Seyoung Park

Available identifiers

zbMath Open park.seyoungMaRDI QIDQ830105

List of research outcomes

Publication	Date of Publication	Type
Optimal reinsurance with a systemic surplus shock	2025-01-16	Paper
Varying-coefficients for regional quantile via KNN-based LASSO with applications to health outcome study	2024-10-29	Paper
Efficient functional Lasso kernel smoothing for high-dimensional additive regression	2024-10-18	Paper
Analytic approach for models of optimal retirement with disability risk	2024-04-09	Paper
Low-Rank Regression Models for Multiple Binary Responses and their Applications to Cancer Cell-Line Encyclopedia Data	2024-03-19	Paper
Quantile forward regression for high-dimensional survival data	2023-11-23	Paper
Regional quantile regression for multiple responses	2023-09-15	Paper
Multivariate response regression with low-rank and generalized sparsity	2022-10-06	Paper
Poisson reduced-rank models with sparse loadings	2022-04-27	Paper
Penalized kernel quantile regression for varying coefficient models	2021-12-14	Paper
Ambiguity premium and transaction costs	2021-09-16	Paper
Hypothesis testing of varying coefficients for regional quantiles	2021-05-07	Paper
Annuitization and asset allocation with borrowing constraint	2021-04-07	Paper
Integrating Multidimensional Data for Clustering Analysis With Applications to Cancer Patient Data	2021-03-30	Paper
Optimal retirement with borrowing constraints and forced unemployment risk	2020-11-19	Paper
Verification theorems for models of optimal consumption and investment with annuitization	2020-04-22	Paper
Optimal consumption and investment with insurer default risk	2019-09-19	Paper
Sparse principal component analysis with missing observations	2019-08-15	Paper
A generalization of Ramsey rule on discount rate with regime switching	2018-10-05	Paper
Optimal retirement strategy with a negative wealth constraint	2018-09-28	Paper
A generalization of Yaari's result on annuitization with optimal retirement	2018-08-31	Paper
Dantzig-type penalization for multiple quantile regression with high dimensional covariates	2018-01-12	Paper
Hypothesis testing for regional quantiles	2017-10-20	Paper
Unemployment risks and optimal retirement in an incomplete market	2016-10-31	Paper

Research outcomes over time

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