Sojung Kim

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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!

PublicationDate of PublicationType
Multinomial backtesting of distortion risk measures
Insurance Mathematics & Economics
2025-01-17Paper
Microscopic traffic models, accidents, and insurance losses
ASTIN Bulletin
2024-04-30Paper
Simulation methods for robust risk assessment and the distorted mix approach
European Journal of Operational Research
2022-02-22Paper
Robust quantile estimation under bivariate extreme value models
Extremes
2020-02-28Paper
Saddlepoint methods for conditional expectations with applications to risk management
Bernoulli
2017-05-11Paper
Simulation of Tempered Stable Lévy Bridges and Its Applications
Operations Research
2016-07-25Paper
The Riemann hypothesis and functional equations for zeta functions over \(\mathbb F_1\)
Proceedings of the Japan Academy. Series A
2009-08-27Paper


Research outcomes over time


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