Masaaki Kijima

Economics and Econometrics · 2000–2010

A researcher in the Science corpus: 6 papers; trusts 13 researchers and is trusted by 11 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 24 citations into it; #14,052 of 23,481 by trust here, #7,944 by citations
• Finance — 20 citations into it; #3,946 of 10,518 by trust here, #5,523 by citations
• Demography — 9 citations into it; #2,758 of 4,236 by trust here, #2,670 by citations
• Management Science and Operations Research — 7 citations into it; #8,758 of 11,946 by trust here, #8,906 by citations

Whom Masaaki Kijima trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Dilip B Madan 5
2. Daniel Dufresne
3. Hangsuck Lee
4. Jan Dhaene
5. John A. Nelder
6. Yukio Muromachi
7. R. Tyrrell Rockafellar
8. Robert S. Pindyck
9. Michel Denuit
10. Soumyananda Dinda

Who trusts Masaaki Kijima overall

1. Fabio Mercurio
2. Muhammad Shahbaz
3. V. Esteve
4. Yukio Muromachi
5. St'ephane Cr'epey
6. Sahbi Farhani
7. Cecilio Tamarit
8. Tomasz R. Bielecki
9. Jevan Cherniwchan
10. Xin Huang

Papers from Masaaki Kijima's perspective

Ordered by how strongly the researchers Masaaki Kijima trusts endorse each paper. Same corpus, a different order for every researcher.

1. The Concept of Comonotonicity in Actuarial Science and Finance: Applications
2. The log-normal approximation in financial and other computations (Advances in Applied Probability)
3. The concept of comonotonicity in actuarial science and finance: theory (Insurance, Mathematics & Economics)
4. Optimization of conditional value-at risk
5. Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk* (ASTIN Bulletin: The Journal of the International Actuarial Association)
6. A Two-Factor Hazard Rate Model for Pricing Risky Debt and the Term Structure of Credit Spreads (Journal of Financial and Quantitative Analysis)
7. Valuation of a Credit Swap of the Basket Type
8. Smoothing and forecasting mortality rates
9. Non Mean Reverting Affine Processes for Stochastic Mortality
10. Black's Model of Interest Rates as Options, Eigenfunction Expansions and Japanese Interest Rates

Their papers

• Economic models for the environmental Kuznets curve: A survey (2010) — 441 citations
• On the significance of expected shortfall as a coherent risk measure (2005) — 112 citations
• A multi-quality model of interest rates (2009) — 90 citations
• Pricing of Ratchet Equity-Indexed Annuities under Stochastic Interest Rates ? (2007) — 67 citations
• Credit Events and the Valuation of Credit Derivatives of Basket Type (2000) — 57 citations
• Valuation of a Credit Swap of the Basket Type (2000) — 52 citations