Himchan Jeong

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
Matrix-based factor analysis on the prediction of insurance claims probability ASTIN Bulletin	2026-10-02	Paper
A normal-gamma copula for dependence modeling in collective risk models ASTIN Bulletin	2026-10-02	Paper
An observation-driven state-space model for claims size modelling The Canadian Journal of Statistics	2026-05-27	Paper
Investigating the effect of climate-related hazards on claim frequency prediction in motor insurance with incomplete data Journal of the Royal Statistical Society. Series C. Applied Statistics	2026-03-13	Paper
An observation-driven state-space count model for experience rating Insurance Mathematics & Economics	2025-11-25	Paper
Multivariate claim count regression model with varying dispersion and dependence parameters Journal of the Royal Statistical Society. Series A. Statistics in Society	2025-06-04	Paper
Integration of traditional and telematics data for efficient insurance claims prediction ASTIN Bulletin	2024-06-17	Paper
Tweedie multivariate semi-parametric credibility with the exchangeable correlation Insurance Mathematics & Economics	2024-03-21	Paper
Soft splicing model: bridging the gap between composite model and finite mixture model Scandinavian Actuarial Journal	2024-02-26	Paper
A simple Bayesian state-space approach to the collective risk models Scandinavian Actuarial Journal	2023-06-09	Paper
A non-convex regularization approach for stable estimation of loss development factors Scandinavian Actuarial Journal	2021-12-08	Paper
Fully and empirical Bayes approaches to estimating copula-based models for bivariate mixed outcomes using Hamiltonian Monte Carlo Test	2021-11-22	Paper
On the ordering of credibility factors Insurance Mathematics & Economics	2021-11-19	Paper
A multi-year microlevel collective risk model Insurance Mathematics & Economics	2021-10-19	Paper
Bayesian credibility premium with GB2 copulas Dependence Modeling	2021-01-14	Paper
Testing for random effects in compound risk models via Bregman divergence ASTIN Bulletin	2020-12-13	Paper
Predictive compound risk models with dependence Insurance Mathematics & Economics	2020-11-19	Paper

Research outcomes over time

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