Joseph H. T. Kim

From MaRDI portal
Person:661236

Available identifiers

zbMath Open kim.joseph-hyun-taeMaRDI QIDQ661236

List of research outcomes





PublicationDate of PublicationType
Rotation in age patterns of mortality decline: statistical evidence and modeling2023-06-16Paper
Designing a Bonus-Malus system reflecting the claim size under the dependent frequency–severity model2022-11-22Paper
Hierarchical mixture-of-experts models for count variables with excessive zeros2022-05-30Paper
Exponentiated generalized Pareto distribution: Properties and applications towards extreme value theory2022-05-23Paper
Tail risk measures and risk allocation for the class of multivariate normal mean-variance mixture distributions2019-05-23Paper
Capital Allocation for a Sum of Dependent Compound Mixed Poisson Variables: A Recursive Algorithm Approach2019-05-08Paper
Application of the phase‐type mortality law to life contingencies and risk management2019-02-08Paper
Does hunger for bonuses drive the dependence between claim frequency and severity?2018-11-19Paper
Estimating extreme tail risk measures with generalized Pareto distribution2018-08-15Paper
Parameter estimation of the Pareto distribution using a pivotal quantity2017-08-16Paper
Exponentiated Generalized Pareto Distribution: Properties and applications towards Extreme Value Theory2017-08-04Paper
Fuzzy regression towards a general insurance application2014-10-29Paper
Capital Allocation Using the Bootstrap2014-07-19Paper
A gamma kernel density estimation for insurance loss data2014-06-23Paper
Credibility theory based on trimming2014-04-15Paper
A new class of models for heavy tailed distributions in finance and insurance risk2014-04-10Paper
Flow condensation in parallel micro-channels. I: Experimental results and assessment of pressure drop correlations2013-04-25Paper
Bias correction for estimated distortion risk measure using the bootstrap2012-02-10Paper
Conditional Tail Moments of the Exponential Family and Its Related Distributions2011-08-23Paper
Estimating the variance of bootstrapped risk measures2011-01-20Paper
A capital allocation based on a solvency exchange option2009-06-10Paper
Quantifying and Correcting the Bias in Estimated Risk Measures2009-01-28Paper

Research outcomes over time

This page was built for person: Joseph H. T. Kim