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 PDF BibTeX XML Cite \textit{J. H. T. Kim} et al., N. Am. Actuar. J. 23, No. 1, 82--97 (2019; Zbl 1417.62300) Full Text: DOI OpenURL
Kim, Joseph H. T. Capital allocation using the bootstrap. (English) Zbl 1291.91116 N. Am. Actuar. J. 15, No. 4, 499-516 (2011). MSC: 91B30 91B32 62P05 62F40 PDF BibTeX XML Cite \textit{J. H. T. Kim}, N. Am. Actuar. J. 15, No. 4, 499--516 (2011; Zbl 1291.91116) Full Text: DOI OpenURL
Kim, Joseph H. T. Conditional tail moments of the exponential family and its related distributions. (English) Zbl 1219.91071 N. Am. Actuar. J. 14, No. 2, 198-216 (2010). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{J. H. T. Kim}, N. Am. Actuar. J. 14, No. 2, 198--216 (2010; Zbl 1219.91071) Full Text: DOI OpenURL