| Publication | Date of Publication | Type |
|---|
| Asset Liability Management of Longevity and Interest Rate Risks: Using Survival–Mortality Bonds | 2023-07-03 | Paper |
| Model mortality rates using property and casualty insurance reserving methods | 2022-09-14 | Paper |
| Hierarchical Bayesian modeling of multi-country mortality rates | 2022-06-13 | Paper |
| Ordering Ruin Probabilities Resulting from Layer-Based Claim Amounts for Surplus Process Perturbed by Diffusion | 2022-01-19 | Paper |
| Correlated age-specific mortality model: an application to annuity portfolio management | 2022-01-14 | Paper |
| The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion | 2022-01-10 | Paper |
| Authors’ Reply: The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion - Discussion by Bangwon Ko | 2022-01-10 | Paper |
| Incorporating statistical clustering methods into mortality models to improve forecasting performances | 2021-07-06 | Paper |
| Bühlmann Credibility-Based Approaches to Modeling Mortality Rates for Multiple Populations | 2020-12-11 | Paper |
| Hedging Mortality/Longevity Risks for Multiple Years | 2020-05-04 | Paper |
| Incorporating hierarchical credibility theory into modelling of multi-country mortality rates | 2020-03-20 | Paper |
| NATURAL HEDGES WITH IMMUNIZATION STRATEGIES OF MORTALITY AND INTEREST RATES | 2020-02-03 | Paper |
| Applications of Mortality Durations and Convexities in Natural Hedges | 2019-05-28 | Paper |
| A Linear Regression Approach to Modeling Mortality Rates of Different Forms | 2019-05-28 | Paper |
| A Bühlmann Credibility Approach to Modeling Mortality Rates | 2019-05-28 | Paper |
| A multi-dimensional Bühlmann credibility approach to modeling multi-population mortality rates | 2019-05-10 | Paper |
| Application of Relational Models in Mortality Immunization | 2019-05-07 | Paper |
| Incorporating the Bühlmann credibility into mortality models to improve forecasting performances | 2018-07-13 | Paper |
| The Optimal Write-Down Coefficients in a Percentage for a Catastrophe Bond | 2018-06-20 | Paper |
| A Simple Linear Regression Approach to Modeling and Forecasting Mortality Rates | 2017-06-30 | Paper |
| Valuing guaranteed equity-linked contracts under piecewise constant forces of mortality | 2016-12-13 | Paper |
| Hedging mortality/longevity risks of insurance portfolios for life insurer/annuity provider and financial intermediary | 2016-01-05 | Paper |
| Age-specific copula-AR-GARCH mortality models | 2015-05-26 | Paper |
| On the mortality/longevity risk hedging with mortality immunization | 2014-06-23 | Paper |
| Actuarial applications of the linear hazard transform in mortality immunization | 2014-04-15 | Paper |
| Ruin time and aggregate claim amount up to ruin time for the perturbed risk process | 2013-12-17 | Paper |
| An effective method for constructing bounds for ruin probabilities for the surplus process perturbed by diffusion | 2011-11-26 | Paper |
| Actuarial applications of the linear hazard transform in life contingencies | 2011-08-01 | Paper |
| On the ordering of ruin probabilities for the surplus process perturbed by diffusion | 2011-02-22 | Paper |
| On a multi-threshold compound Poisson process perturbed by diffusion | 2010-03-01 | Paper |
| On the stop-loss transform and order for the surplus process perturbed by diffusion | 2006-10-05 | Paper |
| On the discounted distribution functions for the Erlang(2) risk process | 2004-11-29 | Paper |
| On the discounted distribution functions of the surplus process perturbed by diffusion. | 2003-11-16 | Paper |
| A generalized defective renewal equation for the surplus process perturbed by diffusion. | 2003-11-16 | Paper |
| On the moments of the surplus process perturbed by diffusion. | 2003-11-16 | Paper |
| On the expectations of the present values of the time of ruin perturbed by diffusion. | 2003-11-16 | Paper |
