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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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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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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 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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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
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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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Credit rating and managerial behavior in investment decision making : evidence from the Korean market
Kim, Seonhyeon; Thompson, Ephraim Kwashie; Kim, Changki - In: Journal of behavioral and experimental finance 37 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014456501