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Author ID: kogure.atsuyuki Recent zbMATH articles by "Kogure, Atsuyuki"
Published as: Kogure, Atsuyuki
Documents Indexed: 12 Publications since 1987
Co-Authors: 7 Co-Authors with 5 Joint Publications
32 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

7 Publications have been cited 51 times in 42 Documents Cited by Year
A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions. Zbl 1231.91438
Kogure, Atsuyuki; Kurachi, Yoshiyuki
25
2010
A Bayesian multivariate risk-neutral method for pricing reverse mortgages. Zbl 1412.91047
Kogure, Atsuyuki; Li, Jackie; Kamiya, Shinichi
11
2014
Asymptotically optimal cells for a histogram. Zbl 0631.62049
Kogure, Atsuyuki
10
1987
Mortality forecasts for long-term care subpopulations with longevity risk: a Bayesian approach. Zbl 1461.91249
Kogure, Atsuyuki; Fushimi, Takahiro; Kamiya, Shinichi
2
2021
Effective interpolations for kernel density estimators. Zbl 0914.62027
Kogure, Atsuyuki
1
1998
On the asymptotic equivalence of Hellinger distance and Kullback-Leibler loss. Zbl 0934.62049
Kanazawa, Yuichiro; Kogure, Atsuyuki; Lee, Sang-Gil
1
1999
Nonparametric prediction for the time-dependent volatility of the security price. Zbl 1153.91527
Kogure, Atsuyuki
1
1994
Mortality forecasts for long-term care subpopulations with longevity risk: a Bayesian approach. Zbl 1461.91249
Kogure, Atsuyuki; Fushimi, Takahiro; Kamiya, Shinichi
2
2021
A Bayesian multivariate risk-neutral method for pricing reverse mortgages. Zbl 1412.91047
Kogure, Atsuyuki; Li, Jackie; Kamiya, Shinichi
11
2014
A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions. Zbl 1231.91438
Kogure, Atsuyuki; Kurachi, Yoshiyuki
25
2010
On the asymptotic equivalence of Hellinger distance and Kullback-Leibler loss. Zbl 0934.62049
Kanazawa, Yuichiro; Kogure, Atsuyuki; Lee, Sang-Gil
1
1999
Effective interpolations for kernel density estimators. Zbl 0914.62027
Kogure, Atsuyuki
1
1998
Nonparametric prediction for the time-dependent volatility of the security price. Zbl 1153.91527
Kogure, Atsuyuki
1
1994
Asymptotically optimal cells for a histogram. Zbl 0631.62049
Kogure, Atsuyuki
10
1987
all top 5

Cited by 90 Authors

6 Blake, David
4 Li, Jackie Ji
4 MacMinn, Richard D.
3 Cairns, Andrew J. G.
3 Li, Johnny Siu-Hang
2 Dowd, Kevin
2 Huesemann, J. A.
2 Kanazawa, Yuichiro
2 Kogure, Atsuyuki
2 Leung, Melvern
2 Loisel, Stéphane
2 Wang, Jennifer L.
1 Antonio, Katrien
1 Badescu, Alexandru M.
1 Balasooriya, Uditha
1 Bardoutsos, Anastasios G.
1 Bercu, Bernard
1 Boyle, Phelim P.
1 Buckner, Dean
1 Chan, Jennifer So Kuen
1 Chen, Hua
1 Chen, Liang
1 Cheng, Ming-Yen
1 Christiansen, Marcus Christian
1 Coughlan, Guy D.
1 Cox, Samuel H. jun.
1 De Waegenaere, Anja
1 Debonneuil, Edouard
1 Denuit, Michel M.
1 Devroye, Luc P. J. A.
1 El Karoui, Nicole
1 Elsayyad, Galal M.
1 Fry, John L.
1 Fung, Man Chung
1 Gamboa, Fabrice
1 Gao, Huan
1 Gather, Ursula
1 Haberman, Steven
1 Hardy, Mary Rosalyn
1 Hsieh, Ming-hua
1 Jones, Michael Chris
1 Kamiya, Shinichi
1 Kleinow, Torsten
1 Kung, Ko-Lun
1 Landsman, Zinoviy M.
1 Lavielle, Marc
1 Li, Youwei
1 Lin, Yijia
1 Liu, I-Chien
1 Liu, Xiaoming
1 Lugosi, Gábor
1 Makov, Udi E.
1 Mamon, Rogemar S.
1 Mei, Yuchen
1 Melenberg, Bertrand
1 Meyer-Massetti, Daniel W.
1 Mielniczuk, Jan
1 Mildenberger, Thoralf
1 Milidonis, Andreas
1 Mohlin, Erik
1 Müller, Hans-Georg
1 Nishida, Kiheiji
1 O’Hare, Colin
1 Ouburg, Wilbert
1 Pantelous, Athanasios A.
1 Peng, Liang
1 Peters, Gareth William
1 Planchet, Frédéric
1 Quaye, Enoch Nii Boi
1 Rozenholc, Yves
1 Samiuddin, M.
1 Sarda, Pascal
1 Schinzinger, Edo
1 Sen, Rituparna
1 Shapovalov, Vered
1 Stadtmüller, Ulrich
1 Stevens, Robert R.
1 Sun, Tao
1 Tan, Ken Seng
1 Tang, Sixian
1 Terrell, George R.
1 Tsai, Chenghsien Jason
1 Tsai, Jason Chenghsien
1 Tunaru, Radu S.
1 Vieu, Philippe
1 Vigne, Samuel A.
1 Wang, Chou-Wen
1 Wu, Jyh-Shyang
1 Yan, Hongxuan
1 Yang, Bowen

Citations by Year