Bonsoo Koo

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
Optimal premium pricing in a competitive stochastic insurance market with incomplete information: a Bayesian game-theoretic approach Insurance Mathematics & Economics	2025-01-17	Paper
Novel utility-based life cycle models to optimise income in retirement European Journal of Operational Research	2022-02-23	Paper
Indirect inference for locally stationary models Journal of Econometrics	2021-05-04	Paper
Pricing in a competitive stochastic insurance market Insurance Mathematics & Economics	2021-03-17	Paper
Estimation of a nonparametric model for bond prices from cross-section and time series information Journal of Econometrics	2021-02-04	Paper
Estimation of a nonparametric model for bond prices from cross-section and time series information Journal of Econometrics	2021-02-01	Paper
A note on the validity of cross-validation for evaluating autoregressive time series prediction Computational Statistics and Data Analysis	2018-08-17	Paper
A note on the validity of cross-validation for evaluating autoregressive time series prediction Computational Statistics and Data Analysis	2018-04-01	Paper
Estimation of semiparametric locally stationary diffusion models Journal of Econometrics	2017-05-12	Paper
Let's get LADE: robust estimation of semiparametric multiplicative volatility models Econometric Theory	2015-11-03	Paper
Structural-break models under mis-specification: implications for forecasting Journal of Econometrics	2015-07-27	Paper

Research outcomes over time

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