| A Filtering Model on Default Risk H Nakagawa Journal of Mathematical Sciences-University of Tokyo 8 (1), 107-142, 2001 | 29 | 2001 |
| On surrender and default risks O Le Courtois, H Nakagawa Mathematical Finance: An International Journal of Mathematics, Statistics …, 2013 | 26 | 2013 |
| Modeling of contagious credit events and risk analysis of credit portfolios S Yamanaka, M Sugihara, H Nakagawa Asia-Pacific Financial Markets 19, 43-62, 2012 | 26 | 2012 |
| クレジット・リスク・モデル 楠岡成雄， 青沼君明， 中川秀敏 金融財政事情研究会, 2001 | 20* | 2001 |
| 相互作用型の格付変更強度モデルによる格付変更履歴データの分析 中川秀敏 日本応用数理学会論文誌 20 (3), 183-202, 2010 | 16* | 2010 |
| Valuation of mortgage-backed securities based on unobservable prepayment costs H Nakagawa, T Shouda Advances in Mathematical Economics, 123-147, 2004 | 12 | 2004 |
| Modeling of Contagious Downgrades and Its Application to Multi-Downgrade Protection H Nakagawa JSIAM Letters 2, 65-68, 2010 | 10 | 2010 |
| Valuation of default swap with affine-type hazard rate H Nakagawa | 10 | 1999 |
| 技術的範囲の広さに対応した特許請求の範囲の数値的方法の提案 安彦， 元,田中， 義敏， 中川秀敏 日本知財学会誌 5 (1), 67-80, 2008 | 9 | 2008 |
| Analyses of mortgage-backed securities based on unobservable prepayment cost processes H Nakagawa, T Shouda Asia-Pacific Financial Markets 11 (3), 233-266, 2004 | 9 | 2004 |
| 企業格付判別のための SVM 手法の提案および逐次ロジットモデルとの比較による有効性検証 田中克弘， 中川秀敏 日本オペレーションズ・リサーチ学会和文論文誌 57, 92-111, 2014 | 7 | 2014 |
| An application of top-down approach for credit loan portfolio based on ratings process T Kaneko, H Nakagawa IMES DiscussionPaper Series, 2010 | 6 | 2010 |
| Valuation of Constant Maturity Credit Default Swaps H Nakagawa, ML Yueh, MH Hsieh Analytical Mathematical Institute, Kyoto University (Mathematical Institute …, 2011 | 5 | 2011 |
| A bank loan pricing model based on recovery rate distribution T Kaneko, H Nakagawa International Journal of Innovative Computing, Information and Control 4 (1 …, 2008 | 5 | 2008 |
| Random thinning with credit quality vulnerability factor for better risk management of credit portfolio in a top-down framework S Yamanaka, H Nakagawa, M Sugihara Japan Journal of Industrial and Applied Mathematics 33 (2), 321-341, 2016 | 4 | 2016 |
| Analysis of downgrade risk in credit portfolios with self-exciting intensity model S Yamanaka, M Sugihara, H Nakagawa JSIAM Letters 3, 93-96, 2011 | 4 | 2011 |
| 信用ポートフォリオのリスク計量: 金利変化見通しと個別企業価値変動を考慮したトップダウン・アプローチ 金子拓也， 中川秀敏 日本銀行金融研究所, 2010 | 4 | 2010 |
| 格成分数を利用した特許請求の範囲の限定度合解析とその戦略的応用 安彦元， 田中義敏， 中川秀敏 知財管理 59 (12), 1595-1614, 2009 | 4 | 2009 |
| 特許明細書における定量的性質の抽出方法に関する研究 安彦元， 中川秀敏 知財マネジメント研究 4, 68-84, 2007 | 4 | 2007 |
| A random thinning model with a latent factor for improvement of top-down credit risk assessment S Yamanaka, H Nakagawa, M Sugihara JSIAM Letters 8, 37-40, 2016 | 3 | 2016 |
