The following pages link to Taehan Bae (Q262534):
Displayed 14 items.
- On the limit of conditional Spearman's rho under the common factor model (Q262536) (← links)
- Pricing maturity guarantee under a refracted Brownian motion (Q384225) (← links)
- Large-sample confidence intervals for risk measures of location-scale families (Q419329) (← links)
- Poisson limits for sequential multivariate multinomial data (Q722284) (← links)
- Pricing guaranteed minimum death benefit contracts under the phase-type law of mortality (Q748243) (← links)
- Securitization of motor insurance loss rate risks (Q1003816) (← links)
- Type-II generalized crack distribution with application to heavy-tailed data modeling (Q2081724) (← links)
- On the mixtures of length-biased Weibull distributions for loss severity modeling (Q2131911) (← links)
- A bivariate extension of three-parameter generalized crack distribution for loss severity modelling (Q2151588) (← links)
- Sum of Bernoulli mixtures: beyond conditional independence (Q2260590) (← links)
- A note on weighted infinite sums of dependent regularly varying tailed random variables (Q2398402) (← links)
- Robust minium bias iteration algorithms for classification ratemaking and loss reserving (Q2680661) (← links)
- Application of the phase‐type mortality law to life contingencies and risk management (Q4620199) (← links)
- A backward construction and simulation of correlated Poisson processes (Q5106874) (← links)