Taehan Bae

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Loss modeling with the size-biased lognormal mixture and the entropy regularized EM algorithm Insurance Mathematics \& Economics	2024-07-17	Paper
Robust minium bias iteration algorithms for classification ratemaking and loss reserving Lobachevskii Journal of Mathematics	2023-01-04	Paper
Type-II generalized crack distribution with application to heavy-tailed data modeling Journal of Statistical Theory and Practice	2022-09-30	Paper
A bivariate extension of three-parameter generalized crack distribution for loss severity modelling Journal of the Korean Statistical Society	2022-07-05	Paper
On the mixtures of length-biased Weibull distributions for loss severity modeling Journal of the Korean Statistical Society	2022-04-27	Paper
A backward construction and simulation of correlated Poisson processes Journal of Statistical Computation and Simulation	2020-04-22	Paper
Application of the phase-type mortality law to life contingencies and risk management Applied Stochastic Models in Business and Industry	2019-02-08	Paper
Poisson limits for sequential multivariate multinomial data Lobachevskii Journal of Mathematics	2018-07-23	Paper
A note on weighted infinite sums of dependent regularly varying tailed random variables Journal of the Korean Statistical Society	2017-08-16	Paper
On the limit of conditional Spearman's rho under the common factor model Extremes	2016-03-30	Paper
Pricing guaranteed minimum death benefit contracts under the phase-type law of mortality Lobachevskii Journal of Mathematics	2015-10-20	Paper
Sum of Bernoulli mixtures: beyond conditional independence Journal of Probability and Statistics	2015-03-11	Paper
Pricing maturity guarantee under a refracted Brownian motion Lobachevskii Journal of Mathematics	2013-11-27	Paper
Large-sample confidence intervals for risk measures of location-scale families Journal of Statistical Planning and Inference	2012-05-18	Paper
Securitization of motor insurance loss rate risks Insurance Mathematics \& Economics	2009-03-04	Paper

Research outcomes over time

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