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Masaaki Kijima
Masaaki Kijima
Shunan University
Verified email at shunan-u.ac.jp
Title
Cited by
Cited by
Year
Some results for repairable systems with general repair
M Kijima
Journal of Applied probability 26 (1), 89-102, 1989
10941989
Markov processes for stochastic modeling
M Kijima
Springer, 2013
6222013
Economic models for the environmental Kuznets curve: A survey
M Kijima, K Nishide, A Ohyama
Journal of economic dynamics and control 34 (7), 1187-1201, 2010
5182010
Periodical replacement problem without assuming minimal repair
M Kijima, H Morimura, Y Suzuki
European Journal of Operational Research 37 (2), 194-203, 1988
4821988
A useful generalization of renewal theory: counting processes governed by non-negative Markovian increments
M Kijima, U Sumita
Journal of Applied probability 23 (1), 71-88, 1986
2851986
Stochastic processes with applications to finance
M Kijima
Chapman and Hall/CRC, 2002
2652002
A Markov chain model for valuing credit risk derivatives.
M Kijima, K Komoribayashi
Journal of Derivatives 6 (1), 97-108, 1998
1991998
On the significance of expected shortfall as a coherent risk measure
K Inui, M Kijima
Journal of banking & finance 29 (4), 853-864, 2005
1702005
A Markovian framework in multi-factor Heath-Jarrow-Morton models
K Inui, M Kijima
Journal of financial and quantitative analysis 33 (3), 423-440, 1998
1331998
A multi-quality model of interest rates
M Kijima, K Tanaka, T Wong
Quantitative Finance 9 (2), 133-145, 2009
1212009
Credit events and the valuation of credit derivatives of basket type
M Kijima, Y Muromachi
Review of Derivatives Research 4, 55-79, 2000
1032000
A cumulative damage shock model with imperfect preventive maintenance
M Kijima, T Nakagawa
Naval Research Logistics (NRL) 38 (2), 145-156, 1991
971991
Replacement policies for a cumulative damage model with minimal repair at failure
T Nakagawa, M Kijima
IEEE Transactions on Reliability 38 (5), 581-584, 1989
921989
Stochastic orders and their applications in financial optimization
M Kijima, M Ohnishi
Mathematical Methods of Operations Research 50, 351-372, 1999
901999
A point process model for the reliability of a maintained system subject to general repair
LA Baxter, M Kijima, M Tortorella
Stochastic models 12 (1), 12-1, 1996
891996
Valuation of a credit swap of the basket type
M Kijima
Review of Derivatives Research 4, 81-97, 2000
862000
Replacement policies of a shock model with imperfect preventive maintenance
M Kijima, T Nakagawa
European Journal of Operational Research 57 (1), 100-110, 1992
851992
Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunities
M Kijima, M Ohnishi
Annals of Operations Research 45, 147-163, 1993
831993
PORTFOLIO SELECTION PROBLEMS VIA THE BIVARIATE CHARACTERIZATION OF STOCHASTIC DOMINANCE RELATIONS1
M Kijima, M Ohnishi
Mathematical Finance 6 (3), 237-277, 1996
811996
Evaluation of credit risk of a portfolio with stochastic interest rate and default processes
M Kijima, Y Muromachi
Journal of Risk 3, 5-36, 2000
722000
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