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ナンヤン工科大学（南洋理工大学）
ナンヤン・ビジネススクール准教授
メール: skamiya@ntu.edu.sg
電話: +65 6790 5718
アドレス: 50 Nanyang Avenue, Singapore 639798
ORCID: 0000-0003-0825-2459
自己紹介
慶應義塾大学環境情報学部を1994年に卒業後、安田火災海上保険（現在の損保ジャパン）に入社。島根支店、営業開発第一部を経て退職。イリノイ大学数学部で応用数学修士、ウィスコンシン大学でリスク管理・保険の分野で博士号を取得した後、2010年よりシンガポール、ナンヤン工科大学（南洋理工大学）に在籍。現在、ナンヤン・ビジネススクール准教授。保険数理や金融リスク管理、ERMなどの授業を担当。
学位
Ph.D.（リスク管理，保険）米国ウィスコンシン大学マディソン校，ウィスコンシン・ビジネススクール，2010年
M.S. （応用数学）米国イリノイ大学アーバナ・シャンペーン校，数学部，2003年
B.A. 慶應義塾大学環境情報学部，1994年
専門分野
リスク管理，保険，資本配分
ワーキングペーパー
Context Comes to Mind: Evidence and Implications for Protection against Catastrophes (with K. Kakamu, P. Staufer-Steinnocher, T. Yamasaki, and N.Yanase), also available at at: http://ssrn.com/abstract=4050176
Too Old to Fail (with Martin Grace and George Zanjani), also available at http://ssrn.com/abstract=3918081
Analyst Coverage and Corporate Risk-Taking: Evidence From Property-Casualty Insurance Firms (with Tao Chen, Andreas Milidonis, and Pingyi Lou), available at https://ssrn.com/abstract=3778633
Investors’ Financial Health and Municipal Bond Liquidity Risk (with Tao Chen and Pingyi Lou), available at https://ssrn.com/abstract=3416974
研究論文
ジャーナル掲載（予定）論文
Estimating Spillover Effects in Property Casualty Insurance Consumption (with Douglas Bujakowski), North American Actuarial Journal, 2022, forthcoming.
Risk Management, Firm Reputation, and the Impact of Successful Cyberattacks on Target Firms (with J.-K. Kang, J. Kim, A. Milidonis, and R. Stulz), Journal of Financial Economics 139(3), March 2021, 719-749.
Mortality Forecasts for Long-Term Care Subpopulations with Longevity Risk: A Bayesian Approach (with A. Kogure and T. Fushimi), North American Actuarial Journal, 25(sup1), 2021, S534-S544.
Learning from Extreme Catastrophe (with Noriyoshi Yanase), Journal of Risk and Uncertainty 59(1), August 2019, 85-124.
Marginal Cost of Risk-Based Capital and Risk Taking (with C. Tao, J. R. Goh, and P. Lou), Journal of Banking and Finance 103, June 2019, 130-145.
Dynamic Capital Allocation with Irreversible Investment (with D. Bauer, X. Ping, and G. Zanjani), Insurance: Mathematics and Economics 85, March 2019, 138-152.
The Face of Risk: CEO Facial Masculinity and Firm Risk (with Y. H. Kim and S. Park), European Financial Management 25(2), March 2019, 239-270.
European Financial Management Readers’ Choice Best Paper Award (Volume 25, 2019)
European Financial Management Top Cited Article published between 2019 and 2020
Actuarial Independence and Managerial Discretion (with A. Milidonis), Journal of Risk and Insurance 85(4), December 2018, 1055-1082.
Credit Crunch and Insurance Consumption: The Aftermath of the Subprime Mortgage Crisis, Journal of Risk and Insurance 85(3), September 2018, 721-747.
Egalitarian Equivalent Capital Allocation (with G. Zanjani), North American Actuarial Journal 21(3), July 2017, 382-396.
A Bayesian Multivariate Risk-neutral Method for Pricing Reverse Mortgages (with A. Kogure and J. Li), North American Actuarial Journal 18(1), February 2014, 242-257.
A Theory of the Demand for Underwriting (with M. Browne), Journal of Risk and Insurance 79(2), June 2012, 335-349.
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