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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 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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Bonus-Malus premiums under the dependent frequency-severity modeling
Oh, Rosy; Shi, Peng; Ahn, Jae Youn - In: Scandinavian actuarial journal 2020 (2020) 3, pp. 172-195
Persistent link: https://www.econbiz.de/10012195040