So-Yeun 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
On the structural change of the Lee-Carter model and its actuarial application	2019-12-10	Paper
An approximated European option price under stochastic elasticity of variance using Mellin transforms	2019-10-22	Paper
Mathematical modeling for the obesity dynamics with psychological and social factors	2019-10-22	Paper
Tail risk measures and risk allocation for the class of multivariate normal mean-variance mixture distributions Insurance Mathematics & Economics	2019-05-23	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
On the discounted \(K\)th moment of the deficit at ruin in the delayed renewal risk model Lobachevskii Journal of Mathematics	2018-07-23	Paper
On the analysis of ruin-related quantities in the delayed renewal risk model Insurance Mathematics & Economics	2016-01-05	Paper
The proper distribution function of the deficit in the delayed renewal risk model Scandinavian Actuarial Journal	2013-12-13	Paper

Research outcomes over time

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