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Shimizu Lab
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The lab uses probability and statistics to calculate risk in finance and insurance.
AboutAbout the lab
Solving the puzzles of finance and insurance with probability and statistics.
Shimizu Lab studies problems in finance and insurance using the theory of stochastic processes and statistical analysis.
The lab models data that move randomly, such as stock prices, as stochastic processes and mathematically investigates how they work.
It also works on statistical methods for estimating future risk from past data, and on calculating the ruin risk of insurance companies.
In recent years, it has also put particular effort into developing SEM, a new model for predicting lifespans and mortality rates.
Key terms
- Stochastic process
- A mathematical expression of phenomena that change randomly over time
- Mathematical statistics
- A field of mathematics that statistically estimates hidden rules and parameters from collected data
- Actuarial science
- A field that uses probability and statistics to calculate the risks involved in insurance premiums and insurance payouts
NewsLab news
Prof. Yasutaka Shimizu received the Research Achievement Award of the Japan Statistical Society
A master's student and Prof. Shimizu received an Excellence Award at a sports data science competition
An undergraduate student received the Judges' Encouragement Award at a statistical data analysis competition
Prof. Shimizu published a book, "Beyond Asymptotic Theory in Statistics: From Modern Statistical Literacy to Statistics of Stochastic Processes"
ResearchResearch themes
With problems in insurance and finance in mind, the lab studies everything from building stochastic process models to statistical analysis as one continuous flow. It places importance on making models practically usable.
*Illustrative imageTheory of Stochastic Processes
The lab models randomly moving data, such as stock prices, as sequences of random variables (stochastic processes), and studies theories such as Brownian motion and stochastic differential equations.
*Illustrative imageMathematical Statistics
The lab mathematically investigates methods for estimating, from past data, the unknown parameters that appear in stochastic process models, as well as the properties of those estimators.
*Illustrative imageApplications to Actuarial Science and Finance
The lab applies stochastic process and statistical analysis methods to actuarial science and finance, working on problems such as calculating the assets and ruin risk of insurance companies.
*Illustrative imageMortality Estimation Model (SEM)
The lab has developed SEM, a mortality prediction model based on the life energy hypothesis, and is carrying out a project to estimate lifespan distributions by birth cohort.
MembersFaculty
The members of Shimizu Lab consist of faculty and doctoral, master's, and undergraduate students.As of 2025
- ProfessorYasutaka Shimizu
VoicesStudent voices
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Report an errorAbout the images
The top and research theme images are illustrative and were not taken at the lab. They are cropped from Wikimedia Commons images. Cropped CC BY-SA images are provided under the same CC BY-SA license as the original (version shown on each line).
- Top image: “Wiener process 3d” Sullivan.t.j / CC BY-SA 3.0 (cropped)
- Theory of Stochastic Processes: “Ito Integral BdB” Roboquant / CC BY 3.0 (cropped)
- Mathematical Statistics: “Spider web with fog droplets 2” Brocken Inaglory / CC BY-SA 3.0 (cropped)
- Applications to Actuarial Science and Finance: “GlobalDiningStockPriceNov9Dev9” Magicknight94 / CC BY-SA 4.0 (cropped)
- Mortality Estimation Model (SEM): “Life expectancy in RSFSR and RF (by Human Mortality Database and Rosstat)” Lady3mlnm / CC0 (cropped)
- Related lab (劉研究室): “Triangular wave and square wave on oscilloscope screen (cropped)” User:Xato / CC0 (cropped)
- Related lab (村松研究室): “Spread of light in optical fiber, Macro visualization, Demonstration of prof Angel Toshkov to students” AZToshkov / CC BY-SA 3.0 (cropped)
- Related lab (豊泉研究室): “SocialNetworkAnalysis” Martin Grandjean / CC BY-SA 4.0 (cropped)
- Related lab (丸野研究室): “Soliton hydro” Christophe.Finot et Kamal HAMMANI / CC BY-SA 2.5 (cropped)
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