| Publication | Date of Publication | Type |
|---|
An observation-driven state-space count model for experience rating
Insurance Mathematics & Economics | 2025-11-25 | Paper |
On the bias of commercial insurance premiums
Journal of Computational and Applied Mathematics | 2025-10-29 | Paper |
Stochastic monotone wing property: a new dependence structure for copulas
Fuzzy Sets and Systems | 2025-09-08 | Paper |
A simple Bayesian state-space approach to the collective risk models
Scandinavian Actuarial Journal | 2023-06-09 | Paper |
Designing a bonus-malus system reflecting the claim size under the dependent frequency-severity model
Probability in the Engineering and Informational Sciences | 2022-11-22 | Paper |
On the ordering of credibility factors
Insurance Mathematics & Economics | 2021-11-19 | Paper |
A multi-year microlevel collective risk model
Insurance Mathematics & Economics | 2021-10-19 | Paper |
A copula transformation in multivariate mixed discrete-continuous models
Fuzzy Sets and Systems | 2021-08-24 | Paper |
On copula-based collective risk models: from elliptical copulas to vine copulas
Scandinavian Actuarial Journal | 2021-05-28 | Paper |
Predictive risk analysis using a collective risk model: choosing between past frequency and aggregate severity information
Insurance Mathematics & Economics | 2021-03-17 | Paper |
On structural properties of an asymmetric copula family and its statistical implication
Fuzzy Sets and Systems | 2021-01-20 | Paper |
Double-counting problem of the bonus-malus system
Insurance Mathematics & Economics | 2020-08-03 | Paper |
Bonus-malus premiums under the dependent frequency-severity modeling
Scandinavian Actuarial Journal | 2020-04-07 | Paper |
The Poisson random effect model for experience ratemaking: limitations and alternative solutions
Insurance Mathematics & Economics | 2020-03-20 | Paper |
On minimal copulas under the concordance order
Journal of Optimization Theory and Applications | 2020-02-26 | Paper |
Construction of multiple decrement tables under generalized fractional age assumptions
Computational Statistics and Data Analysis | 2019-02-21 | Paper |
Investigating dependence between frequency and severity via simple generalized linear models
Journal of the Korean Statistical Society | 2019-02-19 | Paper |
Does hunger for bonuses drive the dependence between claim frequency and severity?
Insurance Mathematics & Economics | 2018-11-19 | Paper |
Measuring herd behavior: properties and pitfalls
Dependence Modeling | 2018-06-27 | Paper |
Multivariate countermonotonicity and the minimal copulas
Journal of Computational and Applied Mathematics | 2017-02-09 | Paper |
Extreme value theory in mixture distributions and a statistical method to control the possible bias
Journal of the Korean Statistical Society | 2016-11-01 | Paper |
On multivariate countermonotonic copulas and their actuarial application
Lobachevskii Journal of Mathematics | 2016-10-10 | Paper |
On high-dimensional two sample mean testing statistics: a comparative study with a data adaptive choice of coefficient vector
Computational Statistics | 2016-08-04 | Paper |
Financial interpretation of herd behavior index and its statistical estimation
Journal of the Korean Statistical Society | 2015-07-21 | Paper |
Negative dependence concept in copulas and the marginal free herd behavior index
Journal of Computational and Applied Mathematics | 2015-06-22 | Paper |
On the multidimensional extension of countermonotonicity and its applications
Insurance Mathematics & Economics | 2015-01-28 | Paper |
Asymptotic theory for the empirical Haezendonck-Goovaerts risk measure
Insurance Mathematics & Economics | 2014-09-22 | Paper |
Large sample behavior of the CTE and VaR estimators under importance sampling
North American Actuarial Journal | 2014-07-19 | Paper |
An asymptotic analysis of the bootstrap bias correction for the empirical CTE
North American Actuarial Journal | 2011-08-23 | Paper |
