CURRICULUM VITAE Yasutaka ShimizuName (Family, First): Shimizu, Yasutaka Title: Professor; Ph.D.Affiliation:Department of Applied Mathematics, Waseda University, JapanPostal Address:3-4-1, Okubu, Shinjuku, Tokyo 169-8555, JapanE-mail: shimizu@waseda.jp Education: April 1995 - March 1999: Department of mathematics, Science faculty, The University of Tokyo, Japan [Bachelor (Science), 1999] April 2000- March 2001: Postgraduate at Department of mathematics, Science faculty, The University of Tokyo, Japan April 2001 - March 2003: Master course of Graduate School of Mathematical Sciences, The University of Tokyo, Japan [Master (Mathematical Science), 2003]Master Thesis: Estimation for Diffusion processes with jumps from discrete observations April 2003 - March 2005: Doctoral course of Graduate School of Mathematical Sciences, The University of Tokyo, Japan　(withdrawal for getting a job at Osaka University) October, 2007: Ph.D. (Mathematical Science; Doctorate by way of Dissertation),Graduate School of Mathematical Sciences, The University of Tokyo, JapanDissertation: Asymptotic inference for stochastic differential equations with jumps from discrete observations and some practical approachesWork Experiences: April 1999 - October 1999: The Dai-ichi Mutual Life Insurance Co., Tokyo, Japan April 2001 - March 2004: Teaching Assistant at Graduate School of Mathematical Sciences, The University of Tokyo, Japan April 2005 - March 2007: Research Associate at Division of Mathematical Science, Graduate School of Engineering Science, Osaka University, Japan April 2007 - September 2011: Assistant Professor at Division of Mathematical Science, Graduate School of Engineering Science, Osaka University, Japan October 2011 – March 2014: Associate Professor at Division of Mathematical Science for Social Systems, Graduate School of Engineering Science, Osaka University, Japan April 2011–March 2012: Visiting Scholor at Department of Mathematics and Statistics, Concordia University, Canada

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April 2012–March 2017: Guest Associate Professor at the Institute of Statistical Mathematics (ISM), Japan April 2014–March 2017: Associate Professor at Department of Applied Mathematics, Waseda University, Japan April 2017–: Full Professor at Department of Applied Mathematics, Waseda University, Japan April 2017-: Guest Full Professor at the Institute of Statistical Mathematics (ISM), JapanSubjects Taught:- Computation and Statistics with “R” (undergraduate, 2005-2010) ; - Measure Theory: exercise (undergraduate, 2006-2010); - Problem Based Learning (undergraduate, 2005-2008);- Linear Algebra A (undergraduate, 2012-2013);- Linear Algebra B (undergraduate, 2012-2013);- Mathematics C: Fourier Analysis (undergraduate, 2012-2013);- Time Series Analysis: discrete and continuous time processes (Graduate, 2012-2013); - Math B1, B2(calculus) (undergraduate, 2014-)- Probability and Statistics (undergraduate, 2014-)- Modern actuarial risk theory (graduate, 2014-)- Fundamental Mathematics (undergraduate 2015-)- Asymptotic Statistics (graduate, international program, 2017-)Area of Research: Statistical inference for stochastic processes; asymptotic statistics; insurance and financial mathematics; risk theory. Academy: Mathematical Society of Japan (MSJ); Japan Statistical Society (JSS), The Japanese Association of Risk, Insurance and Pensions (JARIP)Awards: 1. Award for Presentation Excellence, The Japan Joint Statistical Meeting, September, 20042. The 21th OGAWA Encouragement Award, The Japan Statistical Society, September, 2007Publications (Refereed papers): 1. Shimizu, Y. (2006). Density estimation of Lévy densities for discretely observed diffusion processes with jumps, Journal of Japan Statistical Society, 36, no.1, 37-62.

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2. Shimizu, Y. (2006). M-estimation for discretely observed ergodic diffusion processes with infinitely many jumps, Statistical Inference for Stochastic Processes, 9, no.2, 179-225.3. Shimizu, Y. ; Yoshida, N. (2006). Estimation of parameters for diffusion processes with jumps from discrete observations, Statistical Inference for Stochastic Processes, 9, no. 3, 227-277.4. Shimizu, Y. (2008). Statistical specification of jumps under semiparametric semimartingale models, Mathematical Method of Statistics, 17, no.3, 209-227.5. Hayashi, K; Shimizu, Y and Kano, Y. (2008). Consistency of penalized risk of boosting methods in binary classification, New Trends in Psychometrics, Universal Academic Press, 87-96.6. Shimizu, Y. (2008). Some remarks on estimation of diffusion coefficients for jump-diffusions from finite samples, Bulletin of Informatics and Cybernetics, 40, 51-60.7. Shimizu, Y. (2008). A practical inference for discretely observed jump-diffusions from finite samples, Journal of Japan Statistical Society, 38, no.3, 391-413.8. Shimizu, Y. (2009). Model selection for Lévy measures in diffusion processes with jumps from discrete observations, Journal of Statistical Planning and Inference, 139, no.2, 516-532.9. Shimizu, Y. (2009). A new aspect of a risk process and its statistical inference, Insurance: Mathematics and Economics, 44, no.1, 70-77.10. Shimizu, Y. (2009). Functional estimation for Lévy measures of semimartingales with Poissonian jumps, Journal of Multivariate Analysis, 100, no.6, 1073-1092.　11. Shimizu, Y. (2009). Threshold estimation for jump-type stochastic processes from discrete observations (in Japanese), Proceedings of the Institute of Statistical Mathematics, 57, no.1, 97-118.12. Shimizu, Y. (2009). Notes on drift estimation for certain non-recurrent diffusion processes from sampled data, Statistics & Probability Letters, 79, no.20, 2200-2207.13. Shimizu, Y. (2010). Threshold selection in jump-discriminant filter for discretely observed jump processes, Statistical Methods & Applications, 19, no.3, 355-378. 14. Shimizu, Y. (2010). Local asymptotic mixed normality for discretely observed non-recurrent Ornstein-Uhlenbeck processes, forthcoming in Annals of the Institute of Statistical Mathematics. 15. Shimizu, Y. (2010). Nonparametric estimation of the Gerber-Shiu function for the Wiener-Poisson risk model, forthcoming in Scandinavian Actuarial Journal.16. Shimizu, Y. (2010). Estimation of parameters for discretely observed diffusion processes with a variety of rates for information, forthcoming in Annals of the Institute of Statistical Mathematics.3

17. Shimizu, Y. (2011). Gerber-Shiu function in risk theory and the statistical inference (in Japanese), Proceedings of the Institute of Statistical Mathematics, 59, no.1, 105-124.18. Shimizu, Y. (2011). Estimation of the expected discounted penalty function for Lévy insurance risks, Mathematical Methods of Statistics, 20, no.2, 125-149.19. Shimizu, Y. (2012). Local asymptotic mixed normality for discretely observed non-recurrent Ornstein-Uhlenbeck processes, Ann. Inst. Statist. Math., 64, no.1, 193-211.20. Shimizu, Y. (2012). Estimation of parameters for discretely observed diffusion processes with a variety of rates for information, Ann. Inst. Statist. Math., 64, no.3, 545-575.21. Shimizu, Y. (2012). Nonparametric estimation of the Gerber-Shiu function for the Wiener-Poisson risk model, Scand. Actuarial Journal, no.1, 56-69. 22. Feng, R. and Shimizu, Y. (2013). On a generalization from ruin to default in a Lévy insurance risk model, Methodol. Comput. Appl. Probab., 15, (4), 773-802.23. Long, H.; Sun, W. and Shimizu, Y. (2013). Least squares estimator for discretely observed stochastic processes driven by additive small Lévy noises, J. Multivariate Anal., 116, 422-439.24. Hao, X.; Li, X. and Shimizu, Y. (2013). Finite-time survival probability and credit default swaps pricing under geometric Lévy markets, Insurance: Math. and Econom., 53, 14-23.25. Shimizu, Y. (2014). Edgeworth type expansion of ruin probability under Lévy risk processes in the small loading asymptotics, Scand. Actuarial Journal, (7), 620-648.26. Brouste, A.; Fukasawa, M.; Hino, H.; Iacus, S.; Kamatani, K.; Koike, Y.; Masuda, H.; Nomura, R.; Ogihara, T; Shimizu, Y.; Uchida, M. and Yoshida, N. (2014). The YUIMA Project: A Computational Framework for Simulation and Inference of Stochastic Differential Equations, Journal of Statistical Software. 57, (4), http://www.jstatsoft.org/27. Feng, R. and Shimizu, Y. (2014). Potential measures for spectrally negative Markov additive processes with applications in ruin theory, Insurance: Math. and Econom., 59, 11-2628. Feng, R. and Shimizu, Y. (2016). Applications of central limit theorems for equity-linked insurance, Insurance: Math. and Econom., 69, 138-14829. Long, H.; Ma, C.; and Shimizu, Y. (2017). Least squares estimators for stochastic differential equations driven by small Levy noises, Stochastic Processes and their Applications, 127, 1475-1495.30. Zhimin, Z. and Shimizu, Y. (2017). Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus, Insurance: Math. and Econom., 74, 84-98.31. Shimizu, Y. (2017). Threshold estimation for stochastic processes with small noise, to appear in Scandinavian J. Statistics.

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Grants (Only for representative): 1. Research fellowship for Young Scientists (DC2); Japan Society for the Promotion of Science, 20062. Grant-in-Aid for Young Scientists (B), #19740049; Scientific Research (the Ministry of Education, Science, Sports and Culture), 2007 – 20083. Cooperative Research Meetings, the Institute of Statistical Mathematics: #21-5010, 20094. Grant-in-Aid for Young Scientists (B), #21740073; Scientific Research (the Ministry of Education, Science, Sports and Culture), 2009 - 20115. Grant-in-Aid for Young Scientists (B), #24740061; Scientific Research (the Ministry of Education, Science, Sports and Culture), 2012 – 20146. Grant-in-Aid for Scientific Research (C), #15K05009; Scientific Research (the Ministry of Education, Science, Sports and Culture), 2015 – 2017Other Activities: 2007 – 2009: A member of administrative board of Japan Statistical Society (Web Server Administrator) 2009 -: Mathematical Reviewer (American Mathematical Society) 2013-: A guiding committee of Mathematical Statistics Session Meeting, Japan Mathematical Society 2014-: Associate Editor: Japan Journal of Industrial and Applied Mathematics 2016-: Editor: Journal of the Japanese Association of Risk, Insurance and Pensions 2017-: Organizer: Social Corporation Council, Japan Mathematical Society.

This CV and further information of mine are obtained at URL: http://www.shimizu.sci.waseda.ac.jp/Updated: Oct. 28, 2016.

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