{"created":"2021-03-01T07:02:57.761712+00:00","id":42998,"links":{},"metadata":{"_buckets":{"deposit":"f8f8bbac-a012-40b8-b885-be7602b2ae94"},"_deposit":{"id":"42998","owners":[],"pid":{"revision_id":0,"type":"depid","value":"42998"},"status":"published"},"_oai":{"id":"oai:repository.dl.itc.u-tokyo.ac.jp:00042998","sets":["62:7433:7437","9:7435:7436"]},"item_8_alternative_title_1":{"attribute_name":"その他のタイトル","attribute_value_mlt":[{"subitem_alternative_title":"Lasso-Quantile Regression and its Application to a Non-life Insurance Problem"}]},"item_8_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2008-08","bibliographicIssueDateType":"Issued"},"bibliographicVolumeNumber":"CIRJE-J-203","bibliographic_titles":[{"bibliographic_title":"Discussion paper series. CIRJE-J"}]}]},"item_8_description_13":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_8_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"分位点回帰(Quantile Regression) の方法を損害保険におけるリスク要因のデータ解析へ応用した．分位点回帰における推定問題を大規模な線形計画問題として問題を定式化した上で数値的にLasso 法を実現し，自動車保険の保険請求(クレーム) 額の分析を行った．分位点に依存する説明変数の分析より中位クレーム・高額クレーム別のリスク要因を特定化した．","subitem_description_type":"Abstract"},{"subitem_description":"We summarize the recent developments on the statistical method of Lasso-Quantile Regression and we apply it to a Non-life Insurance problem. We discuss the asymptotic properties of the Quantile Regression estimator, the computational aspects related to the Linear Programming problem and the selection of Quantile regressors. We illustrate the practical aspects of measuring risk factors by using a Non-life insurance data.","subitem_description_type":"Abstract"}]},"item_8_description_6":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"Forthcoming in The Japan Statistical Society, the Japanese Journals (日本統計学会和文誌).","subitem_description_type":"Other"},{"subitem_description":"本文フィルはリンク先を参照のこと","subitem_description_type":"Other"}]},"item_8_full_name_3":{"attribute_name":"著者別名","attribute_value_mlt":[{"nameIdentifiers":[{"nameIdentifier":"98878","nameIdentifierScheme":"WEKO"}],"names":[{"name":"Kato, Kengo"}]},{"nameIdentifiers":[{"nameIdentifier":"98879","nameIdentifierScheme":"WEKO"}],"names":[{"name":"Kunitomo, Naoto"}]},{"nameIdentifiers":[{"nameIdentifier":"98880","nameIdentifierScheme":"WEKO"}],"names":[{"name":"Masuda, Satoshi"}]}]},"item_8_publisher_20":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"日本経済国際共同センター"}]},"item_8_relation_25":{"attribute_name":"関係URI","attribute_value_mlt":[{"subitem_relation_type_id":{"subitem_relation_type_id_text":"http://www.cirje.e.u-tokyo.ac.jp/research/dp/2008/2008cj203ab.html","subitem_relation_type_select":"URI"}}]},"item_8_source_id_10":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AA11451834","subitem_source_identifier_type":"NCID"}]},"item_8_subject_15":{"attribute_name":"日本十進分類法","attribute_value_mlt":[{"subitem_subject":"339","subitem_subject_scheme":"NDC"}]},"item_8_text_21":{"attribute_name":"出版者別名","attribute_value_mlt":[{"subitem_text_value":"Center for International Research on the Japanese Economy"}]},"item_8_text_4":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"東京大学大学院経済学研究科"},{"subitem_text_value":"中央三井アセット信託銀行"}]},"item_access_right":{"attribute_name":"アクセス権","attribute_value_mlt":[{"subitem_access_right":"metadata only access","subitem_access_right_uri":"http://purl.org/coar/access_right/c_14cb"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"加藤, 賢悟"}],"nameIdentifiers":[{"nameIdentifier":"98875","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"国友, 直人"}],"nameIdentifiers":[{"nameIdentifier":"98876","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"増田, 智巳"}],"nameIdentifiers":[{"nameIdentifier":"98877","nameIdentifierScheme":"WEKO"}]}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"jpn"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"technical report","resourceuri":"http://purl.org/coar/resource_type/c_18gh"}]},"item_title":"Lasso 分位点回帰の理論と損害保険への応用","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Lasso 分位点回帰の理論と損害保険への応用"}]},"item_type_id":"8","owner":"1","path":["7436","7437"],"pubdate":{"attribute_name":"公開日","attribute_value":"2017-01-17"},"publish_date":"2017-01-17","publish_status":"0","recid":"42998","relation_version_is_last":true,"title":["Lasso 分位点回帰の理論と損害保険への応用"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2022-12-19T04:17:11.217056+00:00"}