Details of a Researcher

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SHIMIZU Yasutaka

Keyword	mathematical statistics, asymptotic inference, stochastic process
Mail Address
URL	http://www.sigmath.es.osaka-u.ac.jp/~yasutaka/

2005.04.01 - 2007.03.31, Department of Systems Innovation, Graduate School of Engineering Science, Research Assistant, full time
2007.04.01 - 2011.09.30, Department of Systems Innovation, Graduate School of Engineering Science, Assistant Professor, full time
2011.10.01 - , Department of Systems Innovation, Graduate School of Engineering Science, Associate Professor, full time

The University of Tokyo Faculty of Science Department of mathematics Graduated	Bachelor of Science	1999.03
The University of Tokyo Graduate School, Division of Mathematical Sciences Completed	Mathematical Science	2003.03
The University of Tokyo Graduate School, Division of Mathematical Sciences Unfinished		2004.03
The University of Tokyo Graduate School, Division of Mathematical Sciences	Doctor of Mathematical Science	2007.11

Graduate School of Engineering Science, Osaka university, research asociate

2005.04 - 2007.03

Asymptotic statistical inference for stochastic processes and its application to mathematical finance and insurance.
General mathematics (including Probability theory/ Statistical mathematics)

Nonparametric estimation of the Gerber-Shiu function for the Wiener-Poisson risk model, Yasutaka Shimizu, Scandinavian Actuarial Journal, no. 1, 56-69, 2012.11, Papers
Estimation of parameters for discretely observed diffusion processes with a variety of rates for information, Yasutaka Shimizu, Annals of the Institute of Statistical Mathematics, 64, no. 3, 545-575, 2012.06, Papers
On a generalization from ruin to default in a Lévy insurance risk model (共著), Runhuan Feng, Yasutaka Shimizu, 2012.03, Papers
Local asymptotic mixed normality for discretely observed non-recurrent Ornstein-Uhlenbeck processes, Yasutaka Shimizu, Annals of the Institute of Statistical Mathematics, 64, no. 1, 193-211 , 2012.02, Papers
Estimation of the expected discounted penalty function for Lévy insurance risks, Yasutaka Shimizu, Mathematical Methods of Statistics, 20, no. 2, 125-149, 2011.02, Papers

The Japanese Statistical Society, OGAWA Encouragement Award,, Yasutaka Shimizu, The Japanese Statistical Society, 2007.09
Japanese Joint Statistical Meeting, Award for Presentation Excellence, Yasutaka Shimizu, The Japan Statistical Society, 2004.09