Vol.54, No.1 (2006) Contents

Vol.54, No.1

Special Topic: Statistical Science and Risk Analysis
1-3 Value Selection in Risk Analysis and Role of Risk Professionals
5-21 An Empirical Comparison of GARCH Models Based on Intraday Value at Risk
Takayuki MORIMOTO and Yoshinori KAWASAKI
23-38 Measuring Method for Hazard Term Structure Based on Hazard Model with Time Varying Covariates
Satoshi YAMASHITA and Tomohiro ANDO
39-55 Information of Corporate Bonds Ratings via a Bond Pricing Model : Prediction of Bond Rating Changes
Hiroshi TSUDA
57-78 Pricing of Weather Derivatives Based on Trend Prediction and Their Hedge Effect on Business Risks
Yuji YAMADA, Manami IIDA and Hiroe TSUBAKI
79-103 Analysis of Parameter Sensitivity of a CPR Model in MBS Evaluation
105-122 Improvement for Risk Assessment Process through Hierarchical Holographic Modeling Method - A Practice in IT-security Policy Construction Project -
Toshikazu SHIMODAIRA and Hua XU
123-146 Estimation of Contribution of Unidentified Sources to Environmental Contamination
Nobuhisa KASHIWAGI, Tadashi YOSHIZAWA, Tsuyoshi IBARAKI, Kenichi KATO, Shunji HASHIMOTO and Yuko SASAKI
147-175 Recursion Formulae for Discrete Probability Distributions
Masashi KITANO, Kazuki AOYAMA and Kunio SHIMIZU

177-190 Empirical Bayes Estimation in von Mises Distribution
Xiong YE and Toshio OHNISHI
191-206 Applying Propensity-score Adjustment to Social Surveys with Non-random Sampling and a Selection Criterion for Covariates
Takahiro HOSHINO and Tadahiko MAEDA

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