Vol.54, No.1
Pages | Title/Author(s) | |
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Special Topic: Statistical Science and Risk Analysis | ||
1-3 | Value Selection in Risk Analysis and Role of Risk Professionals Hiroe TSUBAKI |
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5-21 | An Empirical Comparison of GARCH Models Based on Intraday Value at Risk Takayuki MORIMOTO and Yoshinori KAWASAKI |
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23-38 | Measuring Method for Hazard Term Structure Based on Hazard Model with Time Varying Covariates Satoshi YAMASHITA and Tomohiro ANDO |
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39-55 | Information of Corporate Bonds Ratings via a Bond Pricing Model : Prediction of Bond Rating Changes Hiroshi TSUDA |
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57-78 | Pricing of Weather Derivatives Based on Trend Prediction and Their Hedge Effect on Business Risks Yuji YAMADA, Manami IIDA and Hiroe TSUBAKI |
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79-103 | Analysis of Parameter Sensitivity of a CPR Model in MBS Evaluation Jun KATAOKA |
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105-122 | Improvement for Risk Assessment Process through Hierarchical Holographic Modeling Method - A Practice in IT-security Policy Construction Project - Toshikazu SHIMODAIRA and Hua XU |
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123-146 | Estimation of Contribution of Unidentified Sources to Environmental Contamination Nobuhisa KASHIWAGI, Tadashi YOSHIZAWA, Tsuyoshi IBARAKI, Kenichi KATO, Shunji HASHIMOTO and Yuko SASAKI |
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147-175 | Recursion Formulae for Discrete Probability Distributions Masashi KITANO, Kazuki AOYAMA and Kunio SHIMIZU |
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177-190 | Empirical Bayes Estimation in von Mises Distribution Xiong YE and Toshio OHNISHI |
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191-206 | Applying Propensity-score Adjustment to Social Surveys with Non-random Sampling and a Selection Criterion for Covariates Takahiro HOSHINO and Tadahiko MAEDA |