Joseph H. T. Kim

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
Rotation in age patterns of mortality decline: statistical evidence and modeling Probability in the Engineering and Informational Sciences	2023-06-16	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
Hierarchical mixture-of-experts models for count variables with excessive zeros Communications in Statistics: Theory and Methods	2022-05-30	Paper
Exponentiated generalized Pareto distribution: Properties and applications towards extreme value theory Communications in Statistics: Theory and Methods	2022-05-23	Paper
Tail risk measures and risk allocation for the class of multivariate normal mean-variance mixture distributions Insurance Mathematics & Economics	2019-05-23	Paper
Capital Allocation for a Sum of Dependent Compound Mixed Poisson Variables: A Recursive Algorithm Approach North American Actuarial Journal	2019-05-08	Paper
Application of the phase-type mortality law to life contingencies and risk management Applied Stochastic Models in Business and Industry	2019-02-08	Paper
Does hunger for bonuses drive the dependence between claim frequency and severity? Insurance Mathematics & Economics	2018-11-19	Paper
Estimating extreme tail risk measures with generalized Pareto distribution Computational Statistics and Data Analysis	2018-08-15	Paper
Parameter estimation of the Pareto distribution using a pivotal quantity Journal of the Korean Statistical Society	2017-08-16	Paper
Exponentiated Generalized Pareto Distribution: Properties and applications towards Extreme Value Theory	2017-08-04	Paper
Fuzzy regression towards a general insurance application Journal of Applied Mathematics & Informatics	2014-10-29	Paper
Capital Allocation Using the Bootstrap North American Actuarial Journal	2014-07-19	Paper
A gamma kernel density estimation for insurance loss data Insurance Mathematics & Economics	2014-06-23	Paper
Credibility theory based on trimming Insurance Mathematics & Economics	2014-04-15	Paper
A new class of models for heavy tailed distributions in finance and insurance risk Insurance Mathematics & Economics	2014-04-10	Paper
Flow condensation in parallel micro-channels. I: Experimental results and assessment of pressure drop correlations International Journal of Heat and Mass Transfer	2013-04-25	Paper
Bias correction for estimated distortion risk measure using the bootstrap Insurance Mathematics & Economics	2012-02-10	Paper
Conditional Tail Moments of the Exponential Family and Its Related Distributions North American Actuarial Journal	2011-08-23	Paper
Estimating the variance of bootstrapped risk measures ASTIN Bulletin	2011-01-20	Paper
A capital allocation based on a solvency exchange option Insurance Mathematics & Economics	2009-06-10	Paper
Quantifying and Correcting the Bias in Estimated Risk Measures ASTIN Bulletin	2009-01-28	Paper

Research outcomes over time

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