Graduate School of Economics
KOIKE Takaaki
/ Position
Graduate School of Economics / Assistant Professor
Faculty of Economics / Assistant Professor
Name KOIKE Takaaki


Degree : Doctor of Philosophy (University of Waterloo)
Year : 2020.10
University of Waterloo
Faculty of Mathematics
Department of Statistics and Actuarial Science
Year : 2020.10
Keio University
Graduate School of Science and Technology
Center for Mathematics
Year : 2017.3
Keio University
Faculty of Science and Technology
Department of Mathematics
Year : 2015.3

Research Areas

Research Areas
Keywords : Copula, Dependence, Dependence measures, Variance reduction methods, Risk allocation, Systemic risk, Extreme value theory, Markov chain Monte Carlo methods, Risk measures, Risk aggregation
Research Areas : Natural Science / Applied mathematics and statistics (Multivariate analysis), Humanities & Social Sciences / Economic statistics (Multivariate risk analysis)

Research History

2015.9 - 2016.2 Visiting Student, Department of Mathematics, ETH Zurich
2020.10 - 2022.3 Project Assistant Professor, Risk Analysis Research Center, The Institute of Statistical Mathematics
2020.12 - Visiting assistant professor, Faculty of Science and Technology, Keio University
2022.4 - Assistant Professor, Graduate School of Economics, Hitotsubashi University
2022.4 - 2024.3 Visiting Research Fellow, Risk Analysis Research Center, The Institute of Statistical Mathematics
2024.4 - Visiting Assistant Professor, Risk Analysis Research Center (RARC), The Institute of Statistical Mathematics

Academic Society Affiliations

No. Institute Name
1. Operations Research Society of Japan
2. Japanese Association of Financial Econometrics and Engineering
3. The Japanese Association of Risk, Insurance and Pensions
4. The Japan Statistical Society
5. The Institute of Actuaries of Japan