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~person:"Boyle, Phelim"
~person:"Hardy, Mary Rosalyn"
~person:"Pyun, Chad"
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Boyle, Phelim
Hardy, Mary Rosalyn
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Kim, Joseph H. T.
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Kim, Joseph H.T.
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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
Saved in:
2
Designing a Countercyclical Insurance Program for Systemic Risk
Boyle, Phelim
;
Kim, Joseph H. T.
- In:
Journal of Risk & Insurance
79
(
2012
)
4
,
pp. 963-993
Persistent link: https://www.econbiz.de/10010596992
Saved in:
3
Designing a Countercyclical Insurance Program for Systemic Risk
Boyle, Phelim
;
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/10010045375
Saved in:
4
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
Saved in:
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