Books and Papers
Academic Qualifications
Research Topics, Consignment Studies & KAKENHI Researches
Committees and Associations
Current Specialized Field
    （Last updated : 2022-12-28 12:59:51）
  MATSUYAMA Naoki
   Department   Undergraduate School  , School of Interdisciplinary Mathematical Sciences
   Position   Professor
■ Books and Papers
1. 2022/09 Article Extending the Lee-Carter model with variational autoencoder: a fusion of neural network and Bayesian approach ASTIN Bulletin 51(3),pp.689-718 (Collaboration)  Link
2. 2009/07 Article Actuarial Mathematics, Basic Theory and Current issues in Japan Selected Papers on Probability and　Statistics,American Mathematical Society (227),pp.219,231 (Collaboration) 
3. 2002/03 Article Recent Developments in Financial Risk Management of Life Insurance Companies and the Practices in Japan アクチュアリージャーナル (44),pp.36-47 (Single) 
4. 1999/04 Article A Feasibility Study of the Optimal Asset Mix for Japanese Life Insurers’ General Account 9th International AFIR-Colloquium 1999 Proceedings pp.141-152 (Single) 
5. 1991/04 Article Unrealized Gains in Stocks from the Viewpoint of Investment Risk Management 2nd International AFIR-Colloquium 1991-Proceedings 2,pp.279-286 (Single) 
■ Academic Qualifications
1. 2009/03
Degree Acquisition 		Nihon University,
2. ～1981/03 Faculty of Science, Osaka University, Graduated,
■ Research Topics, Consignment Studies & KAKENHI Researches
1. 2009  Actuarial Mathematics,ERM  (Key Word : ALM,ERM,Quantitative Risk Management)
■ Committees and Associations
1. 2019/06/01～2020/06/30 The Advisory Council on the Economic Value-based Solvency Framework　（FSA) member Link
■ Current Specialized Field
Basic mathematics