@article{CTT100688080,
  author = {Masashi Ieda and Takashi Yamashita and Yumiharu Nakano},
  title = {A liability tracking portfolio for pension fund management},
  journal = {Proceedings of the 46th ISCIE International Symposium on Stochastic Systems Theory and Its Applications},
  year = 2015,
}

@article{CTT100677605,
  author = {Atsushi Iizuka and Yumiharu Nakano},
  title = {On historical value-at-risk under distribution uncertainty},
  journal = {Journal of Mathematical Finance},
  year = 2015,
}

@article{CTT100677853,
  author = {Yumiharu Nakano},
  title = {Quasi-Monte Carlo methods for Choquet integrals},
  journal = {Journal of Computational and Applied Mathematics},
  year = 2015,
}

@inproceedings{CTT100697041,
  author = {Yumiharu Nakano},
  title = {A collocation method for Zakai equations},
  booktitle = {},
  year = 2015,
}

@misc{CTT100697039,
  author = {Yumiharu Nakano},
  title = {On a law of large numbers for insurance risks},
  year = 2015,
}