"Masashi Ieda,Takashi Yamashita,Yumiharu Nakano","A liability tracking portfolio for pension fund management",,"Proceedings of the 46th ISCIE International Symposium on Stochastic Systems Theory and Its Applications",,,,"pp. 112-117",2015,May
"Yumiharu Nakano","Quasi-Monte Carlo methods for Choquet integrals",,"Journal of Computational and Applied Mathematics",,"Volume 287",,"Page 63-66",2015,Apr.
"Atsushi Iizuka,Yumiharu Nakano","On historical value-at-risk under distribution uncertainty",,"Journal of Mathematical Finance",,"Vol. 5",,"pp. 103-108",2015,Apr.
"Yumiharu Nakano","A collocation method for Zakai equations","SIAM Conference on Control & Its Applications",,,,,,2015,
"Yumiharu Nakano","On a law of large numbers for insurance risks",,,,,,,2015,