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A new class of models for heavy tailed distributions in finance and insurance risk
Ahn, Soohan; Kim, Joseph H. T.; Ramaswami, Vaidyanathan - In: Insurance / Mathematics & economics 51 (2012) 1, pp. 43-52
Persistent link: https://www.econbiz.de/10009558305
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A parametric alternative to the Hill estimator for heavy-tailed distributions
Kim, Joseph H. T.; Kim, Joocheol - In: Journal of banking & finance 54 (2015), pp. 60-71
Persistent link: https://www.econbiz.de/10011377782
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Designing a countercyclical insurance program for systemic risk
Boyle, Phelim P.; Kim, Joseph H. T. - In: The journal of risk and insurance : the journal of the … 79 (2012) 4, pp. 963-993
Persistent link: https://www.econbiz.de/10009696447
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A gamma kernel density estimation for insurance loss data
Jeon, Yongho; Kim, Joseph H. T. - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 569-579
Persistent link: https://www.econbiz.de/10010227938
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Credibility theory based on trimming
Kim, Joseph H. T.; Jeon, Yongho - In: Insurance / Mathematics & economics 53 (2013) 1, pp. 36-47
Persistent link: https://www.econbiz.de/10009785426
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A capital allocation based on a solvency exchange option
Kim, Joseph H. T.; Hardy, Mary Rosalyn - In: Insurance / Mathematics & economics 44 (2009) 3, pp. 357-366
Persistent link: https://www.econbiz.de/10009517628
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Modelling healthcare demand count data with excessive zeros and overdispersion
Park, Myung Hyun; Kim, Joseph H. T. - In: Global economic review 50 (2021) 4, pp. 358-381
Persistent link: https://www.econbiz.de/10012694162
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Tail risk measures and risk allocation for the class of multivariate normal mean-variance mixture distributions
Kim, Joseph H. T.; Kim, So-Yeun - In: Insurance / Mathematics & economics 86 (2019), pp. 145-157
Persistent link: https://www.econbiz.de/10012058851
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Does hunger for bonuses drive the dependence between claim frequency and severity?
Park, Sojung Carol; Kim, Joseph H. T.; Ahn, Jae Youn - In: Insurance / Mathematics & economics 83 (2018), pp. 32-46
Persistent link: https://www.econbiz.de/10011944094
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Capital allocation for a sum of dependent compound mixed Poisson variables : a recursive algorithm approach
Kim, Joseph H. T.; Jang, Jiwook; Pyun, Chad - In: North American actuarial journal : NAAJ ; leading the … 23 (2019) 1, pp. 82-97
Persistent link: https://www.econbiz.de/10012180607