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Faculty information (degree and performance)

Faculty details

KONDO Hiroki

KONDO Hiroki

Affiliation
Faculty of Data Science Department of Data Science
Position
Associate Professor
Position

Researcher Information

Specialized fields

Probability analysis, insurance actuarial

Courses in charge

Liberal Arts Mathematics

Educational background

Graduated from the Graduate School of Mathematical Sciences, the University of Tokyo
Graduate School of Mathematical Sciences, Kyushu University

Acquired degree

Ph.D. (Mathematics)

Affiliated Society

Japan Actuary Association, Japan Society for Insurance and Pension Risks, Japan Institute of Statistical Science

Research Keywords

Current research themes

[Probability Analysis] Research on the diffusion process in CR variants
[Insurance Mathematics] Bayes estimation of IBNR, Copura and Loss Ratio

Major Research Results and Activities

・Indecomposable decomposition of tensor products of modules over the restricted quantum universal enveloping algebra associated to sl2, Journal of Algebra 330 (2011), 103-129 (with Y. Saito)
・Asymptotic tail dependence of the normal copula, Journal of Math-for-Industry Vol. 4 (2012A-9), 73-78 (with S. Saito, S. Taniguchi)
・Bayesian approach to measuring parameter and model risk in loss ratio estimation, Journal of Math-for-Industry Vol. 4 (2012B-1), 85-89 (with S. Saito)
・The Bowman-Bradley theorem for multiple zeta-star values, Journal of Number Theory 132 (2012), 1984-2002 (with S. Saito, T. Tanaka)
・A construction of diffusion processes associated with sub-Laplacian on CR manifolds and its applications, Journal of the Mathematical Society of Japan Vol. 69 No. 1 (2017), 111-125 (with S. Taniguchi)
・A concrete approach to diagonal short time asymptotics of heat kernels associated with sub-Laplacian on CR manifolds, Kyushu Journal of Mathematics 71 (2017), 65-84

Others

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