Edit Profile (opens in new tab) Kogure, Atsuyuki Compute Distance To: Compute Author ID: 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 all top 5 Co-Authors 7 single-authored 2 Kamiya, Shinichi 1 Fushimi, Takahiro 1 Kanazawa, Yuichiro 1 Kurachi, Yoshiyuki 1 Lee, Sang-Gil 1 Li, Jackie Ji 1 Sagae, Masahiko all top 5 Serials 3 Journal of the Japan Statistical Society 2 North American Actuarial Journal 1 The Annals of Statistics 1 Insurance Mathematics & Economics 1 Sūgaku 1 Sugaku Expositions 1 Journal of Nonparametric Statistics 1 Financial Engineering and the Japanese Markets 1 Journal of the Japan Statistical Society. Japanese Issue Fields 9 Statistics (62-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Numerical analysis (65-XX) Publications by Year all cited Publications top 5 cited Publications 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 1231.91438Kogure, Atsuyuki; Kurachi, Yoshiyuki 25 2010 A Bayesian multivariate risk-neutral method for pricing reverse mortgages. Zbl 1412.91047Kogure, Atsuyuki; Li, Jackie; Kamiya, Shinichi 11 2014 Asymptotically optimal cells for a histogram. Zbl 0631.62049Kogure, Atsuyuki 10 1987 Mortality forecasts for long-term care subpopulations with longevity risk: a Bayesian approach. Zbl 1461.91249Kogure, Atsuyuki; Fushimi, Takahiro; Kamiya, Shinichi 2 2021 Effective interpolations for kernel density estimators. Zbl 0914.62027Kogure, Atsuyuki 1 1998 On the asymptotic equivalence of Hellinger distance and Kullback-Leibler loss. Zbl 0934.62049Kanazawa, Yuichiro; Kogure, Atsuyuki; Lee, Sang-Gil 1 1999 Nonparametric prediction for the time-dependent volatility of the security price. Zbl 1153.91527Kogure, Atsuyuki 1 1994 Mortality forecasts for long-term care subpopulations with longevity risk: a Bayesian approach. Zbl 1461.91249Kogure, Atsuyuki; Fushimi, Takahiro; Kamiya, Shinichi 2 2021 A Bayesian multivariate risk-neutral method for pricing reverse mortgages. Zbl 1412.91047Kogure, Atsuyuki; Li, Jackie; Kamiya, Shinichi 11 2014 A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions. Zbl 1231.91438Kogure, Atsuyuki; Kurachi, Yoshiyuki 25 2010 On the asymptotic equivalence of Hellinger distance and Kullback-Leibler loss. Zbl 0934.62049Kanazawa, Yuichiro; Kogure, Atsuyuki; Lee, Sang-Gil 1 1999 Effective interpolations for kernel density estimators. Zbl 0914.62027Kogure, Atsuyuki 1 1998 Nonparametric prediction for the time-dependent volatility of the security price. Zbl 1153.91527Kogure, Atsuyuki 1 1994 Asymptotically optimal cells for a histogram. Zbl 0631.62049Kogure, Atsuyuki 10 1987 all cited Publications top 5 cited Publications 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 all top 5 Cited in 21 Serials 13 Insurance Mathematics & Economics 6 North American Actuarial Journal 3 European Actuarial Journal 2 Communications in Statistics. Theory and Methods 2 Journal of Statistical Computation and Simulation 1 The Annals of Statistics 1 Journal of Economic Theory 1 Journal of Econometrics 1 Journal of Multivariate Analysis 1 Journal of Statistical Planning and Inference 1 Economics Letters 1 European Journal of Operational Research 1 Computational Statistics and Data Analysis 1 Test 1 Journal of Nonparametric Statistics 1 Scandinavian Actuarial Journal 1 Quantitative Finance 1 ASTIN Bulletin 1 Stochastics 1 Statistics and Computing 1 Journal of the Japan Statistical Society. Japanese Issue all top 5 Cited in 7 Fields 27 Statistics (62-XX) 26 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 General and overarching topics; collections (00-XX) 4 Numerical analysis (65-XX) 2 Operations research, mathematical programming (90-XX) 1 Probability theory and stochastic processes (60-XX) 1 Biology and other natural sciences (92-XX) Citations by Year