* SoftBank's recent investing "too aggressive" - Thiel (Adds executive comments in paragraphs 4-9): SAN FRANCISCO/TOKYO (Reuters) - Silicon Valley data analytics company Palantir Technologies Inc has established a joint venture with Japanese insurance holding company Sompo Holdings Inc (8630.T) that will initially focus on health and cybersecurity clients, Palantir said. The joint venture, owned 50-50 by Palantir and Sompo, will service Japanese government as well as commercial clients, according to the privately held company, which was co-founded by well known tech investor Peter Thiel.