A Markov chain model for valuing credit risk derivatives.
M Kijima, K Komoribayashi - Journal of Derivatives, 1998 - elibrary.ru
Proposes a model for pricing credit derivatives that treats changes in a bond's credit rating
as transitions among states in a discrete state Markov chain. Limitations of the Jarrow-Lando-…
as transitions among states in a discrete state Markov chain. Limitations of the Jarrow-Lando-…
Estimation of capital beta and cost of capital: a focus on Japanese property-liability insurance companies and lines of business
Y Shirasu, K Komoribayashi… - Asia-Pacific Journal of Risk …, 2009 - degruyter.com
In this paper we estimate the equity beta and cost of capital of Japanese property liability
insurance companies. For this, we obtain the overall equity beta and cost of capital for each …
insurance companies. For this, we obtain the overall equity beta and cost of capital for each …
[PDF][PDF] Multi-period ALM optimization model for a household
N Hibiki, K Komoribayashi, N Toyoda - Journal of the Japanese …, 2005 - lab.ae.keio.ac.jp
Asset and liability management tools can be used for giving an ånancial advice to households
or individual investors. We describe a multiperiod optimization model to determine an …
or individual investors. We describe a multiperiod optimization model to determine an …
[PDF][PDF] Dynamic ånancial planning for a household in a multi-period optimization approach
N Hibiki, K Komoribayashi - Journal of the Japanese Association of Risk …, 2006 - Citeseer
We discuss an optimization model to obtain an optimal investment and insurance strategy
for a household. In this paper, we extend the studies in Hibiki, Komoribayashi and Toyoda (…
for a household. In this paper, we extend the studies in Hibiki, Komoribayashi and Toyoda (…
Preoperative cerebral hemodynamic impairment and reactive oxygen species produced during carotid endarterectomy correlate with development of postoperative …
Y Suga, K Ogasawara, H Saito, N Komoribayashi… - Stroke, 2007 - Am Heart Assoc
Background and Purpose— The purpose of the present study was to determine whether
preoperative cerebral hemodynamic impairment and reactive oxygen species produced during …
preoperative cerebral hemodynamic impairment and reactive oxygen species produced during …
Prediction of cerebral hyperperfusion after carotid endarterectomy using cerebral blood volume measured by perfusion-weighted MR imaging compared with single …
…, M Kobayashi, N Komoribayashi… - American journal …, 2007 - Am Soc Neuroradiology
BACKGROUND AND PURPOSE: Cerebral hyperperfusion syndrome is a rare but serious
complication of carotid revascularization, including carotid endarterectomy (CEA) and carotid …
complication of carotid revascularization, including carotid endarterectomy (CEA) and carotid …
Cerebral hyperperfusion after carotid endarterectomy is associated with preoperative hemodynamic impairment and intraoperative cerebral ischemia
N Komoribayashi, K Ogasawara… - Journal of Cerebral …, 2006 - journals.sagepub.com
The aim of this study was to investigate whether postoperative hyperperfusion is associated
with preoperative cerebral hemodynamic impairment due to chronic ischemia and with acute …
with preoperative cerebral hemodynamic impairment due to chronic ischemia and with acute …
Neural damage caused by cerebral hyperperfusion after arterial bypass surgery in a patient with moyamoya disease: case report
K Ogasawara, N Komoribayashi, M Kobayashi… - …, 2005 - journals.lww.com
OBJECTIVE AND IMPORTANCE: The prognosis of cerebral hyperperfusion syndrome after
vascular reconstructive surgery, including extracranial-intracranial arterial bypass, is not …
vascular reconstructive surgery, including extracranial-intracranial arterial bypass, is not …
Significance of postoperative crossed cerebellar hypoperfusion in patients with cerebral hyperperfusion following carotid endarterectomy: SPECT study
…, Y Suga, K Chida, H Saito, N Komoribayashi… - European journal of …, 2008 - Springer
Purpose Cerebral hyperperfusion after carotid endarterectomy (CEA) results in cerebral
hyperperfusion syndrome and cognitive impairment. The goal of the present study was to clarify …
hyperperfusion syndrome and cognitive impairment. The goal of the present study was to clarify …
Urgent Endarterectomy Using Pretreatment With Free Radical Scavenger, Edaravone, and Early Clamping of the Parent Arteries for Cervical Carotid Artery Stenosis …
…, T Inoue, H Saito, N Komoribayashi… - Neurologia medico …, 2007 - jstage.jst.go.jp
A 68-year-old man with left cervical internal carotid artery stenosis suffered crescendo
transient ischemic attacks caused by mobile thrombus detected by carotid echography and …
transient ischemic attacks caused by mobile thrombus detected by carotid echography and …