Taehan Bae

Available identifiers

Publication	Date of Publication	Type
Robust minium bias iteration algorithms for classification ratemaking and loss reserving	2023-01-04	Paper
Type-II generalized crack distribution with application to heavy-tailed data modeling	2022-09-30	Paper
A bivariate extension of three-parameter generalized crack distribution for loss severity modelling	2022-07-05	Paper
On the mixtures of length-biased Weibull distributions for loss severity modeling	2022-04-27	Paper
A backward construction and simulation of correlated Poisson processes	2020-04-22	Paper
Application of the phase‐type mortality law to life contingencies and risk management	2019-02-08	Paper
Poisson limits for sequential multivariate multinomial data	2018-07-23	Paper
A note on weighted infinite sums of dependent regularly varying tailed random variables	2017-08-16	Paper
On the limit of conditional Spearman's rho under the common factor model	2016-03-30	Paper
Pricing guaranteed minimum death benefit contracts under the phase-type law of mortality	2015-10-20	Paper
Sum of Bernoulli mixtures: beyond conditional independence	2015-03-11	Paper
Pricing maturity guarantee under a refracted Brownian motion	2013-11-27	Paper
Large-sample confidence intervals for risk measures of location-scale families	2012-05-18	Paper
Securitization of motor insurance loss rate risks	2009-03-04	Paper

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