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New developments of statistical methods for risk management in finance and insurance

Research Project

Project/Area Number 18H00836
Research Category

Grant-in-Aid for Scientific Research (B)

Allocation TypeSingle-year Grants
Section一般
Review Section Basic Section 07030:Economic statistics-related
Research InstitutionSeijo University

Principal Investigator

Tsukahara Hideatsu  成城大学, 経済学部, 教授 (10282550)

Co-Investigator(Kenkyū-buntansha) 川崎 能典  統計数理研究所, モデリング研究系, 教授 (70249910)
清水 泰隆  早稲田大学, 理工学術院, 教授 (70423085)
小池 祐太  東京大学, 大学院数理科学研究科, 准教授 (80745290)
Project Period (FY) 2018-04-01 – 2021-03-31
Project Status Completed (Fiscal Year 2021)
Budget Amount *help
¥17,160,000 (Direct Cost: ¥13,200,000、Indirect Cost: ¥3,960,000)
Fiscal Year 2020: ¥6,630,000 (Direct Cost: ¥5,100,000、Indirect Cost: ¥1,530,000)
Fiscal Year 2019: ¥4,680,000 (Direct Cost: ¥3,600,000、Indirect Cost: ¥1,080,000)
Fiscal Year 2018: ¥5,850,000 (Direct Cost: ¥4,500,000、Indirect Cost: ¥1,350,000)
Keywordsリスク管理 / リスク計測 / 接合関数 / コピュラ / リスク尺度 / 高頻度データ / 統計的極値理論 / 死亡率予測 / 計量ファイナンス / 経済統計学 / 保険数理 / バックテスト
Outline of Final Research Achievements

Statistical models are necessary for the risk measurement and management in financial and insurance. Using prequential analysis framework, we underpinned a general theory for backtesting which monitors the performance of risk measurement model. Also, we developed methods for predicting volatility using text sequences and for estimating risk measures by applying the extreme value theory with bias correction. To theoretically justify the use of multiple testing procedure for big data and models, some important contributions to the normal approximation theory for high dimensional data were made. Also, we proposed new models for cohort-wise mortality prediction under survival energy hypothesis with diffusion processes and analyzed some inference methods for the stochastic differential equation models driven by the fractional Brownian motion.

Academic Significance and Societal Importance of the Research Achievements

リスク管理とは,企業や金融機関の経済的価値を創造するために,ファイナンスに関する様々なリスクを特定,評価,測定,管理するプロセスのことである.近年の金融リスクの多様化・細分化により,リスク計測の手法であるリスク尺度や複数リスク間の依存関係を的確にモデル化することが計量ファイナンス分野で求められている.最新の定量的リスク管理において分析対象となるリスクに関する新しい統計的手法を展開した本研究には,高い学術的意義があり,金融実務においての応用も念頭に置いた研究であるのが特徴の一つとなっている.

Report

(4 results)
  • 2021 Final Research Report ( PDF )
  • 2020 Annual Research Report
  • 2019 Annual Research Report
  • 2018 Annual Research Report
  • Research Products

    (75 results)

All 2022 2021 2020 2019 2018 2017 Other

All Int'l Joint Research (5 results) Journal Article (14 results) (of which Int'l Joint Research: 5 results,  Peer Reviewed: 14 results,  Open Access: 10 results) Presentation (51 results) (of which Int'l Joint Research: 36 results,  Invited: 24 results) Book (5 results)

  • [Int'l Joint Research] Universite de Namur/Universite catholique de Louvain(ベルギー)

    • Related Report
      2020 Annual Research Report
  • [Int'l Joint Research] Universite catholique de Louvain/University of Namur(ベルギー)

    • Related Report
      2019 Annual Research Report
  • [Int'l Joint Research] University of York(英国)

    • Related Report
      2019 Annual Research Report
  • [Int'l Joint Research] Universite catholique de Louvain/University of Namur(ベルギー)

    • Related Report
      2018 Annual Research Report
  • [Int'l Joint Research] University of York(英国)

    • Related Report
      2018 Annual Research Report
  • [Journal Article] GARCH-UGH: a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series2022

    • Author(s)
      H. Kaibuchi,Y. Kawasaki,G. Stupfler
    • Journal Title

      Quantitative Finance

      Volume: - Issue: 7 Pages: 1-18

    • DOI

      10.1080/14697688.2022.2048061

    • Related Report
      2020 Annual Research Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] Asymptotic normality of least squares estimators to stochastic differential equations driven by fractional Brownian motions2022

    • Author(s)
      Shohei Nakajima,Yasutaka Shimizu
    • Journal Title

      Statistics and Probability Letters

      Volume: -

    • Related Report
      2020 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Least-squares estimators based on the Adams method for stochastic differential equations with small L?vy noise2022

    • Author(s)
      Mitsuki Kobayashi,Yasutaka Shimizu
    • Journal Title

      Japanese Journal of Statistics and Data Science

      Volume: - Issue: 1 Pages: 217-240

    • DOI

      10.1007/s42081-022-00155-1

    • Related Report
      2020 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] New error bounds in multivariate normal approximations via exchangeable pairs with applications to Wishart matrices and fourth moment theorems2022

    • Author(s)
      Xiao Fang,Yuta Koike
    • Journal Title

      The Annals of Applied Probability

      Volume: 32 Issue: 1 Pages: 602-631

    • DOI

      10.1214/21-aap1690

    • Related Report
      2020 Annual Research Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] Resampling Procedures with Empirical Beta Copulas2021

    • Author(s)
      Anna Kiriliouk,Johan Segers,Hideatsu Tsukahara
    • Journal Title

      Pioneering Works on Extreme Value Theory: In Honor of Masaaki Sibuya

      Volume: - Pages: 27-53

    • DOI

      10.1007/978-981-16-0768-4_2

    • ISBN
      9789811607677, 9789811607684
    • Related Report
      2020 Annual Research Report
    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] リスク解析における接合関数2021

    • Author(s)
      塚原英敦
    • Journal Title

      日本統計学会誌

      Volume: 51 Pages: 101-121

    • NAID

      130008088075

    • Related Report
      2020 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Inference for time-varying lead-lag relationships from ultra-high-frequency data2021

    • Author(s)
      Yuta Koike
    • Journal Title

      Japanese Journal of Statistics and Data Science

      Volume: 印刷中 Issue: 1 Pages: 643-696

    • DOI

      10.1007/s42081-021-00106-2

    • NAID

      210000166878

    • Related Report
      2020 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] High-dimensional central limit theorems by Stein’s method2021

    • Author(s)
      Fang Xiao、Koike Yuta
    • Journal Title

      The Annals of Applied Probability

      Volume: 31 Issue: 4 Pages: 1660-1686

    • DOI

      10.1214/20-aap1629

    • Related Report
      2020 Annual Research Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] 接合関数モデルにおける統計的推測2020

    • Author(s)
      塚原英敦
    • Journal Title

      統計数理

      Volume: 68 Pages: 5-24

    • Related Report
      2020 Annual Research Report
    • Peer Reviewed
  • [Journal Article] WHY DOES A HUMAN DIE? A STRUCTURAL APPROACH TO COHORT-WISE MORTALITY PREDICTION UNDER SURVIVAL ENERGY HYPOTHESIS2020

    • Author(s)
      Shimizu Yasutaka、Minami Yuki、Ito Ryunosuke
    • Journal Title

      ASTIN Bulletin

      Volume: 51 Issue: 1 Pages: 191-219

    • DOI

      10.1017/asb.2020.32

    • Related Report
      2020 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Asymptotically normal estimators of the ruin probability for Levy Insurance surplus from discrete samples2019

    • Author(s)
      Yasutaka Shimizu and Zhimin Zhang
    • Journal Title

      Risks MDPI

      Volume: 7 Issue: 2 Pages: 1-22

    • DOI

      10.3390/risks7020037

    • Related Report
      2019 Annual Research Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] Mixed-normal limit theorems for multiple Skorohod integrals in high-dimensions, with application to realized covariance2019

    • Author(s)
      Yuta Koike
    • Journal Title

      Electronic Journal of Statistics

      Volume: 13 Issue: 1 Pages: 1443-1522

    • DOI

      10.1214/19-ejs1553

    • Related Report
      2019 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Dynamic risk measures for stochastic asset processes from ruin theory2018

    • Author(s)
      Tanaka, Shuji and Shimizu, Yasutaka
    • Journal Title

      Annals of Actuarial Science

      Volume: 印刷中 Issue: 2 Pages: 249-268

    • DOI

      10.1017/s1748499518000064

    • Related Report
      2018 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Parametric inference for ruin probability in the classical risk model2017

    • Author(s)
      Oshime, Takayoshi and Shimizu, Yasutaka
    • Journal Title

      Statistics and Probability Letters

      Volume: 133 Pages: 28-37

    • DOI

      10.1016/j.spl.2017.09.020

    • Related Report
      2018 Annual Research Report
    • Peer Reviewed / Open Access
  • [Presentation] Backtesting and Prequential Analysis2022

    • Author(s)
      Hideatsu Tsukahara
    • Organizer
      UCL-Osaka International Conference on the Mathematics for Risk and Decisions
    • Related Report
      2020 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] 多変量生存解析における接合関数アプローチ2021

    • Author(s)
      塚原英敦
    • Organizer
      統計数理研究所 リスク解析戦略研究センターシンポジウム
    • Related Report
      2020 Annual Research Report
    • Invited
  • [Presentation] Volatility Forecasting with the Heterogeneous AR-type Multiscale Dynamic Topic Model2021

    • Author(s)
      Y. Kawasaki,T. Morimoto
    • Organizer
      第55回2021年度夏季JAFEE大会
    • Related Report
      2020 Annual Research Report
  • [Presentation] M-estimation based on quasi-processes from discrete samples of Levy processes2021

    • Author(s)
      Yasutaka Shimizu
    • Organizer
      Workshop on Statistical modeling for stochastic processes and related fields
    • Related Report
      2020 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Drift estimation for a multi-dimensional diffusion process using deep neural networks2021

    • Author(s)
      Akihiro Oga, Yuta Koike
    • Organizer
      The 4th International Conference on Econometrics and Statistics
    • Related Report
      2020 Annual Research Report
  • [Presentation] Central limit theorems in high-dimensions: Recent developments2021

    • Author(s)
      Yuta Koike
    • Organizer
      15th International Conference on Computational and Financial Econometrics
    • Related Report
      2020 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] A copula approach to spatial econometrics with applications to finance2020

    • Author(s)
      塚原英敦
    • Organizer
      2020年度統計関連学会連合大会
    • Related Report
      2020 Annual Research Report
  • [Presentation] Examining the Effects of Expanded Trading Hours Using High Frequency Data in Finance2020

    • Author(s)
      Yoshinori Kawasaki
    • Organizer
      Joint Statistical Meeting 2020
    • Related Report
      2020 Annual Research Report
    • Int'l Joint Research
  • [Presentation] On a HAR-type Specification in Dynamic Topic Model and its Application in Volatility Forecasting2020

    • Author(s)
      Y. Kawasaki,T. Morimoto
    • Organizer
      11th CEQURA Conference 2020 on Advances in Financial and Insurance Risk Management
    • Related Report
      2020 Annual Research Report
    • Int'l Joint Research
  • [Presentation] 市場整合的ソルベンシー評価 ~金融リスクととアクチュアリアル・モデリング~2020

    • Author(s)
      清水泰隆
    • Organizer
      日本アクチュアリー会 ムーンライト・セミナー@オンライン
    • Related Report
      2020 Annual Research Report
  • [Presentation] 確率微分方程式による死亡率予測モデリング2020

    • Author(s)
      清水泰隆
    • Organizer
      2020年度統計関連学会連合大会
    • Related Report
      2020 Annual Research Report
  • [Presentation] Multi-Scale Analysis of Lead-Lag Relationships in High-Frequency Financial Markets2020

    • Author(s)
      Yuta Koike
    • Organizer
      11th CEQURA Conference 2020 on Advances in Financial and Insurance Risk Management
    • Related Report
      2020 Annual Research Report
    • Int'l Joint Research
  • [Presentation] On Some Resampling Procedures with the Empirical Beta Copula2019

    • Author(s)
      Hideatsu Tsukahara
    • Organizer
      The 3rd International Conference on Econometrics and Statistics (EcoSta 2019)
    • Related Report
      2019 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Backtesting, Prequential Analysis and Prediction Process2019

    • Author(s)
      Hideatsu Tsukahara
    • Organizer
      The 3rd KAFE-JAFEE International Conference on Financial Engineering
    • Related Report
      2019 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] A Copula Approach to Spatial Econometrics with Applications to Finance2019

    • Author(s)
      Hideatsu Tsukahara
    • Organizer
      62nd ISI World Statistics Congress
    • Related Report
      2019 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Backtesting, Prequential Analysis and Prediction Process2019

    • Author(s)
      Hideatsu Tsukahara
    • Organizer
      Workshop on Asset Pricing and Risk Management
    • Related Report
      2019 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] On Some Resampling Procedures with the Empirical Beta Copula2019

    • Author(s)
      塚原英敦
    • Organizer
      2019年度統計関連学会連合大会
    • Related Report
      2019 Annual Research Report
  • [Presentation] A Copula Approach to Spatial Econometrics with Applications to Finance2019

    • Author(s)
      Hideatsu Tsukahara
    • Organizer
      10th CEQURA Conference on Advances in Financial and Insurance Risk Management
    • Related Report
      2019 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Backtesting, Prequential Analysis and Prediction Process2019

    • Author(s)
      塚原英敦
    • Organizer
      中之島ワークショップ「金融工学・数理ファイナンスの諸問題2019」
    • Related Report
      2019 Annual Research Report
    • Invited
  • [Presentation] A Copula Approach to Spatial Econometrics with Applications to Finance2019

    • Author(s)
      Hideatsu Tsukahara
    • Organizer
      12th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2019)
    • Related Report
      2019 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Forecasting Financial Market Volatility Using a Dynamic Topic Model2019

    • Author(s)
      Yoshinori Kawasaki
    • Organizer
      62nd ISI World Statistics Congress
    • Related Report
      2019 Annual Research Report
    • Int'l Joint Research
  • [Presentation] A novel GARCH-EVT approach dealing with bias and heteroscedasticity2019

    • Author(s)
      Yoshinori Kawasaki
    • Organizer
      10th CEQURA Conference on Advances in Financial and Insurance Risk Management
    • Related Report
      2019 Annual Research Report
    • Int'l Joint Research
  • [Presentation] A novel GARCH-EVT approach to VaR estimation dealing with bias and heteroscedasticity2019

    • Author(s)
      川崎能典
    • Organizer
      中之島ワークショップ「金融工学・数理ファイナンスの諸問題2019」
    • Related Report
      2019 Annual Research Report
  • [Presentation] テキスト系列からの動的トピックの抽出による ボラティリティ予測2019

    • Author(s)
      川崎能典
    • Organizer
      リスク解析戦略研究センター第7回金融シンポジウム「金融が直面する新環境への対応と方法論II」
    • Related Report
      2019 Annual Research Report
  • [Presentation] Generalized maximum composite likelihood estimation for determinantal point processes2019

    • Author(s)
      Yasutaka Shimizu
    • Organizer
      The 3rd International Conference on Econometrics and Statistics (EcoSta 2019)
    • Related Report
      2019 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Why does the human die?: cohort-wise mortality prediction under survival energy hypothesis2019

    • Author(s)
      Yasutaka Shimizu
    • Organizer
      The 23rd International congress on Insurance: Mathematics and Economics
    • Related Report
      2019 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Model selection for determinantal point processes2019

    • Author(s)
      Yasutaka Shimizu
    • Organizer
      European Meeting of Statisticians
    • Related Report
      2019 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Cohort-wise mortality prediction under survival energy hypothesis2019

    • Author(s)
      Yasutaka Shimizu
    • Organizer
      10th CEQURA Conference on Advances in Financial and Insurance Risk Management
    • Related Report
      2019 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Why does the human die?: cohort-wise mortality prediction under survival energy hypothesis2019

    • Author(s)
      Yasutaka Shimizu
    • Organizer
      CFE-CMStatistics 2019
    • Related Report
      2019 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Asymptotic mixed normality of realized covariance in high-dimensions2019

    • Author(s)
      Yuta Koike
    • Organizer
      The 3rd KAFE-JAFEE International Conference on Financial Engineering
    • Related Report
      2019 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] 高頻度データにおける高次元共分散行列の統計推測2019

    • Author(s)
      小池祐太
    • Organizer
      データサイエンス・福島キャンプ2019
    • Related Report
      2019 Annual Research Report
    • Invited
  • [Presentation] Asymptotic mixed normality of realized covariance in high-dimensions2019

    • Author(s)
      Yuta Koike
    • Organizer
      62nd ISI World Statistics Congress
    • Related Report
      2019 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] De-biased graphical Lasso for high-frequency data2019

    • Author(s)
      Yuta Koike
    • Organizer
      12th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2019)
    • Related Report
      2019 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Asymptotic mixed normality of realized covariance in high-dimensions2019

    • Author(s)
      Yuta Koike
    • Organizer
      The 11th ICSA International Conference
    • Related Report
      2019 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] On Some Resampling Procedures with the Empirical Beta Copula2019

    • Author(s)
      Hideatsu Tsukahara
    • Organizer
      Pioneering Workshop on Extreme Value and Distribution Theories: In Honor of Professor Masaaki Sibuya
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Forecasting Financial Market Volatility Using a Dynamic Topic Model2019

    • Author(s)
      Kawasaki, Y. and Morimoto, T.
    • Organizer
      ISI-ISM-ISSAS Joint Conference
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research
  • [Presentation] De-biasing the graphical Lasso in high-frequency data2019

    • Author(s)
      Yuta Koike
    • Organizer
      ASC 2018: Asymptotic Statistics and Computations
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Backtesting, Prequential Analysis and Prediction Processes2018

    • Author(s)
      Hideatsu Tsukahara
    • Organizer
      11th International Conference of the ERCIM WG on CMStatistics 2018
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Forecasting Financial Market Volatility Using a Dynamic Topic Model2018

    • Author(s)
      Kawasaki, Y., and Morimoto, T.
    • Organizer
      CEQURA Conference 2018 on Advances in Financial and Insurance Risk Management
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Asymptotically normal estimators of ruin probability under Levy insurance risks2018

    • Author(s)
      Yasutaka Shimizu
    • Organizer
      The 22th International congress on Insurance: Mathematics and Economics
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research
  • [Presentation] A dynamic risk measure from Ruin Theory: Gerber-Shiu analysis2018

    • Author(s)
      Yasutaka Shimizu
    • Organizer
      CEQURA Conference 2018 on Advances in Financial and Insurance Risk Management
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Asymptotically normal estimators of ruin probability under Levy insurance risks2018

    • Author(s)
      Yasutaka Shimizu
    • Organizer
      11th International Conference of the ERCIM WG on CMStatistics 2018
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Laguerre expansion of ruin probability for Levy risks with statistical inference2018

    • Author(s)
      清水泰隆
    • Organizer
      大規模統計モデリングと計算統計V
    • Related Report
      2018 Annual Research Report
    • Invited
  • [Presentation] Testing the absence of lead-lag effects in high-frequency data2018

    • Author(s)
      Yuta Koike
    • Organizer
      EcoSta 2018
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Asymptotic mixed normality of realized covariance in high-dimensions2018

    • Author(s)
      Yuta Koike
    • Organizer
      IMS-APRM 2018
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Gaussian approximation of maxima of Wiener functionals and its application to high-frequency data2018

    • Author(s)
      Yuta Koike
    • Organizer
      10th World Congress of the Bachelier Finance Society
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research
  • [Presentation] On the asymptotic structure of Brownian motions with a small lead-lag effect2018

    • Author(s)
      小池祐太
    • Organizer
      2018 年度統計関連学会連合大会
    • Related Report
      2018 Annual Research Report
    • Invited
  • [Presentation] Testing the residual sparsity of a high-dimensional continuous-time factor model2018

    • Author(s)
      Yuta Koike
    • Organizer
      CEQURA Conference 2018 on Advances in Financial and Insurance Risk Management
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research
  • [Presentation] 高頻度金融市場におけるリード・ラグ関係の多時間スケール解析2018

    • Author(s)
      小池祐太
    • Organizer
      2018 年度中之島ワークショップ「金融工学・数理計量ファイナンスの諸問題2018」
    • Related Report
      2018 Annual Research Report
    • Invited
  • [Presentation] Testing the residual sparsity of a high-dimensional continuous-time factor model2018

    • Author(s)
      Yuta Koike
    • Organizer
      11th International Conference of the ERCIM WG on CMStatistics 2018
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] 高次元高頻度データを用いた最小分散ポートフォリオの推定2018

    • Author(s)
      小池祐太
    • Organizer
      統計数理研究所リスク解析戦略研究センター第6回金融シンポジウム「金融が直面する新環境への対応と方法論」
    • Related Report
      2018 Annual Research Report
    • Invited
  • [Book] Asymptotic Statistics in Insurance Risk Theory2022

    • Author(s)
      Yasutaka Shimizu
    • Total Pages
      110
    • Publisher
      Springer
    • ISBN
      9789811692840
    • Related Report
      2020 Annual Research Report
  • [Book] 教養としてのデータサイエンス2021

    • Author(s)
      北川 源四郎、竹村 彰通、内田 誠一、川崎 能典、孝忠 大輔、佐久間 淳、椎名 洋、中川 裕志、樋口 知之、丸山 宏
    • Total Pages
      240
    • Publisher
      講談社
    • ISBN
      9784065238097
    • Related Report
      2020 Annual Research Report
  • [Book] 統計学への確率論,その先へ2019

    • Author(s)
      清水泰隆
    • Total Pages
      218
    • Publisher
      内田老鶴圃
    • ISBN
      9784753601257
    • Related Report
      2019 Annual Research Report
  • [Book] 保険数理と統計的方法2018

    • Author(s)
      清水泰隆
    • Total Pages
      367
    • Publisher
      共立出版
    • ISBN
      9784320113510
    • Related Report
      2018 Annual Research Report
  • [Book] 統計科学百科事典2018

    • Author(s)
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    • Total Pages
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    • Publisher
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    • ISBN
      9784621303108
    • Related Report
      2018 Annual Research Report

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Published: 2018-04-23   Modified: 2023-01-30  

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