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井上昭彦 研究業績一覧 (8件)
- 2025
- 2024
- 2023
- 2022
- 2021


- 全件表示
論文
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Akihiko Inoue,
Yumiharu Nakano.
Remark on optimal investment in a market with memory,
Theory of Stochastic Processes,
Vol. 13,
pp. 66-76,
2007.
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Akihiko Inoue,
Yumiharu Nakano,
Vo Anh.
Binary market models with memory,
Statistics & Probability Letters,
Vol. 77,
pp. 256-264,
2007.
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Akihiko Inoue,
Yumiharu Nakano.
Optimal long term investment model with memory,
Applied Mathematics and Optimization,
Vol. 55,
93-122,
2007.
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Akihiko Inoue,
Yumiharu Nakano,
Vo Anh.
Linear filtering of systems with memory and application to finance,
Journal of Applied Mathematics and Stochastic Analysis,
2006.
著書
国内会議発表 (査読なし・不明)
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Kei Fukuda,
Akihiko Inoue,
Yumiharu Nakano.
Premium Calculation and Optimal Intertemporal Risk Diversification,
Surikaisekikenkyusho Kokyuroku,
Vol. 1580,
pp. 150-162,
2008.
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井上昭彦,
中野張,
福田 敬.
効用等値価格による保険料計算,
日本保険・年金リスク学会 平成19年度第1回研究会,
2007.
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