Jae Youn Ahn

Available identifiers

zbMath Open ahn.jae-younMaRDI QIDQ323615

List of research outcomes

Publication	Date of Publication	Type
A simple Bayesian state-space approach to the collective risk models	2023-06-09	Paper
Designing a Bonus-Malus system reflecting the claim size under the dependent frequency–severity model	2022-11-22	Paper
On the ordering of credibility factors	2021-11-19	Paper
A multi-year microlevel collective risk model	2021-10-19	Paper
A copula transformation in multivariate mixed discrete-continuous models	2021-08-24	Paper
On copula-based collective risk models: from elliptical copulas to vine copulas	2021-05-28	Paper
Predictive risk analysis using a collective risk model: choosing between past frequency and aggregate severity information	2021-03-17	Paper
On structural properties of an asymmetric copula family and its statistical implication	2021-01-20	Paper
Double-counting problem of the bonus-malus system	2020-08-03	Paper
Bonus-Malus premiums under the dependent frequency-severity modeling	2020-04-07	Paper
The Poisson random effect model for experience ratemaking: limitations and alternative solutions	2020-03-20	Paper
On minimal copulas under the concordance order	2020-02-26	Paper
Construction of multiple decrement tables under generalized fractional age assumptions	2019-02-21	Paper
Investigating dependence between frequency and severity via simple generalized linear models	2019-02-19	Paper
Does hunger for bonuses drive the dependence between claim frequency and severity?	2018-11-19	Paper
Measuring herd behavior: properties and pitfalls	2018-06-27	Paper
Multivariate countermonotonicity and the minimal copulas	2017-02-09	Paper
Extreme value theory in mixture distributions and a statistical method to control the possible bias	2016-11-01	Paper
On multivariate countermonotonic copulas and their actuarial application	2016-10-10	Paper
On high-dimensional two sample mean testing statistics: a comparative study with a data adaptive choice of coefficient vector	2016-08-04	Paper
Financial interpretation of herd behavior index and its statistical estimation	2015-07-21	Paper
Negative dependence concept in copulas and the marginal free herd behavior index	2015-06-22	Paper
On the multidimensional extension of countermonotonicity and its applications	2015-01-28	Paper
Asymptotic theory for the empirical Haezendonck-Goovaerts risk measure	2014-09-22	Paper
Large Sample Behavior of the CTE and VaR Estimators under Importance Sampling	2014-07-19	Paper
An Asymptotic Analysis of the Bootstrap Bias Correction for the Empirical CTE	2011-08-23	Paper

Research outcomes over time

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