Youn Ahn, Jae; Jeong, Himchan; Lu, Yang A simple Bayesian state-space approach to the collective risk models. (English) Zbl 1524.62520 Scand. Actuar. J. 2023, No. 5, 509-529 (2023). Reviewer: James P. Howard II (Columbia) MSC: 62P05 62F15 91B05 91G05 PDFBibTeX XMLCite \textit{J. Youn Ahn} et al., Scand. Actuar. J. 2023, No. 5, 509--529 (2023; Zbl 1524.62520) Full Text: DOI arXiv
Oh, Rosy; Kim, Joseph H. T.; Ahn, Jae Youn Designing a bonus-malus system reflecting the claim size under the dependent frequency-severity model. (English) Zbl 1507.91189 Probab. Eng. Inf. Sci. 36, No. 4, 963-987 (2022). Reviewer: Pavel Stoynov (Sofia) MSC: 91G05 PDFBibTeX XMLCite \textit{R. Oh} et al., Probab. Eng. Inf. Sci. 36, No. 4, 963--987 (2022; Zbl 1507.91189) Full Text: DOI arXiv
Youn Ahn, Jae; Jeong, Himchan; Lu, Yang On the ordering of credibility factors. (English) Zbl 1475.91322 Insur. Math. Econ. 101, 626-638 (2021). MSC: 91G05 PDFBibTeX XMLCite \textit{J. Youn Ahn} et al., Insur. Math. Econ. 101, 626--638 (2021; Zbl 1475.91322) Full Text: DOI arXiv
Oh, Rosy; Jeong, Himchan; Ahn, Jae Youn; Valdez, Emiliano A. A multi-year microlevel collective risk model. (English) Zbl 1471.91479 Insur. Math. Econ. 100, 309-328 (2021). MSC: 91G05 62H05 PDFBibTeX XMLCite \textit{R. Oh} et al., Insur. Math. Econ. 100, 309--328 (2021; Zbl 1471.91479) Full Text: DOI arXiv
Ahn, Jae Youn; Fuchs, Sebastian; Oh, Rosy A copula transformation in multivariate mixed discrete-continuous models. (English) Zbl 1467.62072 Fuzzy Sets Syst. 415, 54-75 (2021). MSC: 62H05 PDFBibTeX XMLCite \textit{J. Y. Ahn} et al., Fuzzy Sets Syst. 415, 54--75 (2021; Zbl 1467.62072) Full Text: DOI arXiv
Oh, Rosy; Ahn, Jae Youn; Lee, Woojoo On copula-based collective risk models: from elliptical copulas to vine copulas. (English) Zbl 1467.91148 Scand. Actuar. J. 2021, No. 1, 1-33 (2021). MSC: 91G05 62P05 62H05 PDFBibTeX XMLCite \textit{R. Oh} et al., Scand. Actuar. J. 2021, No. 1, 1--33 (2021; Zbl 1467.91148) Full Text: DOI
Oh, Rosy; Lee, Youngju; Zhu, Dan; Ahn, Jae Youn Predictive risk analysis using a collective risk model: choosing between past frequency and aggregate severity information. (English) Zbl 1460.91235 Insur. Math. Econ. 96, 127-139 (2021). MSC: 91G05 PDFBibTeX XMLCite \textit{R. Oh} et al., Insur. Math. Econ. 96, 127--139 (2021; Zbl 1460.91235) Full Text: DOI arXiv
Oh, Rosy; Shi, Peng; Ahn, Jae Youn Bonus-malus premiums under the dependent frequency-severity modeling. (English) Zbl 1436.91103 Scand. Actuar. J. 2020, No. 3, 172-195 (2020). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{R. Oh} et al., Scand. Actuar. J. 2020, No. 3, 172--195 (2020; Zbl 1436.91103) Full Text: DOI
Lee, Woojoo; Park, Sojung C.; Ahn, Jae Youn Investigating dependence between frequency and severity via simple generalized linear models. (English) Zbl 1411.62299 J. Korean Stat. Soc. 48, No. 1, 13-28 (2019). MSC: 62P05 62J12 91B30 PDFBibTeX XMLCite \textit{W. Lee} et al., J. Korean Stat. Soc. 48, No. 1, 13--28 (2019; Zbl 1411.62299) Full Text: DOI