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Jae Youn Ahn
Jae Youn Ahn
Associate Professor, Department of Statistics, Ewha Womans University
Verified email at ewha.ac.kr - Homepage
Title
Cited by
Cited by
Year
Bonus-malus premiums under the dependent frequency-severity modeling
R Oh, P Shi, JY Ahn
Scandinavian Actuarial Journal 2020 (3), 172-195, 2020
402020
Does hunger for bonuses drive the dependence between claim frequency and severity?
SC Park, JHT Kim, JY Ahn
Insurance: Mathematics and economics 83, 32-46, 2018
332018
Generalized linear mixed models for dependent compound risk models
H Jeong, EA Valdez, JY Ahn, S Park
Available at SSRN 3045360, 2017
322017
On the multidimensional extension of countermonotonicity and its applications
W Lee, JY Ahn
Insurance: Mathematics and Economics 56, 68-79, 2014
322014
Asymptotic theory for the empirical Haezendonck–Goovaerts risk measure
JY Ahn, ND Shyamalkumar
Insurance: Mathematics and Economics 55, 78-90, 2014
202014
On copula-based collective risk models: from elliptical copulas to vine copulas
R Oh, JY Ahn, W Lee
Scandinavian Actuarial Journal 2021 (1), 1-33, 2021
18*2021
Investigating dependence between frequency and severity via simple generalized linear models
W Lee, SC Park, JY Ahn
Journal of the Korean Statistical Society 48 (1), 13-28, 2019
162019
Multivariate countermonotonicity and the minimal copulas
W Lee, KC Cheung, JY Ahn
Journal of Computational and Applied Mathematics 317, 589-602, 2017
152017
The Poisson random effect model for experience ratemaking: Limitations and alternative solutions
W Lee, J Kim, JY Ahn
Insurance: Mathematics and Economics 91, 26-36, 2020
142020
On the ordering of credibility factors
JY Ahn, H Jeong, Y Lu
Insurance: Mathematics and Economics 101, 626-638, 2021
122021
Bayesian analysis of multivariate crash counts using copulas
ES Park, R Oh, JY Ahn, MS Oh
Accident Analysis & Prevention 149, 105431, 2021
102021
A multi-year microlevel collective risk model
R Oh, H Jeong, JY Ahn, EA Valdez
Insurance: Mathematics and Economics 100, 309-328, 2021
92021
Negative dependence concept in copulas and the marginal free herd behavior index
JY Ahn
Journal of computational and applied mathematics 288, 304-322, 2015
92015
Large sample behavior of the CTE and VaR estimators under importance sampling
JY Ahn, ND Shyamalkumar
North American Actuarial Journal 15 (3), 393-416, 2011
92011
A copula transformation in multivariate mixed discrete-continuous models
JY Ahn, S Fuchs, R Oh
Fuzzy Sets and Systems 415, 54-75, 2021
82021
Predictive risk analysis using a collective risk model: Choosing between past frequency and aggregate severity information
R Oh, Y Lee, D Zhu, JY Ahn
Insurance: Mathematics and Economics 96, 127-139, 2021
82021
Financial interpretation of herd behavior index and its statistical estimation
W Lee, JY Ahn
Journal of the Korean Statistical Society 44 (2), 295-311, 2015
82015
A simple Bayesian state-space approach to the collective risk models
JY Ahn, H Jeong, Y Lu
Scandinavian Actuarial Journal 2023 (5), 509-529, 2023
7*2023
Extreme value theory in mixture distributions and a statistical method to control the possible bias
W Gwak, H Goo, YH Choi, JY Ahn
Journal of the Korean Statistical Society 45, 581-594, 2016
62016
Designing a Bonus-Malus system reflecting the claim size under the dependent frequency–severity model
R Oh, JHT Kim, JY Ahn
Probability in the Engineering and Informational Sciences 36 (4), 963-987, 2022
52022
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