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Koichiro Takaoka
Publication Activity (10 Years)
Years Active: 2014-2022
Publications (10 Years): 1
Top Topics
Metamodel
Model Driven
Poisson Processes
Risk Measures
Top Venues
Finance Stochastics
J. Appl. Probab.
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Publications
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Masashi Tomita
,
Koichiro Takaoka
,
Motokazu Ishizaka
On the ruin probability of a generalized Cramér-Lundberg model driven by mixed Poisson processes.
J. Appl. Probab.
59 (3) (2022)
Koichiro Takaoka
,
Martin Schweizer
A note on the condition of no unbounded profit with bounded risk.
Finance Stochastics
18 (2) (2014)