| A Bayesian approach to pricing longevity risk based on risk-neutral predictive distributions A Kogure, Y Kurachi Insurance: Mathematics and Economics 46 (1), 162-172, 2010 | 91 | 2010 |
| Asymptotically optimal cells for a historgram A Kogure The Annals of Statistics, 1023-1030, 1987 | 54 | 1987 |
| A Bayesian multivariate risk-neutral method for pricing reverse mortgages A Kogure, J Li, S Kamiya North American Actuarial Journal 18 (1), 242-257, 2014 | 44 | 2014 |
| A Bayesian comparison of models for changing mortalities toward evaluating longevity risk in Japan A Kogure, K Kitsukawa, Y Kurachi Asia-Pacific Journal of Risk and Insurance 3 (2), 2009 | 40 | 2009 |
| Multivariate risk-neutral pricing of reverse mortgages under the Bayesian framework J Li, A Kogure, J Liu Risks 7 (1), 11, 2019 | 15 | 2019 |
| Effective interpolations for kernel density estimators A Kogure Journal of Nonparametric Statistics 9 (2), 165-195, 1998 | 9 | 1998 |
| Mortality forecasts for Long-Term Care subpopulations with longevity risk: A Bayesian approach A Kogure, T Fushimi, S Kamiya North American Actuarial Journal 25 (sup1), S534-S544, 2021 | 7 | 2021 |
| Optimal cells for a histogram A Kogure Yale University, 1986 | 7 | 1986 |
| A Bayesian pricing of longevity derivatives with interest rate risks A Kogure, T Fushimi Asia-Pacific Journal of Risk and Insurance 12 (1), 20170017, 2018 | 5 | 2018 |
| A new approach to the estimation of stochastic differential equations with an application to the Japanese interest rates A Kogure Institute for Monetary and Economic Studies, Bank of Japan, 1997 | 5 | 1997 |
| A Bayesian approach to longevity derivative pricing under stochastic interest rates with a two-factor Lee-Carter model T Fushimi, A Kogure ARIA 2014 Annual Meeting: http://www. aria. org/Annual_ Meeting/2014/2014 …, 2014 | 4 | 2014 |
| Bayesian mixture modelling for mortality projection J Li, A Kogure Risks 9 (4), 76, 2021 | 3 | 2021 |
| On the asymptotic equivalence of Hellinger distance and Kullback-Leibler loss Y Kanazawa, A Kogure, SG Lee Journal of the Japan Statistical Society 29 (1), 1-21, 1999 | 2 | 1999 |
| Nonparametric prediction for the time-dependent volatility of the security price A Kogure Financial Engineering and the Japanese Markets 3, 1-22, 1996 | 1 | 1996 |
| Guest Editors’ Note on the Summer 2019 Special Issue–New Solutions in Risk Management S Kamiya, A Kogure Asia-Pacific Journal of Risk and Insurance 13 (2), 20190021, 2019 | | 2019 |
| A Bayesian multivariate risk-neutral method for pricing A Kogure, J Li, S Kamiya Society of Actuaries. It incorporates referee’s, 2014 | | 2014 |
| The Poisson Log-Bilinear Model of Forecasting Mortality and the Valuation of the Longevity Risk A Kogure, T Hasegawa Proceedings of the Korean Statistical Society Conference, 49-53, 2005 | | 2005 |
| A Local Maximum Entropy Density Estimator S Masahiko, K Atsuyuki 日本統計学会講演報告集 68, 122-123, 2000 | | 2000 |
| C′-2 A Local Maximum Entropy Density Estimator (日本統計学会第 68 回大会記録: 統計一般理論 (5)) M Sagae, A Kogure 日本統計学会誌 30 (3), 346, 2000 | | 2000 |
| DATA-BASED CELL SELECTION RULES FOR A HISTOGRAM: A REVIEW A KOGURE Sūgaku Expositions: A Translation of Sūgaku 4 (1), 111, 1991 | | 1991 |
