| Publication | Date of Publication | Type |
|---|
Asset Liability Management of Longevity and Interest Rate Risks: Using Survival–Mortality Bonds
North American Actuarial Journal | 2023-07-03 | Paper |
Model mortality rates using property and casualty insurance reserving methods
Insurance Mathematics & Economics | 2022-09-14 | Paper |
Hierarchical Bayesian modeling of multi-country mortality rates
Scandinavian Actuarial Journal | 2022-06-13 | Paper |
Ordering ruin probabilities resulting from layer-based claim amounts for surplus process perturbed by diffusion
North American Actuarial Journal | 2022-01-19 | Paper |
Correlated age-specific mortality model: an application to annuity portfolio management
European Actuarial Journal | 2022-01-14 | Paper |
The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion
North American Actuarial Journal | 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
North American Actuarial Journal | 2022-01-10 | Paper |
Incorporating statistical clustering methods into mortality models to improve forecasting performances
Insurance Mathematics & Economics | 2021-07-06 | Paper |
Bühlmann Credibility-Based Approaches to Modeling Mortality Rates for Multiple Populations
North American Actuarial Journal | 2020-12-11 | Paper |
Hedging Mortality/Longevity Risks for Multiple Years
North American Actuarial Journal | 2020-05-04 | Paper |
Incorporating hierarchical credibility theory into modelling of multi-country mortality rates
Insurance Mathematics & Economics | 2020-03-20 | Paper |
Natural hedges with immunization strategies of mortality and interest rates
ASTIN Bulletin | 2020-02-03 | Paper |
A linear regression approach to modeling mortality rates of different forms
North American Actuarial Journal | 2019-05-28 | Paper |
A Bühlmann credibility approach to modeling mortality rates
North American Actuarial Journal | 2019-05-28 | Paper |
Applications of mortality durations and convexities in natural hedges
North American Actuarial Journal | 2019-05-28 | Paper |
A multi-dimensional Bühlmann credibility approach to modeling multi-population mortality rates
Scandinavian Actuarial Journal | 2019-05-10 | Paper |
Application of Relational Models in Mortality Immunization
North American Actuarial Journal | 2019-05-07 | Paper |
Incorporating the Bühlmann credibility into mortality models to improve forecasting performances
Scandinavian Actuarial Journal | 2018-07-13 | Paper |
The optimal write-down coefficients in a percentage for a catastrophe bond
North American Actuarial Journal | 2018-06-20 | Paper |
A simple linear regression approach to modeling and forecasting mortality rates
Journal of Forecasting | 2017-06-30 | Paper |
Valuing guaranteed equity-linked contracts under piecewise constant forces of mortality
Insurance Mathematics & Economics | 2016-12-13 | Paper |
Hedging mortality/longevity risks of insurance portfolios for life insurer/annuity provider and financial intermediary
Insurance Mathematics & Economics | 2016-01-05 | Paper |
Age-specific copula-AR-GARCH mortality models
Insurance Mathematics & Economics | 2015-05-26 | Paper |
On the mortality/longevity risk hedging with mortality immunization
Insurance Mathematics & Economics | 2014-06-23 | Paper |
Actuarial applications of the linear hazard transform in mortality immunization
Insurance Mathematics & Economics | 2014-04-15 | Paper |
Ruin time and aggregate claim amount up to ruin time for the perturbed risk process
Scandinavian Actuarial Journal | 2013-12-17 | Paper |
An effective method for constructing bounds for ruin probabilities for the surplus process perturbed by diffusion.
Scandinavian Actuarial Journal | 2011-11-26 | Paper |
Actuarial applications of the linear hazard transform in life contingencies
Insurance Mathematics & Economics | 2011-08-01 | Paper |
On the ordering of ruin probabilities for the surplus process perturbed by diffusion
Scandinavian Actuarial Journal | 2011-02-22 | Paper |
On a multi-threshold compound Poisson process perturbed by diffusion
Statistics & Probability Letters | 2010-03-01 | Paper |
On the stop-loss transform and order for the surplus process perturbed by diffusion
Insurance Mathematics & Economics | 2006-10-05 | Paper |
On the discounted distribution functions for the Erlang(2) risk process
Insurance Mathematics & Economics | 2004-11-29 | Paper |
A generalized defective renewal equation for the surplus process perturbed by diffusion.
Insurance Mathematics & Economics | 2003-11-16 | Paper |
On the discounted distribution functions of the surplus process perturbed by diffusion.
Insurance Mathematics & Economics | 2003-11-16 | Paper |
On the moments of the surplus process perturbed by diffusion.
Insurance Mathematics & Economics | 2003-11-16 | Paper |
On the expectations of the present values of the time of ruin perturbed by diffusion.
Insurance Mathematics & Economics | 2003-11-16 | Paper |
