Person:661236

Available identifiers

zbMath Open kim.joseph-hyun-taeMaRDI QIDQ661236

List of research outcomes

Publication	Date of Publication	Type
Rotation in age patterns of mortality decline: statistical evidence and modeling	2023-06-16	Paper
Designing a Bonus-Malus system reflecting the claim size under the dependent frequency–severity model	2022-11-22	Paper
Hierarchical mixture-of-experts models for count variables with excessive zeros	2022-05-30	Paper
Exponentiated generalized Pareto distribution: Properties and applications towards extreme value theory	2022-05-23	Paper
Tail risk measures and risk allocation for the class of multivariate normal mean-variance mixture distributions	2019-05-23	Paper
Capital Allocation for a Sum of Dependent Compound Mixed Poisson Variables: A Recursive Algorithm Approach	2019-05-08	Paper
Application of the phase‐type mortality law to life contingencies and risk management	2019-02-08	Paper
Does hunger for bonuses drive the dependence between claim frequency and severity?	2018-11-19	Paper
Estimating extreme tail risk measures with generalized Pareto distribution	2018-08-15	Paper
Parameter estimation of the Pareto distribution using a pivotal quantity	2017-08-16	Paper
Exponentiated Generalized Pareto Distribution: Properties and applications towards Extreme Value Theory	2017-08-04	Paper
FUZZY REGRESSION TOWARDS A GENERAL INSURANCE APPLICATION	2014-10-29	Paper
Capital Allocation Using the Bootstrap	2014-07-19	Paper
A gamma kernel density estimation for insurance loss data	2014-06-23	Paper
Credibility theory based on trimming	2014-04-15	Paper
A new class of models for heavy tailed distributions in finance and insurance risk	2014-04-10	Paper
Flow condensation in parallel micro-channels. I: Experimental results and assessment of pressure drop correlations	2013-04-25	Paper
Bias correction for estimated distortion risk measure using the bootstrap	2012-02-10	Paper
Conditional Tail Moments of the Exponential Family and Its Related Distributions	2011-08-23	Paper
Estimating the Variance of Bootstrapped Risk Measures	2011-01-20	Paper
A capital allocation based on a solvency exchange option	2009-06-10	Paper
Quantifying and Correcting the Bias in Estimated Risk Measures	2009-01-28	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Joseph H. T. Kim