Concepedia
Statistics
Publications
15
Citations
485
H-Index
11
Active since
2006
Affiliations
Kyoto University(Current)
University of Michigan
Kansai University
The University of Osaka
Kyoto University of Education
Masahiko Egami is an author at Kyoto University specializing in business, finance, and engineering.
Top concepts
FinanceBusinessEngineeringOperations ResearchStochastic CalculusMathematical ProgrammingManagementPhysicsEconomicsStatistics
Publications per year
2006–2015
Phase-type fitting of scale functions for spectrally negative Lévy processes
Masahiko Egami, Kazutoshi Yamazaki · Journal of Computational and Applied Mathematics · 2014 · 91 citations
Spectral Theory, Physics, Scale Functions +7
Optimizing venture capital investments in a jump diffusion model
Erhan Bayraktar, Masahiko Egami · Mathematical Methods of Operations Research · 2007 · 71 citations
Jump Diffusion Model, Real Investment, Management +8
Indifference prices of structured catastrophe (CAT) bonds
Masahiko Egami, Virginia R. Young · Insurance Mathematics and Economics · 2007 · 59 citations
Economics, Asset Pricing, Derivative Pricing +5
On the One-Dimensional Optimal Switching Problem
Erhan Bayraktar, Masahiko Egami · Mathematics of Operations Research · 2010 · 54 citations
Mathematical Programming, Engineering, Value Function +10
Precautionary measures for credit risk management in jump models
Masahiko Egami, Kazutoshi Yamazaki · Stochastics · 2012 · 44 citations · Full text
Lévy Processes, Financial Risk Management, Risk Model Validation +20
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