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Yamashita　Miwaka　

    Department of Accounting and Finance　Associate Professor
Last Updated :2025/05/30

Researcher Information

Research funding number

  • 00978744

ORCID ID

J-Global ID

Research Interests

  • Insurance, Finance, DeFi, P2P, Cybersecurity, Decision Theory   

Research Areas

  • Humanities & social sciences / Money and finance / Insurance, Finance, DeFi, P2P, Cybersecurity, Quantum Decision Theory

Academic & Professional Experience

  • 2023/04 - Today  Department of Accounting and Finance, Faculty of Business AdministrationAssociate Professor
  • - 2023/03  東海東京FH, 顧問 / ｵｰﾙﾆｯﾎﾟﾝAM, 執行役員
  • - 2015/08  BlackRock, Client Solution (old name)
  • - 2006/07  東京海上日動火災保険 / 財務企画部、First Chicago Tokio Marine Financial Products出向等

Education

  • 2016/03 -   Graduate School of Aoyama Gakuin University, DBA
  • 1996/05 -   Michigan Tech University, School of Business and Engineering (old name), MBA
  • 1989/03 -   The University of Tokyo, Master of Science
  • 1987/03 -   The University of Tokyo, Department of Science, BA

Published Papers

  • Entropy as an Indicator for Risk Sharing Pool Quality
    Miwaka Yamashita
    Journal of Mathematical Finance 15 (1) 83 - 101 2025/02 [Refereed]
  • Miwaka Yamashita
    International Journal of Financial Studies 12 (2) 46  2024/05 [Refereed]
  • Miwaka Yamashita
    Journal of Mathematical Finance Scientific Research Publishing, Inc. 14 (01) 130 - 142 2162-2434 2024/03 [Refereed]
  • Dynamic Reinsurance Strategy
    Miwaka Yamashita
    Journal of Mathematical Finance 13 284 - 303 2023/08 [Refereed]
  • Optimal Investment Strategy for Kinked Utility Maximization: Covered Call Option Strategy
    Miwaka Yamashita
    Journal of Mathematical Finance 4 (2) 55 - 74 2014 [Refereed]
  • The Rewards of Environmental Conscientiousness in the U.S. Capital Markets
    Yamashita, Miwaka; S. Sen, S; Roberts, M
    Journal of Financial and Strategic Decisions 12 73 - 82 1999 [Refereed]
  • Convective generation of a vortex street in plasma shear flow
    Yamamoto, T; Yamashita, A. M.
    Physics Fluids 31 (8) 2152 - 2164 1988 [Refereed]

Books etc

  • Risk Assessment of Hydrogen Carrier Maritime Transport: Insurance and public policy for Maritime Transport
    山下実若; 橋本道雄 海運経済研究(Accepted) 2024/12
  • Decision-Making Theory by Quantum Mechanics: The Model for Machina’s Paradox
    山下実若 (Single work)東洋大学経営論集103号 2024/12
  • 無尽（再訪） ―無尽発展型商品による地域金融機関の再興にむけて―
    山下実若; 杉山智行 東洋大学経営論集 2024/03
  • Cybersecurity Risk-Sharing with Network Meritocracy
    Miwaka Yamashita 東洋大学経営論集 2023/09
  • 地域金融機関の有価証券運用
    オールニッポン・アセットマネジメント (第二版 （1章(p1-p20)、5章(p119-p138)、6章(p139-p186))きんざい 2019
  • 動的資産配分の投資理論と応用
    山下実若 中央経済社 2016

Conference Activities & Talks

  • Rotating Savings and Credit Association (ROSCA) “Mujin” (Revisited): Revival of Regional Financial Institutions through ROSCA-Type Developmental Products
    Miwaka Yamashita; Tomoyuki Sugiyama
    International Actuarial Association (IAA) JoCo 2024 Brussel  2024/09
  • An Actuarial Modelling Framework Embedding Sustainability and Climate Change Risk for Insurers  [Invited]
    Miwaka Yamashita
    Séminaire scientifique de la Chaire de recherche "Risque Climatique et Assurance Dommage"  2024/09
  • Impact of management actions such as policyholder dividends on solvency ratio
    Ono, Y; Yamashita, M
    IAA Actuarial Colloquium 2022  2022
  • Suicide Death Number Estimation for Insurers by Neural Networks: Grasping trend Changes
    Kaneyama, T; Yamashita, M
    IAA Actuarial Colloquium 2022  2022
  • IFRS convergence in Japan: Impact for Stock Markets
    Miwaka Yamashita
    IAA AFIR Colloquia, Madrid, Spain  2011

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