Loading component...
Experience
Prior to joining Milliman, he worked for financial department, Ernst & Young Shin-Nihon LLC, from December 2007, where he engaged in audit task support for securities firms.
Publications and Presentations
Yujiro presented papers at the IAJ annual meeting and other conferences, including:
- “Implementation of the BGM model—comparison of volatility functions—”
- “Calibration method of the Vasicek/CIR Model and VaR99.5% of the Japanese interest rate”
- “A new variance reduction method”
- “An Empirical Study of Multi-objective optimization in the Multi-currency Hull-White Two-Factor model”
- “A Phase Diagram and Critical Phenomena of the Statistical Market Competition Model with Variable Risk Appetite Groups”
Professional Designations
- Fellow, Institute of Actuaries of Japan
- Fellow, The Japanese Institute of Certified Public Accountants
Education
- Department of Mechanical Engineering, University of Tokyo
- Department of Applied Physics, Graduate School of Engineering, University of Tokyo
