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
Kim, Joseph H. T.; Kim, So-Yeun Tail risk measures and risk allocation for the class of multivariate normal mean-variance mixture distributions. (English) Zbl 1411.91293 Insur. Math. Econ. 86, 145-157 (2019). MSC: 91B30 62P05 62H05 PDFBibTeX XMLCite \textit{J. H. T. Kim} and \textit{S.-Y. Kim}, Insur. Math. Econ. 86, 145--157 (2019; Zbl 1411.91293) Full Text: DOI
Kim, Joseph H. T.; Jang, Jiwook; Pyun, Chaehyun Capital allocation for a sum of dependent compound mixed Poisson variables: a recursive algorithm approach. (English) Zbl 1417.62300 N. Am. Actuar. J. 23, No. 1, 82-97 (2019). MSC: 62P05 91B30 62E15 PDFBibTeX XMLCite \textit{J. H. T. Kim} et al., N. Am. Actuar. J. 23, No. 1, 82--97 (2019; Zbl 1417.62300) Full Text: DOI