Joseph H. T. Kim

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

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Known relations from the MaRDI Knowledge Graph

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