asymptotic expansion of ruin probability with applications \/&nbsp;<a href=\"http:\/\/www2.ms.u-tokyo.ac.jp\/probstat\/?page_id=136\">SART2012<\/a>, \u6771\u4eac\u5927\u5b66\u5927\u5b66\u9662\u6570\u7406\u79d1\u5b66\u7814\u7a76\u79d1(\u99d2\u5834\uff09, \u5e73\u621024\u5e7412\u670821\u65e5.<\/li>\n\n\n\n<li>&#8211; Recent developments of insurance ruin theory: Gerber-Shiu Analysis \/ \u91d1\u878d\u6570\u7406\u304a\u3088\u3073\u5e74\u91d1\u6570\u7406\u7814\u7a76\u30bb\u30df\u30ca\u30fc, \u65e9\u7a32\u7530\u5927\u5b66\u7406\u5de5\u5b66\u7814\u7a76\u6240, \u5e73\u621024\u5e7411\u670828\u65e5.<\/li>\n\n\n\n<li>&#8211; Asymptotic expansion of ruin probability under L\u00e9vy insurance risks \/&nbsp;<a href=\"http:\/\/www.sigmath.es.osaka-u.ac.jp\/~kamatani\/statseminar\/2012\/09.html\">\u7d71\u8a08\u6570\u5b66\u30bb\u30df\u30ca\u30fc<\/a>, \u6771\u4eac\u5927\u5b66\u5927\u5b66\u9662\u6570\u7406\u79d1\u5b66\u7814\u7a76\u79d1(\u99d2\u5834\uff09, \u5e73\u621024\u5e7410\u670819\u65e5.<\/li>\n\n\n\n<li>&#8211; \u30ec\u30f4\u30a3\u4fdd\u967a\u30e2\u30c7\u30eb\u306b\u304a\u3051\u308b\u7834\u7523\u30ea\u30b9\u30af\u3068\u7d71\u8a08\u7684\u63a8\u6e2c \/&nbsp;<a href=\"http:\/\/www.jfssa.jp\/taikai\/2012\/\">\u7d71\u8a08\u95a2\u9023\u5b66\u4f1a\u9023\u5408\u5927\u4f1a2012<\/a>\uff0c\u5317\u6d77\u9053\u5927\u5b66\u9ad8\u7b49\u6559\u80b2\u63a8\u9032\u6a5f\u69cb\uff0c\u5e73\u621024\u5e749\u670810\u65e5.<\/li>\n\n\n\n<li>&#8211; Asymptotic expansion of ruin probability under L\u00e9vy insurance risks,&nbsp;<em><a href=\"http:\/\/www-csfi.sigmath.es.osaka-u.ac.jp\/structure\/workshop2012\/\">WORKSHOP ON &#8220;MATHEMATICAL FINANCE AND RELATED ISSUES&#8221;<\/a>,<\/em> Kyoto, Japan, 2 &#8211; 5 Sep., 2012 (<a href=\"http:\/\/www-csfi.sigmath.es.osaka-u.ac.jp\/structure\/workshop2012\/program.html\">Program<\/a>).<\/li>\n\n\n\n<li>&#8211; Edgeworth-type expansion of ruin probability under L\u00e9vy insurance risk model \/&nbsp;<a href=\"http:\/\/www.taniguchi.sci.waseda.ac.jp\/SatelliteSympo2012.pdf\"><em>Waseda Statistical Symposium on Time Series and Related Topics<\/em><\/a>&nbsp;-A satellite meeting of IMS-APRM, Waseda University, Japan, 5 &#8211; 7 July, 2012.<\/li>\n\n\n\n<li>&#8211; Ruin-related quantities under Markov additive risk models: a matrix operator approach \/&nbsp;<a href=\"http:\/\/www.saasweb.hku.hk\/conference\/ime2012\/home.php\"><em>The 16th International congress on Insurance: Mathematics and Economics<\/em><\/a>, University of Hong Kong, 28 &#8211; 30 June, 2012.<\/li>\n\n\n\n<li>&#8211; \u7834\u7523\u30ea\u30b9\u30af\u3092\u6e2c\u308b\u4fdd\u967a\u6570\u7406\u306e\u4e16\u754c \/&nbsp;<a href=\"http:\/\/www.sigma.es.osaka-u.ac.jp\/pub\/sgk\/meeting\/index.html\">\u7523\u5b66\u4ea4\u6d41\u4f1a<\/a>\uff0c\u5927\u962a\u5927\u5b66\u5927\u5b66\u9662\u57fa\u790e\u5de5\u5b66\u7814\u7a76\u79d1\uff0c\u5e73\u621024\u5e746\u670813\u65e5.<\/li>\n\n\n\n<li>&#8211; \u4fdd\u967a\u30ea\u30b9\u30af\u30e2\u30c7\u30eb\u306b\u304a\u3051\u308b\u7834\u7523\u78ba\u7387\u306e\u6f38\u8fd1\u5c55\u958b \/&nbsp;<a href=\"http:\/\/elis.sigmath.es.osaka-u.ac.jp\/probsemi\/probsemi2012.html\">\u962a\u5927\u78ba\u7387\u8ad6\u30bb\u30df\u30ca\u30fc<\/a>\uff0c\u5927\u962a\u5927\u5b66\u5927\u5b66\u9662\u7406\u5b66\u7814\u7a76\u79d1\uff0c\u5e73\u621024\u5e745\u670822\u65e5.<\/li>\n\n\n\n<li>&#8211; \u4fdd\u967a\u6570\u7406\u3078\u306e\u6311\u6226\u3000\uff5e\u9ad8\u5fd7\u4e43\u6c34\u6b21\u90ce\u9577\u30ab\u30ca\u30c0\u3092\u5f80\u304f\uff5e \/&nbsp;<a href=\"http:\/\/www.sigmath.es.osaka-u.ac.jp\/~kano\/research\/seminar\/tokubetsu\/index.html\">\u30b7\u30b0\u30de\u7d71\u8a08\u30b3\u30ed\u30ad\u30a6\u30e0<\/a>, \u5927\u962a\u5927\u5b66\u5927\u5b66\u9662\u57fa\u790e\u5de5\u5b66\u7814\u7a76\u79d1\uff0c\u5e73\u621024\u5e744\u67089\u65e5.<\/li>\n\n\n\n<li>&#8211; Asymptotic expansion for renewal-type equations and applications in risk theory \/&nbsp;<em><a href=\"http:\/\/www.act.ulaval.ca\/actualites\/archive_des_actualites\/?tx_ttnews[year]=2012&amp;tx_ttnews[month]=01&amp;cHash=7a93e1bb18be7bf579161d61ab9a2146\">Actuarial Seminar<\/a>,<\/em> Universit\u00e9 Laval, Quebec city, Canada., 31 January, 2012.<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-css-opacity\"\/>\n\n\n\n<h2 class=\"wp-block-heading\">2011<\/h2>\n\n\n\n<ul class=\"wp-block-list\">\n<li>&#8211; Asymptotic expansion for renewal-type equations and applications in risk theory \/ <a href=\"http:\/\/www4.uwm.edu\/letsci\/math\/newsevents\/events\/upload\/Shimizu_28OCT11.pdf\"><em>Mathematical Sciences Colloquium<\/em><\/a>, University of Wisconsin-Milwaukee, Milwaukee, U.S.A., 28 October, 2011.<\/li>\n\n\n\n<li>&#8211; Asymptotic expansion for renewal-type equations and applications in risk theory \/ <a href=\"http:\/\/sas.uwaterloo.ca\/stats_navigation\/Seminars\/2011-Abstracts.shtml#shimizu\"><em>Seminar for Statistics &amp; Actuarial Science<\/em><\/a>, University of Waterloo, Waterloo, Canada, 15 September, 2011.<\/li>\n\n\n\n<li>&#8211; On estimating ruin-related quantities under L\u00e9vy insurance risks \/ <a href=\"http:\/\/www.imecongress2011.com\/\"><em>STATISTICS2011 CANADA<\/em><\/a>, Concordia University, Montreal, Canada, 1 &#8211; 4 July, 2011<\/li>\n\n\n\n<li>&#8211; Edgeworth type expansion of ruin probability under L\u00e9vy risk processes in the small loading asymptotics \/ <em>The 15th International Congress on Insurance: Mathematics and Economics,<\/em> University of Trieste, Trieste, Italy, 14 &#8211; 17 June 2011.<\/li>\n\n\n\n<li>&#8211; Asymptotic expansion of ruin probability under L\u00e9vy insurance risks \/ <em><a href=\"http:\/\/www.dms.umontreal.ca\/~morales\/seminar_main.php\">Montreal Seminar of Actuarial and Financial Mathematics<\/a>,<\/em> Concordia Univeristy, Montreal, Canada, 8 April, 2011.<\/li>\n\n\n\n<li>&#8211; Notes on estimating the probability of ruin and some generalization,\uff3b<a href=\"http:\/\/www.ms.u-tokyo.ac.jp\/~kengok\/statseminar\/2010\/06.html\">\u7d71\u8a08\u6570\u5b66\u30bb\u30df\u30ca\u30fc<\/a>, \u6771\u4eac\u5927\u5b66\u5927\u5b66\u9662\u6570\u7406\u79d1\u5b66\u7814\u7a76\u79d1(\u99d2\u5834\uff09, \u5e73\u621023\u5e741\u670819\u65e5.<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-css-opacity\"\/>\n\n\n\n<h2 class=\"wp-block-heading\">2010<\/h2>\n\n\n\n<ul class=\"wp-block-list\">\n<li>&#8211; Nonparametric estimation of the Gerber-Shiu function for L\u00e9vy insurance risks \/ <a href=\"http:\/\/www-csfi.sigmath.es.osaka-u.ac.jp\/structure\/workshop2010\/NWS2010program.html\">\u91d1\u878d\u5de5\u5b66\u30fb\u6570\u7406\u30fb\u8a08\u91cf\u30d5\u30a1\u30a4\u30ca\u30f3\u30b9\u306e\u8af8\u554f\u984c2010<\/a>, \u5927\u962a\u5e02\u4e2d\u592e\u516c\u4f1a\u5802, \u5e73\u621022\u5e7412\u67083 &#8211; 4\u65e5. <\/li>\n\n\n\n<li>&#8211; Gerber-Shiu functions and the statistical inference \/ <a href=\"http:\/\/www.kurims.kyoto-u.ac.jp\/~kyodo\/Program2010\/Sakajo_program.pdf\">\u8af8\u5206\u91ce\u3068\u306e\u5354\u50cd\u306b\u3088\u308b\u6570\u7406\u79d1\u5b66\u306e\u30d5\u30ed\u30f3\u30c6\u30a3\u30a2<\/a>, \u4eac\u90fd\u5927\u5b66\u6570\u7406\u89e3\u6790\u7814\u7a76\u6240, \u5e73\u621022\u5e7411\u670817 &#8211; 19\u65e5.<\/li>\n\n\n\n<li>&#8211; Gerber-Shiu functions and the statistical inference \/ <a href=\"http:\/\/www.e.yamagata-u.ac.jp\/~tkato\/symposium\/\">\u7d71\u8a08\u30e2\u30c7\u30eb\u306b\u3088\u308b\u73fe\u8c61\u306e\u89e3\u6790\uff0c\u4e26\u3073\u306b\uff0c\u305d\u306e\u57fa\u790e\u7406\u8ad6<\/a>, \u5c71\u5f62\u30c6\u30eb\u30b5, \u5e73\u621022\u5e7410\u670821 &#8211; 23\u65e5.<\/li>\n\n\n\n<li>&#8211; Nonparametric estimation of the Gerber-Shiu function for the risk process perturbed by diffusion \/ <a href=\"http:\/\/www-csfi.sigmath.es.osaka-u.ac.jp\/structure\/workshop2010\/index.html\"><em>WORKSHOP ON &#8220;MATHEMATICAL FINANCE AND RELATED ISSUES&#8221;<\/em><\/a>, Kyoto, Japan, 12 &#8211; 15 Sep., 2010 (<a href=\"http:\/\/www-csfi.sigmath.es.osaka-u.ac.jp\/structure\/workshop2010\/program.html\">Program<\/a>).<\/li>\n\n\n\n<li>&#8211; \u6442\u52d5\u30ea\u30b9\u30af\u30e2\u30c7\u30eb\u306b\u5bfe\u3059\u308b\u671f\u5f85\u5272\u5f15\u7f70\u5247\u95a2\u6570\u306e\u63a8\u5b9a \/ <a href=\"http:\/\/www.jfssa.jp\/taikai\/2010\/\">2010\u5e74\u7d71\u8a08\u95a2\u9023\u5b66\u4f1a\u9023\u5408\u5927\u4f1a,<\/a>&nbsp;\u65e9\u7a32\u7530\u5927\u5b66, \u5e73\u621022\u5e749\u67085 &#8211; 8\u65e5.<\/li>\n\n\n\n<li>&#8211; Brief Introduction to Risk Theory &#8211; with future statistical issues- \/ <a href=\"http:\/\/www.stat.t.u-tokyo.ac.jp\/~sei\/YSG2010\/\">\u7d71\u8a08\u30b5\u30de\u30fc\u30bb\u30df\u30ca\u30fc2010<\/a>,\u3000\u4f0a\u8c46\u9577\u5ca1\u30db\u30c6\u30eb\u30b5\u30f3\u30d0\u30ec\u30fc\u5bcc\u58eb\u898b, \u5e73\u621022\u5e748\u67081- 4\u65e5.<\/li>\n\n\n\n<li>&#8211; Nonparametric estimation of the Gerber-Shiu function for the risk process perturbed by diffusion \/ <a href=\"http:\/\/www.fields.utoronto.ca\/programs\/scientific\/09-10\/IME2010\/\"><em>The 14th International Congress on Insurance : Mathematics and Economics<\/em><\/a>, Toronto, Canada, 17 &#8211; 19 June, 2010 (<a href=\"http:\/\/www.fields.utoronto.ca\/programs\/scientific\/09-10\/IME2010\/program_IME_final3.pdf\">Program<\/a>).<\/li>\n\n\n\n<li>&#8211; Estimation of parameters for discretely observed diffusion processes with a variety of rates for information \/ \u7d71\u8a08\u7684\u63a8\u6e2c\u6cd5\u306e\u767a\u5c55\u3068\u5fdc\u7528, \u5e83\u5cf6\u5927\u5b66\uff0c\u5e73\u621022\u5e743\u670816 &#8211; 17\u65e5.<\/li>\n\n\n\n<li>&#8211; Estimation of parameters for discretely observed diffusion processes with a variety of rates for information \/ <a href=\"workshop\/sasi2010.html\"><em>Stochastic Analysis and Statistical Inference V<\/em><\/a>, University of Tokyo, 22 &#8211; 23 Feb., 2010.<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-css-opacity\"\/>\n\n\n\n<h2 class=\"wp-block-heading\">2009<\/h2>\n\n\n\n<ul class=\"wp-block-list\">\n<li>&#8211; Quadratic type contrast functions for discretely observed non-ergodic diffusion processes \/ <a href=\"http:\/\/www.mathematik.hu-berlin.de\/~mai\/dynstoch09\/DynStoch09.html\"><em>DYNSTOCH 2009 (Statistical Methods for Dynamical Stochastic Models<\/em><\/a>, Berlin, Germany, 8 &#8211; 10 Oct., 2009.<\/li>\n\n\n\n<li>&#8211; \u975e\u30a8\u30eb\u30b4\u30fc\u30c9\u7684\u904e\u7a0b\u306e\u96e2\u6563\u89b3\u6e2c\u63a8\u5b9a\u306b\u3064\u3044\u3066 \/ <a href=\"http:\/\/www.math.sci.osaka-u.ac.jp\/msj2009\/\">\u65e5\u672c\u6570\u5b66\u4f1a\u3000\u79cb\u5b63\u7dcf\u5408\u5206\u79d1\u4f1a<\/a>, \u5927\u962a\u5927\u5b66, \u5e73\u621021\u5e749\u670824 &#8211; 27\u65e5(<a href=\"http:\/\/www.math.sci.osaka-u.ac.jp\/msj2009\/2009Osaka_program.pdf\">Program<\/a>). <\/li>\n\n\n\n<li>&#8211; \u975e\u518d\u5e30\u7684OU\u904e\u7a0b\u306b\u5bfe\u3059\u308b\u96e2\u6563\u89b3\u6e2c\u63a8\u5b9a\u306b\u3064\u3044\u3066 \/ <a href=\"http:\/\/www.jfssa.jp\/taikai\/2009\/\">2009\u5e74\u7d71\u8a08\u95a2\u9023\u5b66\u4f1a\u9023\u5408\u5927\u4f1a<\/a>, \u540c\u5fd7\u793e\u5927\u5b66, \u5e73\u621021\u5e749\u67086 &#8211; 7\u65e5(<a href=\"http:\/\/www.jfssa.jp\/taikai\/2009\/program\/program.html\">Program<\/a>,&nbsp;<a href=\"https:\/\/www.conference-issjp.com\/upload\/upload_date.php?id=00039\">\u5831\u544a\u96c6<\/a>). <\/li>\n\n\n\n<li>&#8211; \u7834\u7523\u78ba\u7387\u8a55\u4fa1\u3068\u7d71\u8a08\u7684\u63a8\u6e2c\u8ad6 \/ <a href=\"http:\/\/www.es.osaka-u.ac.jp\/news\/657.html\">\u57fa\u790e\u5de5\u5b66\u90e8\u8ac7\u8a71\u4f1a &#8220;\u91d1\u878d\u30fb\u4fdd\u967a\u306b\u95a2\u308f\u308b\u6570\u7406\u79d1\u5b66\u306e\u767a\u5c55&#8221;<\/a>, \u5927\u962a\u5927\u5b66, \u5e73\u621021\u5e742\u670824\u65e5. <\/li>\n\n\n\n<li>&#8211; Parametric inference for non-ergodic diffusion processes \/ <em>Workshop &#8220;<a href=\"http:\/\/www.ms.u-tokyo.ac.jp\/~nakahiro\/komaba19\/komaba210218.htm\">Stochastic Analysis and Statistical Inference IV<\/a>&#8220;<\/em>, Tokyo, Japan, 18 &#8211; 19 Feb., 2009.<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-css-opacity\"\/>\n\n\n\n<h2 class=\"wp-block-heading\">2008<\/h2>\n\n\n\n<ul class=\"wp-block-list\">\n<li>&#8211; A numerical method to select the jump-detection filter for sampled jump-diffusion processes \/ <a href=\"http:\/\/jasp.ism.ac.jp\/~iasc2008\/index.html\"><em>IASC2008: International Association of Statistical Computing<\/em><\/a>, Yokohama, Japan, 5 &#8211; 8 Dec. 2008 (<a href=\"http:\/\/jasp.ism.ac.jp\/~iasc2008\/program.html\">Program<\/a>).<\/li>\n\n\n\n<li>&#8211; Threshold selection in jump-discriminant filters for infinite activity jump-diffusion models \/ <em>Workshop &#8220;Stochastic Analysis and Statistical Inference III&#8221;,<\/em> Tokyo, Japan, 26 &#8211; 27 Nov., 2008 (<a href=\"http:\/\/www.ism.ac.jp\/~nisiyama\/program0811.pdf\">Program<\/a>).<\/li>\n\n\n\n<li>&#8211; Model selection for Levy measures in jump-diffusions by Quasi-Information Criteria (\u7279\u5225\u8b1b\u6f14) \/ <a href=\"http:\/\/mathsoc.jp\/meeting\/titech08sept\/\">\u65e5\u672c\u6570\u5b66\u4f1a\u30fb2008\u5e74\u5ea6\u79cb\u5b63\u7dcf\u5408\u5206\u79d1\u4f1a<\/a>, \u6771\u4eac\u5de5\u696d\u5927\u5b66\uff08\u5927\u5ca1\u5c71\uff09, \u5e73\u621020\u5e749\u670824\uff0d27\u65e5, (<a href=\"http:\/\/mathsoc.jp\/meeting\/titech08sept\/2008aki-prog.pdf\">Program<\/a>). <\/li>\n\n\n\n<li>&#8211; A practical threshold estimation for jump processes \/ <a href=\"http:\/\/www-csfi.sigmath.es.osaka-u.ac.jp\/structure\/workshop2008\/index.html\"><em>Finance and related mathematical and statistical issues<\/em><\/a>, Kyoto, Japan, 3 &#8211; 6 Sept., 2008 (<a href=\"http:\/\/www-csfi.sigmath.es.osaka-u.ac.jp\/structure\/workshop2008\/program.html\">Program<\/a>).<\/li>\n\n\n\n<li>&#8211; Estimation of adjustment coefficients for discretely observed risk processes perturbed by diffusions \/ <a href=\"http:\/\/ime2008.sem.tsinghua.edu.cn\/index.jsp\"><em>The 12th International Congress on Insurance: Mathematics and Economics<\/em><\/a>, Dalian, China, 16 &#8211; 18 July, 2008 (<a href=\"http:\/\/ime2008.sem.tsinghua.edu.cn\/page\/Programme.jsp\">Program<\/a>).<\/li>\n\n\n\n<li>&#8211; Ruin probability estimates for risk processes perturbed by diffusions \/ <em><a href=\"http:\/\/www.ism.ac.jp\/~nisiyama\/program0802.pdf\">Workshop &#8220;Stochastic Analysis and Statistical Inference II<\/a>&#8220;<\/em>, \u6771\u4eac\u5927\u5b66\u5927\u5b66\u9662\u6570\u7406\u79d1\u5b66\u7814\u7a76\u79d1(\u99d2\u5834\uff09, \u5e73\u621020\u5e742\u670818\u65e5.<\/li>\n\n\n\n<li> &#8211; Implementation of a jump-detection method and applications to real markets \/ <a href=\"http:\/\/www.ms.u-tokyo.ac.jp\/~kengok\/statseminar\/2007\/16.html\">\u7d71\u8a08\u6570\u5b66\u30bb\u30df\u30ca\u30fc<\/a>, \u6771\u4eac\u5927\u5b66\u5927\u5b66\u9662\u6570\u7406\u79d1\u5b66\u7814\u7a76\u79d1(\u99d2\u5834\uff09, \u5e73\u621020\u5e741\u670816\u65e5. <\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-css-opacity\"\/>\n\n\n\n<h2 class=\"wp-block-heading\">2007<\/h2>\n\n\n\n<ul class=\"wp-block-list\">\n<li>&#8211; Detection of jumps of simple jump-diffusions from finite samples \/ <a href=\"http:\/\/www-csfi.sigmath.es.osaka-u.ac.jp\/seminar_report\/nakanoshima2006.html\">\u91d1\u878d\u5de5\u5b66\u30fb\u6570\u7406\u30fb\u8a08\u91cf\u30d5\u30a1\u30a4\u30ca\u30f3\u30b9\u306e\u8af8\u554f\u984c2007<\/a>, \u5927\u962a\u5927\u5b66, \u4e2d\u4e4b\u5cf6\u30bb\u30f3\u30bf\u30fc, \u5e73\u621019\u5e7412\u67081-2\u65e5. <\/li>\n\n\n\n<li>&#8211; Functional estimation for Levy measures of semimartingales with Poissonian jumps \/ <em><a href=\"http:\/\/www.ism.ac.jp\/~nisiyama\/program0711.pdf\">Stochastic Analysis and Statistical Inference<\/a>,<\/em> The University of Tokyo, 29-30 November 2007.<\/li>\n\n\n\n<li>&#8211; Semiparametric Estimation of Levy Characteristics in Jump-Diffusion Models from Sampled Data \/ <em>The 9th Japan-China Symposium on Statistics, Hokkaido University, 25-28 September<\/em> 2007 (<a href=\"http:\/\/isw.main.eng.hokudai.ac.jp\/jcstat07\/program070919.pdf\">Program<\/a>).<\/li>\n\n\n\n<li>&#8211; Asymptotic Inference for Stochastic Differential Equations with Jumps from Discrete Observations and Some Practical Approaches, \u90a6\u984c\uff1a\u98db\u8e8d\u578b\u78ba\u7387\u5fae\u5206\u65b9\u7a0b\u5f0f\u306b\u5bfe\u3059\u308b\u96e2\u6563\u7684\u89b3\u6e2c\u306b\u3088\u308b\u6f38\u8fd1\u63a8\u6e2c\u7406\u8ad6\uff0c\u53ca\u3073\u305d\u306e\u5b9f\u969b\u7684\u65b9\u6cd5 \/ \u535a\u58eb\u8ad6\u6587\u5be9\u67fb\u4f1a\uff0c\u6771\u4eac\u5927\u5b66\u5927\u5b66\u9662\u6570\u7406\u79d1\u5b66\u7814\u7a76\u79d1\uff0c\u5e73\u621019\u5e749\u670819\u65e5. <\/li>\n\n\n\n<li>&#8211; \u98db\u8e8d\u578b\u30bb\u30df\u30de\u30eb\u30c1\u30f3\u30b2\u30fc\u30eb\u306b\u304a\u3051\u308b\u30ec\u30f4\u30a3\u6e2c\u5ea6\u6c4e\u95a2\u6570\u306e\u63a8\u5b9a \/ <a href=\"http:\/\/www.jfssa.jp\/taikai\/2007\/\">2007\u5e74\u7d71\u8a08\u95a2\u9023\u5b66\u4f1a\u9023\u5408\u5927\u4f1a<\/a>, \u795e\u6238\u5927\u5b66, \u5e73\u621019\u5e749\u67086-9\u65e5,&nbsp;<a href=\"http:\/\/www.jss.gr.jp\/ja\/society\/prize_biog.html\"><strong><mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-vivid-red-color\"><em>\u7b2c21\u56de\u65e5\u672c\u7d71\u8a08\u5b66\u4f1a\u5c0f\u5ddd\u7814\u7a76\u5968\u52b1\u8cde<\/em><\/mark><\/strong><\/a><a href=\"http:\/\/www.jss.gr.jp\/ja\/PDF\/K133.pdf\">(\u4f1a\u5831 pp. 13 &#8211; 14<\/a>).<\/li>\n\n\n\n<li>&#8211; Semiparametric estimation of Levy characteristics for semimartingales with jumps from discrete observations \/ \u65e5\u9732\u5171\u540c\u7814\u7a76\u30d7\u30ed\u30b8\u30a7\u30af\u30c8\u300c<a href=\"http:\/\/www.sigmath.es.osaka-u.ac.jp\/~uchida\/Sympo\/handai07\/prog07.html\">\u78ba\u7387\u7684\u8907\u96d1\u7cfb\u306b\u5bfe\u3059\u308b\u6f38\u8fd1\u7406\u8ad6\u3068\u305d\u306e\u5fdc\u7528\u306e\u7814\u7a76<\/a>\u300d, \u5927\u962a\u5927\u5b66, \u5e73\u621019\u5e748\u67089\u65e5. <\/li>\n\n\n\n<li>&#8211; \u30b8\u30e3\u30f3\u30d7\u578b\u78ba\u7387\u5fae\u5206\u65b9\u7a0b\u5f0f\u306e\u6709\u9650\u6a19\u672c\u306b\u3088\u308b\u30b8\u30e3\u30f3\u30d7\u306e\u691c\u51fa\u3068\u7d71\u8a08\u7684\u63a8\u6e2c \/ <a href=\"http:\/\/www.e.u-tokyo.ac.jp\/cirje\/research\/workshops\/stateng\/stateng2007.html\">\u5fdc\u7528\u7d71\u8a08\u30ef\u30fc\u30af\u30b7\u30e7\u30c3\u30d7(\u7b2c4\u56de)<\/a>, \u6771\u4eac\u5927\u5b66\u7d4c\u6e08\u5b66\u90e8,  \u5e73\u621019\u5e745\u670811\u65e5. <\/li>\n\n\n\n<li><span style=\"box-sizing: border-box; margin: 0px; padding: 0px;\">&#8211; A practical approach to the inference for jump-diffusions from finite samples \/&nbsp;<a href=\"http:\/\/www.univ-lemans.fr\/sciences\/statist\/liens\/activites\/Workshop\/saps6\/saps6.html\" target=\"_blank\"><em>Statistique Asymptotique des Processus Stochastiques<\/em><\/a>, Universit\u00e9 du L\u00e9man, 21 &#8211; 23 March 2007.<\/span><\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-css-opacity\"\/>\n\n\n\n<h2 class=\"wp-block-heading\">2006<\/h2>\n\n\n\n<ul class=\"wp-block-list\">\n<li>&#8211; Statistical inference for diffusion processes with jumps from sampled data \/ <a href=\"http:\/\/www-csfi.sigmath.es.osaka-u.ac.jp\/seminar_report\/nakanoshima2006.html\">\u91d1\u878d\u5de5\u5b66\u30fb\u6570\u7406\u30fb\u8a08\u91cf\u30d5\u30a1\u30a4\u30ca\u30f3\u30b9\u306e\u8af8\u554f\u984c2006<\/a>, \u5927\u962a\u5927\u5b66, \u4e2d\u4e4b\u5cf6\u30bb\u30f3\u30bf\u30fc, \u5e73\u621018\u5e7412\u67088 &#8211; 9\u65e5. <\/li>\n\n\n\n<li>&#8211; Functional estimation of Levy measure for jump-type processes \/ <a href=\"http:\/\/www.ms.u-tokyo.ac.jp\/~kengok\/statseminar\/2006\/14.html\">\u7d71\u8a08\u6570\u5b66\u30bb\u30df\u30ca\u30fc<\/a>, \u6771\u4eac\u5927\u5b66\u5927\u5b66\u9662\u6570\u7406\u79d1\u5b66\u7814\u7a76\u79d1(\u99d2\u5834\uff09, \u5e73\u621018\u5e7411\u670817\u65e5. <\/li>\n\n\n\n<li>&#8211; Nonparametric estimation of functionals of Levy measures for jump-type processes \/ <em>General Seminar of the Department of Probability Theory,<\/em> Moscow State University,\u300027th Sept. 2006.<\/li>\n\n\n\n<li>&#8211; \u30b8\u30e3\u30f3\u30d7\u578b\u78ba\u7387\u904e\u7a0b\u306b\u304a\u3051\u308b\u96e2\u6563\u89b3\u6e2c\u306b\u3088\u308b\u30b8\u30e3\u30f3\u30d7\u691c\u51fa\u6cd5 \/ <a href=\"http:\/\/www.jfssa.jp\/taikai\/2006\/\">2006\u5e74\u7d71\u8a08\u95a2\u9023\u5b66\u4f1a\u9023\u5408\u5927\u4f1a<\/a>, \u6771\u5317\u5927\u5b66\u3000\u5e73\u621018\u5e749\u67086\u65e5. <\/li>\n\n\n\n<li>&#8211; A practical approach to the inference for jump-processes from finite samples  \/ \u65e5\u9732\u5171\u540c\u7814\u7a76\u30d7\u30ed\u30b8\u30a7\u30af\u30c8\u96c6\u4f1a\u300c<a href=\"http:\/\/home.hiroshima-u.ac.jp\/~wakaki\/program0608.html\">\u78ba\u7387\u7684\u30e2\u30c7\u30eb\u306b\u5bfe\u3059\u308b\u6f38\u8fd1\u7406\u8ad6\u3068\u305d\u306e\u5fdc\u7528<\/a>\u300d \u5e83\u5cf6\u5927\u5b66, \u5e73\u621018\u5e748\u67088\u65e5. <\/li>\n\n\n\n<li>&#8211; \u6570\u5b66\u3067\u660e\u65e5\u306f\u898b\u3048\u307e\u3059\u304b\uff1f\uff5e\u6570\u7406\u79d1\u5b66\u3068\u672a\u6765\u4e88\u6e2c\uff5e \/ <a href=\"http:\/\/www.koshi-h.ed.jp\/gyouji\/shinro-kyoyokoza\/h18-3nen-koza\/h18-3nen-kyoyokoza5.htm\">\u9032\u8def\u6c7a\u5b9a\u306e\u305f\u3081\u306e\u6559\u990a\u8b1b\u5ea7<\/a>, \u798f\u4e95\u770c\u7acb\u9ad8\u5fd7\u9ad8\u7b49\u5b66\u6821, \u5e73\u621018\u5e746\u670823\u65e5. <\/li>\n\n\n\n<li>&#8211; The practical inference for some jump-type processes from sampled data \/ \u91d1\u878d\u5de5\u5b66\u30bb\u30df\u30ca\u30fc, \u5e83\u5cf6\u5927\u5b66\u91d1\u878d\u5de5\u5b66\u30d7\u30ed\u30b8\u30a7\u30af\u30c8\u7814\u7a76\u30bb\u30f3\u30bf\u30fc, \u5e73\u621018\u5e743\u670814\u65e5. <\/li>\n\n\n\n<li>&#8211; The practical inference for some jump-type processes from sampled data \/ <em><a href=\"http:\/\/www.ms.u-tokyo.ac.jp\/~nakahiro\/komaba2005\/coe2-180220.htm\">Theory and Practice of Statistical Inference for Stochastic Differential Equations II<\/a>,<\/em> Graduate School of Mathematical Science,\u3000Room 123\u300020 Feb. 2006.<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-css-opacity\"\/>\n\n\n\n<h2 class=\"wp-block-heading\">2005<\/h2>\n\n\n\n<ul class=\"wp-block-list\">\n<li>&#8211; \u4fdd\u967a\u6570\u7406\u3068\u30de\u30eb\u30c1\u30f3\u30b2\u30fc\u30eb\u7406\u8ad6\uff0c\u53ca\u3073\u7d71\u8a08\u7684\u63a8\u6e2c \/ <a href=\"http:\/\/www.ism.ac.jp\/meetings\/openforumOct03-2.html#se6\">ISM\u30aa\u30fc\u30d7\u30f3\u30d5\u30a9\u30fc\u30e9\u30e0<\/a>, \u7b2c6\u30b7\u30ea\u30fc\u30ba \uff5e\u7d71\u8a08\u79d1\u5b66\u3068\u4fdd\u967a\u306e\u63a5\u70b9\uff5e, \u7d71\u8a08\u6570\u7406\u7814\u7a76\u6240, \u5e73\u621017\u5e7412\u670822\u65e5. <\/li>\n\n\n\n<li>&#8211; \u96e2\u6563\u89b3\u6e2c\u3055\u308c\u308b\u30b8\u30e3\u30f3\u30d7\u578b\u78ba\u7387\u904e\u7a0b\u306e\u30b8\u30e3\u30f3\u30d7\u691c\u51fa\u6cd5 \/ <a href=\"http:\/\/www.ms.u-tokyo.ac.jp\/~nakahiro\/komaba2005\/sympo17top.htm\">\u78ba\u7387\u7d71\u8a08\u5b66\u306b\u304a\u3051\u308b\u6f38\u8fd1\u7684\u65b9\u6cd5<\/a>, \u6771\u4eac\u5927\u5b66\u5927\u5b66\u9662\u6570\u7406\u79d1\u5b66\u7814\u7a76\u79d1(\u99d2\u5834), \u5e73\u621017\u5e7412\u67087\u65e5. <\/li>\n\n\n\n<li>&#8211; \u96e2\u6563\u89b3\u6e2c\u3055\u308c\u308b\u30b8\u30e3\u30f3\u30d7\u578b\u78ba\u7387\u904e\u7a0b\u306e\u30b8\u30e3\u30f3\u30d7\u691c\u51fa\u6cd5 \/ <a href=\"http:\/\/www.ms.u-tokyo.ac.jp\/~kengok\/statseminar\/2005\/12.html\">\u7d71\u8a08\u6570\u5b66\u30bb\u30df\u30ca\u30fc<\/a>, \u6771\u4eac\u5927\u5b66\u5927\u5b66\u9662\u6570\u7406\u79d1\u5b66\u7814\u7a76\u79d1(\u99d2\u5834), \u5e73\u621017\u5e7411\u670824\u65e5. <\/li>\n\n\n\n<li>&#8211; \u30b8\u30e3\u30f3\u30d7\u578b\u62e1\u6563\u904e\u7a0b\u306b\u304a\u3051\u308b\u30b8\u30e3\u30f3\u30d7\u90e8\u5206\u306e\u30e2\u30c7\u30eb\u9078\u629e \/ <a href=\"http:\/\/www.jfssa.jp\/taikai\/2005\/\">2005\u5e74\u7d71\u8a08\u95a2\u9023\u5b66\u4f1a\u9023\u5408\u5927\u4f1a,<\/a>&nbsp;\u5e83\u5cf6\u5927\u5b66, \u5e73\u621017\u5e749\u670814\u65e5. <\/li>\n\n\n\n<li>&#8211; \u4fdd\u967a\u6570\u5b66\u3068\u7d71\u8a08\u7684\u8af8\u554f\u984c \/ <a href=\"http:\/\/www.math.kyushu-u.ac.jp\/stat\/ysg05\/\">\u7d71\u8a08\u30b5\u30de\u30fc\u30bb\u30df\u30ca\u30fc2005<\/a>, \u4e5d\u91cd\u5171\u540c\u7814\u4fee\u6240(\u5927\u5206), \u5e73\u621017\u5e748\u67087\u65e5. <\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-css-opacity\"\/>\n\n\n\n<h2 class=\"wp-block-heading\">2004<\/h2>\n\n\n\n<ul class=\"wp-block-list\">\n<li>&#8211; Model selection for Levy charactersitics in discretely observed jump-diffuion models from the aspect of information criteria \/ <a href=\"http:\/\/www.ms.u-tokyo.ac.jp\/~nakahiro\/sympo16\/sympo16.htm\">\u7d71\u8a08\u7684\u6f38\u8fd1\u7406\u8ad6,<\/a>&nbsp;\u6771\u4eac\u5927\u5b66\u5927\u5b66\u9662\u6570\u7406\u79d1\u5b66\u7814\u7a76\u79d1(\u99d2\u5834), \u5e73\u621016\u5e7411\u670816\u65e5. <\/li>\n\n\n\n<li>&#8211; \u7121\u9650\u30b8\u30e3\u30f3\u30d7\u578b\u62e1\u6563\u904e\u7a0b\u306e\u96e2\u6563\u89b3\u6e2c\u306b\u3088\u308b\u30d1\u30e9\u30e1\u30fc\u30bf\u63a8\u5b9a \/ <a href=\"http:\/\/www.jfssa.jp\/taikai\/2004\/\">2004\u5e74\u7d71\u8a08\u95a2\u9023\u5b66\u4f1a\u9023\u5408\u5927\u4f1a,<\/a>&nbsp;\u5bcc\u58eb\u5927\u5b66 \u5e73\u621016\u5e749\u67084\u65e5,&nbsp;<strong><em><mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-vivid-red-color\">\u30b3\u30f3\u30da\u30bb\u30c3\u30b7\u30e7\u30f3\u512a\u79c0\u5831\u544a\u8cde<\/mark><\/em><\/strong>(<a href=\"http:\/\/www.jss.gr.jp\/ja\/PDF\/K121.pdf\">\u4f1a\u5831 pp.16 &#8211; 17<\/a>)\uff3d<\/li>\n\n\n\n<li>&#8211; (\u7121\u9650)\u30b8\u30e3\u30f3\u30d7\u578b\u62e1\u6563\u904e\u7a0b\u306e\u30d1\u30e9\u30e1\u30c8\u30ea\u30c3\u30af\u63a8\u5b9a\u306b\u3064\u3044\u3066 \/ <a href=\"http:\/\/home.hiroshima-u.ac.jp\/kmaekawa\/seminar_past.html\">\u91d1\u878d\u5de5\u5b66\u30bb\u30df\u30ca\u30fc<\/a>, \u5e83\u5cf6\u5927\u5b66\u91d1\u878d\u5de5\u5b66\u30d7\u30ed\u30b8\u30a7\u30af\u30c8\u7814\u7a76\u30bb\u30f3\u30bf\u30fc, \u5e73\u621016\u5e747\u670816\u65e5. <\/li>\n\n\n\n<li>&#8211; \u96e2\u6563\u89b3\u6e2c\u3055\u308c\u308b\u30b8\u30e3\u30f3\u30d7\u578b\u62e1\u6563\u904e\u7a0b\u306e\u30d1\u30e9\u30e1\u30c8\u30ea\u30c3\u30af\u63a8\u5b9a\u306b\u3064\u3044\u3066 \/ <a href=\"http:\/\/www.stat.t.u-tokyo.ac.jp\/stabst04\/st0407-j.html\">\u7d71\u8a08\u8f2a\u8b1b<\/a>, \u6771\u4eac\u5927\u5b66\u5927\u5b66\u9662\u7d4c\u6e08\u5b66\u7814\u7a76\u79d1 \u7d4c\u6e08\u5b66\u90e8\u65b0\u68df\uff13\u968e\u7b2c\uff13\u6559\u5ba4, \u5e73\u621016\u5e745\u670818\u65e5. <\/li>\n\n\n\n<li>&#8211; \u96e2\u6563\u89b3\u6e2c\u3055\u308c\u308b\u30b8\u30e3\u30f3\u30d7\u578b\u62e1\u6563\u904e\u7a0b\u306e\u30ce\u30f3\u30d1\u30e9\u30e1\u30c8\u30ea\u30c3\u30af\u63a8\u5b9a\u306b\u3064\u3044\u3066 \/ <a href=\"http:\/\/www.kier.kyoto-u.ac.jp\/coe21\/workshop\/2004\/Mar\/nonparametric-2004.3.27,28.html\">\u30ce\u30f3\u30d1\u30e9\u30e1\u30c8\u30ea\u30c3\u30af\u30fb\u30bb\u30df\u30d1\u30e9\u30e1\u30c8\u30ea\u30c3\u30af\u6cd5\u3092\u7528\u3044\u305f\u7d71\u8a08\u89e3\u6790\u7406\u8ad6\u3068\u305d\u306e\u5b66\u969b\u7684\u5fdc\u7528<\/a>, \u4eac\u90fd\u5927\u5b66- \u7d4c\u6e08\u7814\u7a76\u6240(\u7d2b\u862d\u4f1a\u9928), \u5e73\u621016\u5e743\u670827\u65e5. <\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-css-opacity\"\/>\n\n\n\n<h2 class=\"wp-block-heading\">2003<\/h2>\n\n\n\n<ul class=\"wp-block-list\">\n<li>&#8211; M-estimation for discretely observed ergodic diffusion processes with infinite jumps \/ <a href=\"http:\/\/home.hiroshima-u.ac.jp\/wakaki\/program.html\">\u6f38\u8fd1\u5c55\u958b2003<\/a>, \u5e83\u5cf6\u56fd\u969b\u5927\u5b66\u56fd\u969b\u6559\u80b2\u30bb\u30f3\u30bf\u30fc, \u5e73\u621015\u5e7412\u670816\u65e5. <\/li>\n\n\n\n<li>&#8211; Density type estimation of Levy measures for discretely observed diffusion processes with jumps \/ <a href=\"http:\/\/www.stat.t.u-tokyo.ac.jp\/stabst03\/st0332-j.html\">\u7d71\u8a08\u8f2a\u8b1b<\/a>, \u6771\u4eac\u5927\u5b66\u5927\u5b66\u9662\u7d4c\u6e08\u5b66\u7814\u7a76\u79d1 \u7d4c\u6e08\u5b66\u90e8\u65b0\u68df\uff13\u968e\u7b2c\uff13\u6559\u5ba4, \u5e73\u621015\u5e7411\u67084\u65e5. <\/li>\n\n\n\n<li>&#8211; Nonparametric Estimation of Diffusion Processes with Jumps by the Method of Nearest Neighbors \/ <a href=\"http:\/\/www.ms.u-tokyo.ac.jp\/~kengok\/statseminar\/2003\/04.html\">\u7d71\u8a08\u6570\u5b66\u30bb\u30df\u30ca\u30fc<\/a>, \u6771\u4eac\u5927\u5b66\u5927\u5b66\u9662\u6570\u7406\u79d1\u5b66\u7814\u7a76\u79d1(\u99d2\u5834), \u5e73\u621015\u5e7410\u67089\u65e5. <\/li>\n\n\n\n<li>&#8211; \u96e2\u6563\u89b3\u6e2c\u3055\u308c\u308b\u30b8\u30e3\u30f3\u30d7\u578b\u62e1\u6563\u904e\u7a0b\u306b\u304a\u3051\u308b\u30ec\u30f4\u30a3\u6e2c\u5ea6\u306e\u5bc6\u5ea6\u63a8\u5b9a \/ <a href=\"http:\/\/www.soec.nagoya-u.ac.jp\/htm\/staff\/nemoto\/gakkai\/\">2003\u5e74\u7d71\u8a08\u95a2\u9023\u5b66\u4f1a\u9023\u5408\u5927\u4f1a<\/a>, \u660e\u661f\u5927\u5b66, \u5e73\u621015\u5e749\u67085\u65e5. <\/li>\n\n\n\n<li>&#8211; Estimation of Diffusion Processes with Jumps from Discrete Observations \/ <a href=\"http:\/\/www.soec.nagoya-u.ac.jp\/htm\/staff\/nemoto\/gakkai\/\">2003\u5e74\u7d71\u8a08\u95a2\u9023\u5b66\u4f1a\u9023\u5408\u5927\u4f1a<\/a>, \u660e\u661f\u5927\u5b66, \u5e73\u621015\u5e749\u67082\u65e5. <\/li>\n\n\n\n<li>&#8211; Inference of Diffusion Processes (with Jumps) from Discrete Observations \/ <a href=\"http:\/\/isw.main.eng.hokudai.ac.jp\/~sakurai\/ysg_summer2003\/index2.html\">\u7d71\u8a08\u30b5\u30de\u30fc\u30bb\u30df\u30ca\u30fc2003<\/a>, \u767b\u5225\u30d7\u30ea\u30f3\u30b9\u30db\u30c6\u30eb\u77f3\u6c34\u4ead, \u5e73\u621015\u5e747\u670831\u65e5. <\/li>\n\n\n\n<li>&#8211; Density Type Estimation of Levy measures for Discretely Observed Diffusion Processes with jumps \/ <a href=\"http:\/\/www.ms.u-tokyo.ac.jp\/~kengok\/statseminar\/2003\/00.html\">\u7d71\u8a08\u6570\u5b66\u30bb\u30df\u30ca\u30fc(Seminar on Probability and Statistics)<\/a>, University of Tokyo, April 24, 2003. <\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-css-opacity\"\/>\n\n\n\n<h2 class=\"wp-block-heading\">2002<\/h2>\n\n\n\n<ul class=\"wp-block-list\">\n<li>&#8211; Estimation of Parameters for Diffusion Processes with Jumps from Discrete Observations \/ <a href=\"http:\/\/www.ms.u-tokyo.ac.jp\/~nakahiro\/sympo14\/asyexp14\">\u6f38\u8fd1\u5c55\u958b (Zenkin Tenkai)<\/a>, University of Tokyo, December 4, 2002.<\/li>\n<\/ul>\n\n\n\n<hr class=\"wp-block-separator has-css-opacity\"\/>\n\n\n<ul class=\"wp-block-page-list\"><li class=\"wp-block-pages-list__item menu-item-home\"><a class=\"wp-block-pages-list__item__link\" href=\"http:\/\/www.shimizu.sci.waseda.ac.jp\/ys\/\">Home<\/a><\/li><li class=\"wp-block-pages-list__item\"><a class=\"wp-block-pages-list__item__link\" href=\"http:\/\/www.shimizu.sci.waseda.ac.jp\/ys\/presentations\/\">Presentations<\/a><\/li><li class=\"wp-block-pages-list__item\"><a class=\"wp-block-pages-list__item__link\" href=\"http:\/\/www.shimizu.sci.waseda.ac.jp\/ys\/publications\/\">Publications<\/a><\/li><\/ul>","protected":false},"excerpt":{"rendered":"<p>2026 2025 2024 2023 2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005  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