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Takaaki Koike
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Hitotsubashi University - Kunitachi / Japan
一橋大学
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Takaaki Koike's MOST POPULAR ARTICLES
1-)
Markov chain monte carlo methods for estimating systemic risk allocationsT Koike, M HofertRisks 8 (1), 6, 2020162020
2-)
Estimation of risk contributions with MCMCT Koike, M MinamiQuantitative Finance 19 (9), 1579-1597, 2019162019
3-)
Compatibility and attainability of matrices of correlation-based measures of concordance M Hofert, T Koike ASTIN Bulletin: The Journal of the IAA 49 (3), 885-918, 2019 72019
4-)
Avoiding zero probability events when computing Value at Risk contributionsT Koike, Y Saporito, R TarginoInsurance: Mathematics and Economics 106, 173-192, 20226*2022
5-)
Matrix compatibility and correlation mixture representation of generalized Gini\'s gammaT Koike, M HofertCanadian Journal of Statistics 51 (4), 1111-1125, 202342023
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