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The Poisson random effect model for experience ratemaking : limitations and alternative solutions
Lee, Woojoo; Kim, Jeonghwan; Ahn, Jae Youn - In: Insurance / Mathematics & economics 91 (2020), pp. 26-36
Persistent link: https://www.econbiz.de/10012241976
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A simple Bayesian state-space approach to the collective risk models
Ahn, Jae Youn; Jeong, Himchan; Lu, Yang - In: Scandinavian actuarial journal 2023 (2023) 5, pp. 509-529
Persistent link: https://www.econbiz.de/10014336618
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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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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