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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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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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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