The following pages link to Jae Youn Ahn (Q323615):
Displaying 25 items.
- On multivariate countermonotonic copulas and their actuarial application (Q323616) (← links)
- Extreme value theory in mixture distributions and a statistical method to control the possible bias (Q334841) (← links)
- Multivariate countermonotonicity and the minimal copulas (Q508035) (← links)
- On high-dimensional two sample mean testing statistics: a comparative study with a data adaptive choice of coefficient vector (Q736633) (← links)
- Asymptotic theory for the empirical Haezendonck-Goovaerts risk measure (Q743144) (← links)
- Double-counting problem of the bonus-malus system (Q784429) (← links)
- Does hunger for bonuses drive the dependence between claim frequency and severity? (Q1622507) (← links)
- Measuring herd behavior: properties and pitfalls (Q1648669) (← links)
- Investigating dependence between frequency and severity via simple generalized linear models (Q1726156) (← links)
- Construction of multiple decrement tables under generalized fractional age assumptions (Q1727898) (← links)
- A copula transformation in multivariate mixed discrete-continuous models (Q2049229) (← links)
- On structural properties of an asymmetric copula family and its statistical implication (Q2219344) (← links)
- A multi-year microlevel collective risk model (Q2234768) (← links)
- On minimal copulas under the concordance order (Q2302826) (← links)
- The Poisson random effect model for experience ratemaking: limitations and alternative solutions (Q2306087) (← links)
- Negative dependence concept in copulas and the marginal free herd behavior index (Q2351080) (← links)
- Financial interpretation of herd behavior index and its statistical estimation (Q2355272) (← links)
- On the multidimensional extension of countermonotonicity and its applications (Q2513457) (← links)
- Predictive risk analysis using a collective risk model: choosing between past frequency and aggregate severity information (Q2656993) (← links)
- On the ordering of credibility factors (Q2665880) (← links)
- An Asymptotic Analysis of the Bootstrap Bias Correction for the Empirical CTE (Q3088973) (← links)
- Bonus-Malus premiums under the dependent frequency-severity modeling (Q4959764) (← links)
- On copula-based collective risk models: from elliptical copulas to vine copulas (Q4990500) (← links)
- Designing a Bonus-Malus system reflecting the claim size under the dependent frequency–severity model (Q5051189) (← links)
- Large Sample Behavior of the CTE and VaR Estimators under Importance Sampling (Q5168709) (← links)
