Rosy Oh

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
A normal-gamma copula for dependence modeling in collective risk models ASTIN Bulletin	2026-10-02	Paper
Stochastic monotone wing property: a new dependence structure for copulas Fuzzy Sets and Systems	2025-09-08	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
Bayesian credibility under a bivariate prior on the frequency and the severity of claims Insurance Mathematics & Economics	2021-10-19	Paper
A multi-year microlevel collective risk model Insurance Mathematics & Economics	2021-10-19	Paper
A copula transformation in multivariate mixed discrete-continuous models Fuzzy Sets and Systems	2021-08-24	Paper
On copula-based collective risk models: from elliptical copulas to vine copulas Scandinavian Actuarial Journal	2021-05-28	Paper
Predictive risk analysis using a collective risk model: choosing between past frequency and aggregate severity information Insurance Mathematics & Economics	2021-03-17	Paper
Double-counting problem of the bonus-malus system Insurance Mathematics & Economics	2020-08-03	Paper
Bonus-malus premiums under the dependent frequency-severity modeling Scandinavian Actuarial Journal	2020-04-07	Paper

Research outcomes over time

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