Curriculum Vitae
Employment
Employment
- Assistant Professor, Graduate School of Economics at Hitotsubashi University, 2022.04 - present
- Project Assistant Professor, Risk Analysis Research Center (RARC) at The Institute of Statistical Mathematics (ISM), 2020.10 - 2022.03
Education
Education
- PhD in Actuarial Science, University of Waterloo, 2017.9 - 2020.8
- Thesis: Risk Analysis: Measures of concordance, their compatibility and capital allocation
- MSc in Mathematics, Keio University, 2015.4 - 2017.3
- Thesis: Computation of risk contributions with MCMC
- BSc in Mathematics, Keio University, 2011.4 - 2015.3
- Thesis: VaR bounds and the case study using rearrangement algorithm
Visiting positions
Visiting positions
- Visiting Research Fellow, Risk Analysis Research Center, The Institute of Statistical Mathematics (2022.04.01 - present)
- Visiting Assistant Professor, Faculty of Science and Technology, Keio University (2020.12.01 - present)
- Visiting student, RiskLab Switzerland, Department of Mathematics, ETH Zurich (2015.9 - 2016.2)
Affiliated memberships
Affiliated memberships
- Operations Research Society of Japan (2021.12 ~ present)
- Japanese Association of Financial Econometrics and Engineering (JAFEE, 2021.10 ~ present)
- The Japanese Association of Risk, Insurance and Pensions (JARIP, 2021.9 ~ present)
- The Japan Statistical Society (Regular member, 2021.2 ~ present)
- The Institute of Actuaries of Japan (Associate, 2014.2 ~ present)
Awards
Awards
- Sprott Scholarship, University of Waterloo, 2020.7
- Statistics and Actuarial Science Chair Award, University of Waterloo, 2018.3 and 2018.11
- Statistics and Actuarial Science Graduate Award (Teaching Assistant Award), University of Waterloo, 2018.2
- Statistics and Actuarial Science Doctoral Entrance Award, University of Waterloo, 2017.9
- Outstanding Student Presentation Award, 10th Japan Statistical Meeting in Spring, 2016.3
- Fujiwara Award, Faculty of Science and Technology, Keio University, 2015.9
Academic service
Academic service
- Journal peer-review
ASTIN Bulletin / Dependence Modelling / Environmental and Ecological Statistics / Extremes / Journal of Multivariate Analysis
ASTIN Bulletin / Dependence Modelling / Environmental and Ecological Statistics / Extremes / Journal of Multivariate Analysis
- Book peer-review
Springer
Springer
Teaching activities
Teaching activities
- Introductory Econometrics (2022.4 ~), Hitotsubashi University