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On the multidimensional extension of countermonotonicity and its applications
Lee, Woojoo; Ahn, Jae Youn - In: Insurance / Mathematics & economics 56 (2014), pp. 68-79
Persistent link: https://www.econbiz.de/10010385029
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On copula-based collective risk models : from elliptical copulas to vine copulas
Oh, Rosy; Ahn, Jae Youn; Lee, Woojoo - In: Scandinavian actuarial journal 2021 (2021) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10012484027
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A small sigma approach to certain problems in errors-in-variables models
Hahn, Jinyong; Hausman, Jerry A.; Kim, Jeonghwan - In: Economics letters 208 (2021), pp. 1-4
Persistent link: https://www.econbiz.de/10013207287
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A dynamic storage location assignment model for a progressive bypass zone picking system with an S/R crane
Kim, Jeonghwan; Hong, Soondo - In: Journal of the Operational Research Society 73 (2022) 5, pp. 1155-1166
Persistent link: https://www.econbiz.de/10013372983
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Asymptotic theory for the empirical Haezendonck-Goovaerts risk measure
Ahn, Jae Youn; Shyamalkumar, Nariankadu D. - In: Insurance / Mathematics & economics 55 (2014), pp. 78-90
Persistent link: https://www.econbiz.de/10010366204
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A multi-year microlevel collective risk model
Oh, Rosy; Jeong, Himchan; Ahn, Jae Youn; Valdez, Emiliano - In: Insurance / Mathematics & economics 100 (2021), pp. 309-328
Persistent link: https://www.econbiz.de/10012622396
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On the ordering of credibility factors
Ahn, Jae Youn; Jeong, Himchan; Lu, Yang - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 626-638
Persistent link: https://www.econbiz.de/10012793956
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Predictive risk analysis using a collective risk model : choosing between past frequency and aggregate severity information
Oh, Rosy; Lee, Youngju; Zhu, Dan; Ahn, Jae Youn - In: Insurance / Mathematics & economics 96 (2021), pp. 127-139
Persistent link: https://www.econbiz.de/10012482789
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Double-counting problem of the bonus-malus system
Oh, Rosy; Lee, Kyung Suk; Park, Sojung Carol; Ahn, Jae Youn - In: Insurance / Mathematics & economics 93 (2020), pp. 141-155
Persistent link: https://www.econbiz.de/10012294091
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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