確率解析、保険数理

教養数学

東京大学大学院数理科学研究科修士課程修了
九州大学大学院数理学府後期博士課程単位取得後退学

博士（数理学）

日本アクチュアリー会、日本保険・年金リスク学会，日本統計学会

［確率解析］CR多様体上の拡散過程に関する研究
［保険数理］IBNR、コピュラ、損害率のベイズ推定

・Indecomposable decomposition of tensor products of modules over the restricted quantum universal enveloping algebra associated to sl2, Journal of Algebra 330 (2011), 103-129 (with Y. Saito)
・Asymptotic tail dependence of the normal copula, Journal of Math-for-Industry Vol. 4 (2012A-9), 73-78 (with S. Saito, S. Taniguchi)
・Bayesian approach to measuring parameter and model risk in loss ratio estimation, Journal of Math-for-Industry Vol. 4 (2012B-1), 85-89 (with S. Saito)
・The Bowman-Bradley theorem for multiple zeta-star values, Journal of Number Theory 132 (2012), 1984-2002 (with S. Saito, T. Tanaka)
・A construction of diffusion processes associated with sub-Laplacian on CR manifolds and its applications, Journal of the Mathematical Society of Japan Vol. 69 No. 1 (2017), 111-125 (with S. Taniguchi)
・A concrete approach to diagonal short time asymptotics of heat kernels associated with sub-Laplacian on CR manifolds, Kyushu Journal of Mathematics 71 (2017), 65-84

kondo-hi@shimonoseki-cu.ac.jp