{"id":1029,"date":"2021-12-27T15:34:13","date_gmt":"2021-12-27T06:34:13","guid":{"rendered":"https:\/\/www.shimizu.sci.waseda.ac.jp\/wordpress\/?page_id=1029"},"modified":"2026-03-13T18:29:41","modified_gmt":"2026-03-13T09:29:41","slug":"presentations","status":"publish","type":"page","link":"https:\/\/www.shimizu.sci.waseda.ac.jp\/smzlab\/research\/presentations\/","title":{"rendered":"Presentations by students"},"content":{"rendered":"\n<p>\u203bPresentations by Prof. Shimizu are seen <a rel=\"noreferrer noopener\" href=\"https:\/\/www.shimizu.sci.waseda.ac.jp\/ys\/presentations\/\" target=\"_blank\">here<\/a>.<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">2026<\/h2>\n\n\n\n<ul class=\"wp-block-list\">\n<li>Ning, B. and Shimizu, Y. \u300cFrom CKLS Process to CIR-type and OU-type Processes: Using a Twice-differentiable Mapping and Generalized Girsanov\u2019s Theorem\u300d The 64th JAFEE&nbsp;(The Japanese Association of Financial Econometrics and Engineering)&nbsp;Conference (Winter 2026), February 14 2026, Hitotsubashi University, Kunitachi West Campus.<\/li>\n\n\n\n<li>Ning Boyuan\uff0c\u6e05\u6c34\u6cf0\u9686\u300cEstimation of the elasticity for CKLS model from high-frequency observations\u300d\u7b2c20\u56de\u65e5\u672c\u7d71\u8a08\u5b66\u4f1a\u6625\u5b63\u96c6\u4f1a\uff0c2026\u5e743\u67087\u65e5\uff0c\u540c\u5fd7\u793e\u5927\u5b66\u4eca\u51fa\u5ddd\u30ad\u30e3\u30f3\u30d1\u30b9<\/li>\n<\/ul>\n\n\n\n<h2 class=\"wp-block-heading\">2025<\/h2>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u5c71\u91ce\u908a\u6566\u53f2\uff0c\u6e05\u6c34\u6cf0\u9686\u300cWin-Lose Prediction in Team Sports and Player\u2019s Potential Beyond STATS\u300d2024\u5e74\u5ea6\u30b9\u30dd\u30fc\u30c4\u30c7\u30fc\u30bf\u30b5\u30a4\u30a8\u30f3\u30b9\u30b3\u30f3\u30da\u30c6\u30a3\u30b7\u30e7\u30f3\uff0c2025\u5e741\u670811\u65e5 \uff0c\u540c\u5fd7\u793e\u5927\u5b66\u4eca\u51fa\u5ddd\u30ad\u30e3\u30f3\u30d1\u30b9\/ <em><strong><mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-vivid-red-color\">\u300c\u30d0\u30b9\u30b1\u30c3\u30c8\u30dc\u30fc\u30eb\u90e8\u9580\u512a\u79c0\u8cde\u300d\u53d7\u8cde<\/mark><\/strong><\/em><\/li>\n<\/ul>\n\n\n\n<div class=\"wp-block-group\"><div class=\"wp-block-group__inner-container is-layout-constrained wp-block-group-is-layout-constrained\">\n<div class=\"wp-block-group\"><div class=\"wp-block-group__inner-container is-layout-constrained wp-block-group-is-layout-constrained\">\n<h2 class=\"wp-block-heading\">2024<\/h2>\n\n\n\n<ul class=\"wp-block-list\">\n<li>Suzuki, S.\u300cAdaptive Bayes estimator for stochastic differential equation with jumps under small noise asymptotics\u300dThe 18th International Joint Conference on Computational and Financial Econometrics (CFE) and Computational and Methodological Statistics (CMStatistics), December 16 2024, King's College London.<\/li>\n\n\n\n<li>\u9234\u6728\u4fca\u592a\u90ce\uff0c\u82e5\u677e\u5b5d\u660e\uff0c\u6e05\u6c34\u6cf0\u9686\u300c\u5fae\u5c0f\u98db\u8e8d\u578b\u62e1\u6563\u904e\u7a0b\u306b\u5bfe\u3059\u308b\u9069\u5fdc\u578b\u30d9\u30a4\u30ba\u63a8\u5b9a\u300d\u7b2c18\u56de\u65e5\u672c\u7d71\u8a08\u5b66\u4f1a\u6625\u5b63\u96c6\u4f1a\uff0c2024\u5e743\u67089\u65e5\uff0c\u6210\u8e4a\u5927\u5b66<\/li>\n<\/ul>\n<\/div><\/div>\n\n\n\n<h2 class=\"wp-block-heading\">2023<\/h2>\n<\/div><\/div>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u5149\u7530\u5927\u8f1d*\uff0c\u6e05\u6c34\u6cf0\u9686\u300cMortality Prediction by Survival Energy Models\u300d\u65e5\u672c\u4fdd\u967a\u30fb\u5e74\u91d1\u30ea\u30b9\u30af\u5b66\u4f1a \u7b2c21\u56de JARIP20\u5468\u5e74\u8a18\u5ff5\u5927\u4f1a, 2023\u5e7411\u670825\u65e5\uff0c\u6176\u5fdc\u5927\u5b66\u77e2\u4e0a\u30ad\u30e3\u30f3\u30d1\u30b9\uff0e<\/li>\n\n\n\n<li>\u9ad8\u5ca1\u4f38\u65ec*\uff0c\u897f\u8107\u512a\u6597\uff0c\u5c0f\u6797\u5149\u6728\uff0c\u6e05\u6c34\u6cf0\u9686\u300cFunctional Estimation via Exact Likelihood Form for Continuously Observed Gaussian Process\u300d2023\u5e74\u5ea6\u7d71\u8a08\u95a2\u9023\u5b66\u4f1a\u9023\u5408\u5927\u4f1a\uff0c2023\u5e749\u67084\u65e5\uff0c\u4eac\u90fd\u5927\u5b66<\/li>\n\n\n\n<li>\u897f\u8107\u512a\u6597*\uff0c\u9ad8\u5ca1\u4f38\u65ec\uff0c\u5c0f\u6797\u5149\u6728\uff0c\u6e05\u6c34\u6cf0\u9686\u300cParametric Estimation via Exact Likelihood Form for Continuously Observed Gaussian Process\u300d2023\u5e74\u5ea6\u7d71\u8a08\u95a2\u9023\u5b66\u4f1a\u9023\u5408\u5927\u4f1a\uff0c2023\u5e749\u67084\u65e5\uff0c\u4eac\u90fd\u5927\u5b66<\/li>\n\n\n\n<li>\u5149\u7530\u5927\u8f1d*\uff0c\u6e05\u6c34\u6cf0\u9686\u300cMortality Prediction by Survival Energy Models\u300d2023\u5e74\u5ea6\u7d71\u8a08\u95a2\u9023\u5b66\u4f1a\u9023\u5408\u5927\u4f1a\uff0c2023\u5e749\u67086\u65e5\uff0c\u4eac\u90fd\u5927\u5b66<\/li>\n\n\n\n<li>\u897f\u8107\u512a\u6597*\uff0c\u9ad8\u5ca1\u4f38\u65ec\uff0c\u5c0f\u6797\u5149\u6728\uff0c\u6e05\u6c34\u6cf0\u9686\u300cParametric Estimation via Exact Likelihood Form for Continuously Observed Gaussian Process\u300d2023\u5e74\u7d71\u8a08\u30b5\u30de\u30fc\u30bb\u30df\u30ca\u30fc\uff0c2023\u5e748\u67088\u65e5\uff0c\u798f\u4e95\u770c \u82a6\u539f\u6e29\u6cc9 \u6e05\u98a8\u8358<\/li>\n\n\n\n<li>\u9ad8\u5ca1\u4f38\u65ec*\uff0c\u897f\u8107\u512a\u6597\uff0c\u5c0f\u6797\u5149\u6728\uff0c\u6e05\u6c34\u6cf0\u9686\u300cFunctional Estimation via Exact Likelihood Form for Continuously Observed Gaussian Process\u300d2023\u5e74\u7d71\u8a08\u30b5\u30de\u30fc\u30bb\u30df\u30ca\u30fc\uff0c2023\u5e748\u67088\u65e5\uff0c\u798f\u4e95\u770c \u82a6\u539f\u6e29\u6cc9 \u6e05\u98a8\u8358<\/li>\n\n\n\n<li>\u9060\u85e4\u822a\u5e0c\u300c\u78ba\u7387\u5909\u6570\u3092\u7528\u3044\u305f\u6a19\u672c\u8abf\u67fb\u8ad6\u306e\u5b9a\u5f0f\u5316\u300d2023\u5e74\u7d71\u8a08\u30b5\u30de\u30fc\u30bb\u30df\u30ca\u30fc\uff0c2023\u5e748\u67088\u65e5\uff0c\u798f\u4e95\u770c \u82a6\u539f\u6e29\u6cc9 \u6e05\u98a8\u8358<\/li>\n<\/ul>\n\n\n\n<h2 class=\"wp-block-heading\">2022<\/h2>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u9ad9\u4e0a\u96c4\u592a\u90ce, \u6e05\u6c34\u6cf0\u9686\u300c\u8907\u5408\u30ea\u30b9\u30af\u30e2\u30c7\u30eb\u3092\u7528\u3044\u305f\u30b5\u30a4\u30d0\u30fc\u30ea\u30b9\u30af\u8a55\u4fa1\u300d2022\u5e74\u5ea6\u7d71\u8a08\u95a2\u9023\u5b66\u4f1a\u9023\u5408\u5927\u4f1a,  2022\u5e749\u67086\u65e5, \u6210\u8e4a\u5927\u5b66\uff08\u30cf\u30a4\u30d6\u30ea\u30c3\u30c9\u958b\u50ac\uff09<\/li>\n<\/ul>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u4e2d\u6751\u54b2\u592a, \u6839\u672c\u6ec9\u6689, \u6e05\u6c34\u6cf0\u9686\u300c\u30e9\u30f3\u30c0\u30e0\u30d5\u30a9\u30ec\u30b9\u30c8\u3092\u7528\u3044\u305f\u62e1\u6563\u904e\u7a0b\u306e\u30c8\u30ec\u30f3\u30c9\u306e\u30ce\u30f3\u30d1\u30e9\u30e1\u30c8\u30ea\u30c3\u30af\u63a8\u5b9a\u300d2022\u5e74\u5ea6\u7d71\u8a08\u95a2\u9023\u5b66\u4f1a\u9023\u5408\u5927\u4f1a,  2022\u5e749\u67086\u65e5, \u6210\u8e4a\u5927\u5b66\uff08\u30cf\u30a4\u30d6\u30ea\u30c3\u30c9\u958b\u50ac\uff09<\/li>\n<\/ul>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u4e2d\u5cf6\u7fd4\u5e73, \u6e05\u6c34\u6cf0\u9686\u300cParametric inference for stochastic differential equations driven by multiplicative fractional small noise\u300d2022\u5e74\u5ea6\u7d71\u8a08\u95a2\u9023\u5b66\u4f1a\u9023\u5408\u5927\u4f1a,  2022\u5e749\u67086\u65e5, \u6210\u8e4a\u5927\u5b66\uff08\u30cf\u30a4\u30d6\u30ea\u30c3\u30c9\u958b\u50ac\uff09<\/li>\n<\/ul>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u6839\u672c\u6ec9\u6689, \u6e05\u6c34\u6cf0\u9686\u300cStatistical inference for discretely sampled stochastic functional differential equations with small noise\u300d2022\u5e74\u5ea6\u7d71\u8a08\u95a2\u9023\u5b66\u4f1a\u9023\u5408\u5927\u4f1a,  2022\u5e749\u67085\u65e5, \u6210\u8e4a\u5927\u5b66\uff08\u30cf\u30a4\u30d6\u30ea\u30c3\u30c9\u958b\u50ac\uff09<\/li>\n<\/ul>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u5c0f\u6797\u5149\u6728, \u6e05\u6c34\u6cf0\u9686\u300cThreshold estimation for stochastic differential equations with small L\u00e9vy noise\u300d2022\u5e74\u5ea6\u7d71\u8a08\u95a2\u9023\u5b66\u4f1a\u9023\u5408\u5927\u4f1a,  2022\u5e749\u67085\u65e5, \u6210\u8e4a\u5927\u5b66\uff08\u30cf\u30a4\u30d6\u30ea\u30c3\u30c9\u958b\u50ac\uff09<\/li>\n<\/ul>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u6728\u6751\u6643\u654f\u300c\u30d3\u30c3\u30c9\u30fb\u30a2\u30b9\u30af\u30b9\u30d7\u30ec\u30c3\u30c9\u4f9d\u5b58 Hawkes\u904e\u7a0b\u306b\u3088\u308b\u30ea\u30df\u30c3\u30c8\u30aa\u30fc\u30c0\u30fc\u30d6\u30c3\u30af\u306e\u30e2\u30c7\u30ea\u30f3\u30b0\u300d2022\u5e74\u5ea6\u7d71\u8a08\u95a2\u9023\u5b66\u4f1a\u9023\u5408\u5927\u4f1a,  2022\u5e749\u67085\u65e5, \u6210\u8e4a\u5927\u5b66\uff08\u30cf\u30a4\u30d6\u30ea\u30c3\u30c9\u958b\u50ac\uff09<\/li>\n<\/ul>\n\n\n\n<ul class=\"wp-block-list\">\n<li>Takagami, Y. and Shimizu, Y. \u300cCyber Risk Assessment by Classic Insurance Model\u300dThe 25th International Congress on Insurance: Mathematics and Economics, (IME), July 14 2022: online@Sun Yat-sen University &amp; Macquarie University<\/li>\n<\/ul>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u4e2d\u6751\u54b2\u592a*\uff0c\u6e05\u6c34\u6cf0\u9686\uff0c\u4e2d\u5cf6 \u7fd4\u5e73\u300c\u975e\u6574\u6570\u30d6\u30e9\u30a6\u30f3\u904b\u52d5\u3067\u99c6\u52d5\u3055\u308c\u308b\u5fae\u5c0f\u62e1\u6563\u9805\u3092\u6301\u3064\u78ba\u7387\u5fae\u5206\u65b9\u7a0b\u5f0f\u306e\u9ad8\u983b\u5ea6\u89b3\u6e2c\u306b\u3088\u308b\u30c9\u30ea\u30d5\u30c8\u30d1\u30e9\u30e1\u30fc\u30bf\u306e\u63a8\u5b9a\u300d\u7b2c16\u56de\u65e5\u672c\u7d71\u8a08\u5b66\u4f1a\u6625\u5b63\u96c6\u4f1a\uff0c2022\u5e743\u67085\u65e5\uff0c\u6176\u61c9\u7fa9\u587e\u5927\u5b66\u4e09\u7530\u30ad\u30e3\u30f3\u30d1\u30b9\/ <em><strong><mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-vivid-red-color\">\u300c\u512a\u79c0\u767a\u8868\u8cde\u300d\u53d7\u8cde<\/mark><\/strong><\/em><\/li>\n<\/ul>\n\n\n\n<h2 class=\"wp-block-heading\" id=\"block-1debf6c7-3458-46e4-a4ce-cf846f3360d0\">2021<\/h2>\n\n\n\n<div class=\"wp-block-group\"><div class=\"wp-block-group__inner-container is-layout-flow wp-block-group-is-layout-flow\">\n<ul id=\"block-77a5516b-5d6d-4b32-b582-0a2c388fdfff\" class=\"wp-block-list\">\n<li>\u897f\u8107\u512a\u6597*, \u4e95\u4e0a\u307e\u3072\u308d, \u6749\u5c71\u9686\u4eba, \u9ad8\u5ca1\u4f38\u65ec, \u98db\u7530\u7dbe\u4e5f, \u5149\u7530\u5927\u8f1d, \u5c71\u6839\u4f51\u592a \u300c\u5f85\u3061\u884c\u5217\u30e2\u30c7\u30eb\u3092\u7528\u3044\u305f\u4fdd\u80b2\u6240\u306e\u5f85\u6a5f\u5150\u7ae5\u6570\u306e\u63a8\u5b9a\u300d \u7d71\u8a08\u30c7\u30fc\u30bf\u5206\u6790\u30b3\u30f3\u30da\u30c6\u30a3\u30b7\u30e7\u30f32021<\/li>\n\n\n\n<li>Chen, C*.; Sato, T.; Kawaguchi, S.;Ye, X. and Shimizu, Y.: Mortality RateForecasting Using Compositionally-Warped Gaussian Processes Equipped with Grid Search. The 24th International Congress on Insurance: Mathematics and Economics, (IME), July 10 2021, University of Illinious. <\/li>\n\n\n\n<li>\u4e2d\u6751\u54b2\u592a*\uff0c\u6e05\u6c34\u6cf0\u9686\u300cAsymptotic distribution for estimated expected functionals of\u3000fractional diffusion process\u300d\u7d71\u8a08\u30e4\u30f3\u30b0\u30b5\u30de\u30fc\u30bb\u30df\u30ca\u30fc2021\uff0c2021\u5e748\u67087\u65e5\uff0c\u30aa\u30f3\u30e9\u30a4\u30f3\u958b\u50ac<\/li>\n\n\n\n<li>\u4f50\u85e4\u7ffc*\uff0cChung-An Chen&nbsp;\uff0c\u6e05\u6c34\u6cf0\u9686 \u300cCWGP \u3092\u7528\u3044\u305f\u591a\u6b21\u5143\u30ac\u30a6\u30b9\u904e\u7a0b\u56de\u5e30\u306b\u3088\u308b\u6b7b\u4ea1\u7387\u4e88\u6e2c\u300d\u65e5\u672c\u4fdd\u967a\u30fb\u5e74\u91d1\u30ea\u30b9\u30af\u5b66\u4f1a\uff0c2021\u5e7410\u670816\u65e5\uff0c\u30aa\u30f3\u30e9\u30a4\u30f3\u958b\u50ac<\/li>\n\n\n\n<li>\u4e2d\u6751\u54b2\u592a*\uff0c\u6e05\u6c34\u6cf0\u9686\u300c\u9577\u671f\u8a18\u61b6\u6027\u3092\u6301\u3064\u30b5\u30fc\u30d7\u30e9\u30b9\u306e\u7834\u7523\u78ba\u7387\u306e\u63a8\u5b9a\u300d\u65e5\u672c\u6570\u5b66\u4f1a \u7570\u5206\u91ce\u7570\u696d\u7a2e\u7814\u7a76\u4ea4\u6d41\u4f1a\uff0c2021\u5e7411\u670813\u65e5\uff0c\u30aa\u30f3\u30e9\u30a4\u30f3\u958b\u50ac<\/li>\n\n\n\n<li>\u5c0f\u6797\u5149\u6728*\uff0c\u6e05\u6c34\u6cf0\u9686\u300cLeast squares estimators based on the Adams method for discretely sampled SDEs with small L\u00e9vy noise\u300d\u65e5\u672c\u6570\u5b66\u4f1a \u7570\u5206\u91ce\u7570\u696d\u7a2e\u7814\u7a76\u4ea4\u6d41\u4f1a\uff0c2021\u5e7411\u670813\u65e5\uff0c\u30aa\u30f3\u30e9\u30a4\u30f3\u958b\u50ac \/ <em><strong><mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-vivid-red-color\">\u300c\u30d9\u30b9\u30c8\u30dd\u30b9\u30bf\u30fc\u767a\u8868\u300d\u53d7\u8cde<\/mark><\/strong><\/em><\/li>\n<\/ul>\n\n\n\n<p><\/p>\n<\/div><\/div>\n\n\n\n<h2 class=\"wp-block-heading\" id=\"block-6764fca5-b202-47e7-9d9d-e60754998dd0\">2020<\/h2>\n\n\n\n<ul id=\"block-062f9bb8-ebe4-4d48-a600-7e59a1fd2edb\" class=\"wp-block-list\">\n<li>\u5c0f\u6797\u5149\u6728*\uff0c\u6e05\u6c34\u6cf0\u9686\u300cLeast squares estimators based on the Adams method for discretely sampled SDEs with small L\u00e9vy noise\u300d\u78ba\u7387\u904e\u7a0b\u306e\u7d71\u8a08\u63a8\u6e2c\u306e\u6700\u8fd1\u306e\u5c55\u958b 2021\uff0c2021\u5e743\u670811\u65e5\uff20Zoom<\/li>\n<\/ul>\n\n\n\n<h2 class=\"wp-block-heading\" id=\"block-b07e3422-6872-4a93-8a66-dbd3bd7aa8d6\">2019<\/h2>\n\n\n\n<ul id=\"block-bcf96adf-aa2f-47e6-b72f-ec2521b2e222\" class=\"wp-block-list\">\n<li>\u5357\u512a\u5e0c*\uff0c\u6e05\u6c34\u6cf0\u9686\u300c\u751f\u547d\u30a8\u30cd\u30eb\u30ae\u30fc\u30e2\u30c7\u30eb\u3092\u7528\u3044\u305f\u6b7b\u4ea1\u7387\u4e88\u6e2c\u300d\u65e5\u672c\u4fdd\u967a\u30fb\u5e74\u91d1\u30ea\u30b9\u30af\u5b66\u4f1a\uff0c2019\u5e7411\u67089\u65e5\uff20\u6176\u5fdc\u5927\u5b66 \u77e2\u4e0a\u30ad\u30e3\u30f3\u30d1\u30b9<\/li>\n\n\n\n<li>\u5357\u512a\u5e0c*\uff0c\u6e05\u6c34\u6cf0\u9686\u300c\u751f\u547d\u30a8\u30cd\u30eb\u30ae\u30fc\u30e2\u30c7\u30eb\u3092\u7528\u3044\u305f\u6b7b\u4ea1\u7387\u4e88\u6e2c\u300dWorkshop on \"Demographic Change\"\uff0c\u65e5\u672c\u30a2\u30af\u30c1\u30e5\u30a2\u30ea\u30fc\u4f1a\uff06JARIP\u5171\u50ac2019\u5e7410\u670826\u65e5\uff20\u65e9\u7a32\u7530\u5927\u5b66 \u65e9\u7a32\u7530\u30ad\u30e3\u30f3\u30d1\u30b9 \/ <em><strong><mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-vivid-red-color\">\u300c\u512a\u79c0\u767a\u8868\u8cde\u300d\u53d7\u8cde<\/mark><\/strong><\/em><\/li>\n\n\n\n<li>\u5c0f\u6797\u5149\u6728*\uff0c\u6e05\u6c34\u6cf0\u9686\u300c\u30a2\u30c0\u30e0\u30b9\u6cd5\u3092\u7528\u3044\u305f\u5e38\u5fae\u5206\u65b9\u7a0b\u5f0f\u306e\u7d71\u8a08\u7684\u63a8\u6e2c\u300d\u7d71\u8a08\u95a2\u9023\u5b66\u4f1a\u9023\u5408\u5927\u4f1a\uff0c2019\u5e749\u670811\u65e5\uff20\u6ecb\u8cc0\u5927\u5b66 \u5f66\u6839\u30ad\u30e3\u30f3\u30d1\u30b9<\/li>\n<\/ul>\n\n\n\n<h2 class=\"wp-block-heading\" id=\"block-80e178a5-5130-4405-b818-3f95b36c3333\">2018<\/h2>\n\n\n\n<ul id=\"block-c196c27d-1da4-4366-86f9-c479137ded37\" class=\"wp-block-list\">\n<li>\u4e2d\u6751\u96c4\u8cb4*\uff0c\u6e05\u6c34\u6cf0\u9686\u300c\u5916\u7684\u8981\u56e0\u3092\u7d44\u307f\u8fbc\u3093\u3060\u6b7b\u4ea1\u7387\u30e2\u30c7\u30eb\u306e\u8003\u6848\u300d\u65e5\u672c\u7d71\u8a08\u5b66\u4f1a\u6625\u5b63\u96c6\u4f1a\uff0c2019\u5e743\u670810\u65e5\uff20\u65e5\u672c\u5927\u5b66 \u7d4c\u6e08\u5b66\u90e8\u672c\u9928<\/li>\n\n\n\n<li>\u4f0a\u85e4\u9f8d\u4e4b\u4ecb*\uff0c\u6e05\u6c34\u6cf0\u9686\u300c\u751f\u547d\u30a8\u30cd\u30eb\u30ae\u30fc\u4eee\u8aac\u306b\u57fa \u3065\u304f\u69cb\u9020\u30a2\u30d7\u30ed\u30fc\u30c1\u3068\u30b3 \u30db\u30fc\u30c8\u5225\u6b7b\u4ea1\u7387\u63a8\u5b9a\u300d\u65e5\u672c\u6570\u5b66\u4f1a \u7570\u5206\u91ce\u7570\u696d\u7a2e\u7814\u7a76\u4ea4\u6d41\u4f1a\uff0c2018\u5e7411\u670817\u65e5\uff20\u660e\u6cbb\u5927\u5b66 \u4e2d\u91ce\u30ad\u30e3\u30f3\u30d1\u30b9 \/ <em><strong><mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-vivid-red-color\">\u300c\u30d9\u30b9\u30c8\u30dd\u30b9\u30bf\u30fc\u767a\u8868\u300d\u53d7\u8cde<\/mark><\/strong><\/em><\/li>\n<\/ul>\n\n\n\n<h2 class=\"wp-block-heading\" id=\"block-9aed4ca7-852b-467a-addc-d84ea5023eb9\">2017<\/h2>\n\n\n\n<ul id=\"block-862478d5-f10e-4b98-9ce4-54ba906eb0aa\" class=\"wp-block-list\">\n<li>\u9234\u6728\u4f51\u8f14*\uff0c\u6e05\u6c34\u6cf0\u9686\u300cPOT\u6cd5\u306b\u304a\u3051\u308b\u95be\u5024\u9078\u629e\u898f\u6e96\u3068\u95be\u5024\u63a8\u5b9a\u91cf\u306e\u6f38\u8fd1\u6319\u52d5\u300d\u65e5\u672c\u7d71\u8a08\u5b66\u4f1a\u6625\u5b63\u96c6\u4f1a\uff0c2018\u5e743\u67084\u65e5\uff20\u65e9\u7a32\u7530\u5927\u5b66 \u65e9\u7a32\u7530\u30ad\u30e3\u30f3\u30d1\u30b9<\/li>\n\n\n\n<li>\u672c\u7530\u4e9c\u671b*\uff0c\u6e05\u6c34\u6cf0\u9686\u300cParisian ruin\u306b\u304a\u3051\u308b\u7834\u7523\u78ba\u7387\u306e\u30ce\u30f3\u30d1\u30e9\u30e1\u30c8\u30ea\u30c3\u30af\u63a8\u5b9a\u300d\u65e5\u672c\u7d71\u8a08\u5b66\u4f1a\u6625\u5b63\u96c6\u4f1a\uff0c2018\u5e743\u67084\u65e5\uff20\u65e9\u7a32\u7530\u5927\u5b66 \u65e9\u7a32\u7530\u30ad\u30e3\u30f3\u30d1\u30b9<\/li>\n\n\n\n<li>\u672c\u7530\u4e9c\u671b*\uff0c\u6e05\u6c34\u6cf0\u9686\u300cParisian ruin\u306b\u304a\u3051\u308b\u7834\u7523\u78ba\u7387\u306e\u30ce\u30f3\u30d1\u30e9\u30e1\u30c8\u30ea\u30c3\u30af\u63a8\u5b9a\u300d\u65e5\u672c\u4fdd\u967a\u30fb\u5e74\u91d1\u30ea\u30b9\u30af\u5b66\u4f1a\uff0c2017\u5e7412\u67082\u65e5\uff20\u65e5\u672c\u5927\u5b66 \u5546\u5b66\u90e8\u30ad\u30e3\u30f3\u30d1\u30b9<\/li>\n\n\n\n<li>\u5c0f\u6797\u5468\u53f2*\uff0c\u6e05\u6c34\u6cf0\u9686\u300cCredibility Theory\u3092\u7528\u3044\u305f\u5c0f\u5730\u57df\u306e\u5c06\u6765\u6b7b\u4ea1\u7387\u4e88\u6e2c\u300d\u65e5\u672c\u4fdd\u967a\u30fb\u5e74\u91d1\u30ea\u30b9\u30af\u5b66\u4f1a\uff0c2017\u5e7412\u67082\u65e5\uff20\u65e5\u672c\u5927\u5b66 \u5546\u5b66\u90e8\u30ad\u30e3\u30f3\u30d1\u30b9<\/li>\n\n\n\n<li>\u9234\u6728\u4f51\u8f14*\uff0c\u6e05\u6c34\u6cf0\u9686\u300cHeavy tail\u5206\u5e03\u306e\u88fe\u8fd1\u4f3c\u3068POT\u6cd5\u306b\u304a\u3051\u308b\u4e00\u610f\u7684\u306a\u95be\u5024\u6c7a\u5b9a\u6cd5\u300d\u7d71\u8a08\u95a2\u9023\u5b66\u4f1a\u9023\u5408\u5927\u4f1a\uff0c2017\u5e749\u67085\u65e5\uff20\u5357\u5c71\u5927\u5b66 \u540d\u53e4\u5c4b\u30ad\u30e3\u30f3\u30d1\u30b9<\/li>\n\n\n\n<li>\u9f4b\u85e4\u826f\u592a*\uff0c\u6e05\u6c34\u6cf0\u9686\u300cInformation criteria for bivariate compound Poisson risk models with dependent craims&nbsp;\u300d21st&nbsp;International&nbsp;Congress on Insurance: Mathematics&nbsp;and&nbsp;Economics\uff0cJuly 3, 2017\uff20Technische Universit\u00e4t Wien<\/li>\n\n\n\n<li>\u9f4b\u85e4\u826f\u592a*\uff0c\u6e05\u6c34\u6cf0\u9686\u300cInformation criteria for bivariate compound Poisson risk models with dependent craims&nbsp;\u300d\u7d71\u8a08\u95a2\u9023\u5b66\u4f1a\u9023\u5408\u5927\u4f1a\uff0c2017\u5e749\u67084\u65e5\uff20\u5357\u5c71\u5927\u5b66 \u540d\u53e4\u5c4b\u30ad\u30e3\u30f3\u30d1\u30b9<\/li>\n<\/ul>\n\n\n\n<h2 class=\"wp-block-heading\" id=\"block-05839cee-297d-40bb-b8de-e4b7168cba5a\">2016<\/h2>\n\n\n\n<ul id=\"block-7d7dd1a0-4e13-4b67-9f37-119fad3d3c33\" class=\"wp-block-list\">\n<li>\u4e2d\u5e73\u572d\u4eae*\uff0c\u9ad8\u6a4b\u5feb\u58eb\uff0c\u639b\u5ddd\u52dd\u5bdb\uff0c\u6e05\u6c34\u6cf0\u9686\u300c\u5831\u544a\u4ef6\u6570\u3092\u7528\u3044\u305fMack model\u306b\u3088\u3089\u306a\u3044IBNR\u5099\u91d1\u8a55\u4fa1\u300d\u65e5\u672c\u5e74\u91d1\u30fb\u4fdd\u967a\u30ea\u30b9\u30af\u5b66\u4f1a\uff0c2016\u5e7411\u670819\u65e5\uff20\u660e\u6cbb\u5927\u5b66 \u4e2d\u91ce\u30ad\u30e3\u30f3\u30d1\u30b9\uff0e<\/li>\n\n\n\n<li>\u62bc\u76ee\u606d\u514b*\uff0c\u6e05\u6c34\u6cf0\u9686\u300c\u7834\u7523\u78ba\u7387\u306e\u30d1\u30e9\u30e1\u30c8\u30ea\u30c3\u30af\u63a8\u5b9a\u3068\u6f38\u8fd1\u63a8\u6e2c\u8ad6\u300d\uff08\u30dd\u30b9\u30bf\u30fc\u767a\u8868\uff09\u65e5\u672c\u7d71\u8a08\u5b66\u4f1a\u6625\u5b63\u96c6\u4f1a\uff0c2017\u5e743\u67085\u65e5\uff20\u653f\u7b56\u7814\u7a76\u5927\u5b66\u9662\u5927\u5b66<\/li>\n<\/ul>\n\n\n\n<h2 class=\"wp-block-heading\" id=\"block-496e26b3-ba35-4e4e-9bd1-fc8f4264f57c\">2015<\/h2>\n\n\n\n<ul id=\"block-2a3a50e6-c6a6-49e6-a019-6064d456f540\" class=\"wp-block-list\">\n<li>\u91d1\u6d25\u5f18\u884c*\uff0c\u6e05\u6c34\u6cf0\u9686\u300c\u30d7\u30ed\u30bb\u30b9\u30ea\u30b9\u30af\u3092\u8003\u616e\u3057\u305f\u30b3\u30a2\u9810\u91d1\u6b8b\u9ad8\u300d\u65e5\u672c\u30aa\u30da\u30ec\u30fc\u30b7\u30e7\u30f3\u30ba\u30fb\u30ea\u30b5\u30fc\u30c1\u5b66\u4f1a\u6625\u5b63\u7814\u7a76\u767a\u8868\u4f1a (\u5b66\u751f\u30bb\u30c3\u30b7\u30e7\u30f3:\u91d1\u878d(2))\uff0c2015\u5e743\u670826\u65e5&nbsp;<\/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\"><a class=\"wp-block-pages-list__item__link\" href=\"https:\/\/www.shimizu.sci.waseda.ac.jp\/smzlab\/academic-calendar\/\">Academic Calendar<\/a><\/li><li class=\"wp-block-pages-list__item\"><a class=\"wp-block-pages-list__item__link\" href=\"https:\/\/www.shimizu.sci.waseda.ac.jp\/smzlab\/access-contact\/\">Access &amp; Contact<\/a><\/li><li class=\"wp-block-pages-list__item menu-item-home\"><a class=\"wp-block-pages-list__item__link\" href=\"https:\/\/www.shimizu.sci.waseda.ac.jp\/smzlab\/\">Home<\/a><\/li><li class=\"wp-block-pages-list__item\"><a class=\"wp-block-pages-list__item__link\" href=\"https:\/\/www.shimizu.sci.waseda.ac.jp\/smzlab\/members\/\">Members<\/a><\/li><li class=\"wp-block-pages-list__item has-child\"><a class=\"wp-block-pages-list__item__link\" href=\"https:\/\/www.shimizu.sci.waseda.ac.jp\/smzlab\/research\/\">Research<\/a><ul class=\"wp-block-navigation__submenu-container\"><li class=\"wp-block-pages-list__item \"><a class=\"wp-block-pages-list__item__link\" href=\"https:\/\/www.shimizu.sci.waseda.ac.jp\/smzlab\/research\/competition\/\">Competition<\/a><\/li><li class=\"wp-block-pages-list__item \"><a class=\"wp-block-pages-list__item__link\" href=\"https:\/\/www.shimizu.sci.waseda.ac.jp\/smzlab\/research\/papers\/\">Papers<\/a><\/li><li class=\"wp-block-pages-list__item \"><a class=\"wp-block-pages-list__item__link\" href=\"https:\/\/www.shimizu.sci.waseda.ac.jp\/smzlab\/research\/presentations\/\">Presentations by students<\/a><\/li><\/ul><\/li><li class=\"wp-block-pages-list__item has-child\"><a class=\"wp-block-pages-list__item__link\" href=\"https:\/\/www.shimizu.sci.waseda.ac.jp\/smzlab\/semproject\/\">SEM Project<\/a><ul class=\"wp-block-navigation__submenu-container\"><li class=\"wp-block-pages-list__item \"><a class=\"wp-block-pages-list__item__link\" href=\"https:\/\/www.shimizu.sci.waseda.ac.jp\/smzlab\/semproject\/japan\/\">Japan<\/a><\/li><li class=\"wp-block-pages-list__item \"><a class=\"wp-block-pages-list__item__link\" href=\"https:\/\/www.shimizu.sci.waseda.ac.jp\/smzlab\/semproject\/sweden\/\">Sweden<\/a><\/li><li class=\"wp-block-pages-list__item \"><a class=\"wp-block-pages-list__item__link\" href=\"https:\/\/www.shimizu.sci.waseda.ac.jp\/smzlab\/semproject\/usa\/\">USA<\/a><\/li><\/ul><\/li><li class=\"wp-block-pages-list__item\"><a class=\"wp-block-pages-list__item__link\" href=\"https:\/\/www.shimizu.sci.waseda.ac.jp\/smzlab\/seminar\/\">Seminar<\/a><\/li><\/ul>","protected":false},"excerpt":{"rendered":"<p>\u203bPresentations by Prof. Shimizu are seen here. 2026 2025 2024 2023 2022 2021 2020 2019 2018 2017 2016 2015<\/p>\n","protected":false},"author":3,"featured_media":0,"parent":538,"menu_order":2,"comment_status":"closed","ping_status":"closed","template":"","meta":{"vkexunit_cta_each_option":"","footnotes":""},"class_list":["post-1029","page","type-page","status-publish","hentry"],"_links":{"self":[{"href":"https:\/\/www.shimizu.sci.waseda.ac.jp\/smzlab\/wp-json\/wp\/v2\/pages\/1029","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.shimizu.sci.waseda.ac.jp\/smzlab\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/www.shimizu.sci.waseda.ac.jp\/smzlab\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/www.shimizu.sci.waseda.ac.jp\/smzlab\/wp-json\/wp\/v2\/users\/3"}],"replies":[{"embeddable":true,"href":"https:\/\/www.shimizu.sci.waseda.ac.jp\/smzlab\/wp-json\/wp\/v2\/comments?post=1029"}],"version-history":[{"count":54,"href":"https:\/\/www.shimizu.sci.waseda.ac.jp\/smzlab\/wp-json\/wp\/v2\/pages\/1029\/revisions"}],"predecessor-version":[{"id":2759,"href":"https:\/\/www.shimizu.sci.waseda.ac.jp\/smzlab\/wp-json\/wp\/v2\/pages\/1029\/revisions\/2759"}],"up":[{"embeddable":true,"href":"https:\/\/www.shimizu.sci.waseda.ac.jp\/smzlab\/wp-json\/wp\/v2\/pages\/538"}],"wp:attachment":[{"href":"https:\/\/www.shimizu.sci.waseda.ac.jp\/smzlab\/wp-json\/wp\/v2\/media?parent=1029"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}