Edit Profile (opens in new tab) Ahn, Jae Youn Co-Author Distance Author ID: ahn.jae-youn Published as: Ahn, Jae Youn; Youn Ahn, Jae External Links: MGP · ORCID Documents Indexed: 27 Publications since 2006 Co-Authors: 22 Co-Authors with 25 Joint Publications 470 Co-Co-Authors all top 5 Co-Authors 1 single-authored 9 Lee, Woojoo 7 Oh, Rosy 3 Jeong, Himchan 3 Park, Sojung Carol 3 Shyamalkumar, Nariankadu D. 2 Fuchs, Sebastian L. 2 Kim, Joseph Hyun Tae 2 Ko, Bangwon 2 Lu, Yang 1 Barber, K. Suzanne 1 Cheung, Ka Chun 1 Choi, Yang Ho 1 Goo, Hyein 1 Gwak, Wonseon 1 Kim, Jeonghwan 1 Kim, Mijeong 1 Kim, Soeun 1 Lam, D. N. 1 Lee, Hangsuck 1 Lee, Kyung Suk 1 Lee, Youngju 1 Shi, Peng 1 Valdez, Emiliano A. 1 Zhu, Dan all top 5 Serials 8 Insurance Mathematics & Economics 3 Scandinavian Actuarial Journal 3 Journal of the Korean Statistical Society 2 Fuzzy Sets and Systems 2 Journal of Computational and Applied Mathematics 2 North American Actuarial Journal 1 Journal of Optimization Theory and Applications 1 Computational Statistics 1 Computational Statistics and Data Analysis 1 Probability in the Engineering and Informational Sciences 1 Lobachevskii Journal of Mathematics 1 Multiagent and Grid Systems 1 Dependence Modeling all top 5 Fields 21 Statistics (62-XX) 19 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 Probability theory and stochastic processes (60-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Numerical analysis (65-XX) 1 Computer science (68-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 22 Publications have been cited 92 times in 64 Documents Cited by ▼ Year ▼ On the multidimensional extension of countermonotonicity and its applications. Zbl 1304.62086 Lee, Woojoo; Ahn, Jae Youn 15 2014 Asymptotic theory for the empirical Haezendonck-Goovaerts risk measure. Zbl 1296.91142 Ahn, Jae Youn; Shyamalkumar, Nariankadu D. 11 2014 Does hunger for bonuses drive the dependence between claim frequency and severity? Zbl 1417.91281 Park, Sojung C.; Kim, Joseph H. T.; Ahn, Jae Youn 11 2018 Bonus-malus premiums under the dependent frequency-severity modeling. Zbl 1436.91103 Oh, Rosy; Shi, Peng; Ahn, Jae Youn 8 2020 Multivariate countermonotonicity and the minimal copulas. Zbl 1359.62168 Lee, Woojoo; Cheung, Ka Chun; Ahn, Jae Youn 7 2017 Negative dependence concept in copulas and the marginal free herd behavior index. Zbl 1320.62116 Ahn, Jae Youn 6 2015 Investigating dependence between frequency and severity via simple generalized linear models. Zbl 1411.62299 Lee, Woojoo; Park, Sojung C.; Ahn, Jae Youn 6 2019 On copula-based collective risk models: from elliptical copulas to vine copulas. Zbl 1467.91148 Oh, Rosy; Ahn, Jae Youn; Lee, Woojoo 5 2021 Large sample behavior of the CTE and VaR estimators under importance sampling. Zbl 1291.91087 Ahn, Jae Youn; Shyamalkumar, Nariankadu D. 4 2011 An asymptotic analysis of the bootstrap bias correction for the empirical CTE. Zbl 1219.62071 Ahn, Jae Youn; Shyamalkumar, Nariankadu D. 2 2010 On high-dimensional two sample mean testing statistics: a comparative study with a data adaptive choice of coefficient vector. Zbl 1342.65040 Kim, Soeun; Ahn, Jae Youn; Lee, Woojoo 2 2016 On the ordering of credibility factors. Zbl 1475.91322 Youn Ahn, Jae; Jeong, Himchan; Lu, Yang 2 2021 Predictive risk analysis using a collective risk model: choosing between past frequency and aggregate severity information. Zbl 1460.91235 Oh, Rosy; Lee, Youngju; Zhu, Dan; Ahn, Jae Youn 2 2021 On minimal copulas under the concordance order. Zbl 1433.49024 Ahn, Jae Youn; Fuchs, Sebastian 2 2020 A multi-year microlevel collective risk model. Zbl 1471.91479 Oh, Rosy; Jeong, Himchan; Ahn, Jae Youn; Valdez, Emiliano A. 2 2021 Extreme value theory in mixture distributions and a statistical method to control the possible bias. Zbl 1348.62182 Gwak, Wonseon; Goo, Hyein; Choi, Yang Ho; Ahn, Jae Youn 1 2016 Financial interpretation of herd behavior index and its statistical estimation. Zbl 1320.62213 Lee, Woojoo; Ahn, Jae Youn 1 2015 Construction of multiple decrement tables under generalized fractional age assumptions. Zbl 1507.62097 Lee, Hangsuck; Ahn, Jae Youn; Ko, Bangwon 1 2019 On multivariate countermonotonic copulas and their actuarial application. Zbl 1419.62298 Ko, Bangwon; Ahn, Jae Youn 1 2016 Designing a bonus-malus system reflecting the claim size under the dependent frequency-severity model. Zbl 1507.91189 Oh, Rosy; Kim, Joseph H. T.; Ahn, Jae Youn 1 2022 The Poisson random effect model for experience ratemaking: limitations and alternative solutions. Zbl 1435.91157 Lee, Woojoo; Kim, Jeonghwan; Ahn, Jae Youn 1 2020 A copula transformation in multivariate mixed discrete-continuous models. Zbl 1467.62072 Ahn, Jae Youn; Fuchs, Sebastian; Oh, Rosy 1 2021 Designing a bonus-malus system reflecting the claim size under the dependent frequency-severity model. Zbl 1507.91189 Oh, Rosy; Kim, Joseph H. T.; Ahn, Jae Youn 1 2022 On copula-based collective risk models: from elliptical copulas to vine copulas. Zbl 1467.91148 Oh, Rosy; Ahn, Jae Youn; Lee, Woojoo 5 2021 On the ordering of credibility factors. Zbl 1475.91322 Youn Ahn, Jae; Jeong, Himchan; Lu, Yang 2 2021 Predictive risk analysis using a collective risk model: choosing between past frequency and aggregate severity information. Zbl 1460.91235 Oh, Rosy; Lee, Youngju; Zhu, Dan; Ahn, Jae Youn 2 2021 A multi-year microlevel collective risk model. Zbl 1471.91479 Oh, Rosy; Jeong, Himchan; Ahn, Jae Youn; Valdez, Emiliano A. 2 2021 A copula transformation in multivariate mixed discrete-continuous models. Zbl 1467.62072 Ahn, Jae Youn; Fuchs, Sebastian; Oh, Rosy 1 2021 Bonus-malus premiums under the dependent frequency-severity modeling. Zbl 1436.91103 Oh, Rosy; Shi, Peng; Ahn, Jae Youn 8 2020 On minimal copulas under the concordance order. Zbl 1433.49024 Ahn, Jae Youn; Fuchs, Sebastian 2 2020 The Poisson random effect model for experience ratemaking: limitations and alternative solutions. Zbl 1435.91157 Lee, Woojoo; Kim, Jeonghwan; Ahn, Jae Youn 1 2020 Investigating dependence between frequency and severity via simple generalized linear models. Zbl 1411.62299 Lee, Woojoo; Park, Sojung C.; Ahn, Jae Youn 6 2019 Construction of multiple decrement tables under generalized fractional age assumptions. Zbl 1507.62097 Lee, Hangsuck; Ahn, Jae Youn; Ko, Bangwon 1 2019 Does hunger for bonuses drive the dependence between claim frequency and severity? Zbl 1417.91281 Park, Sojung C.; Kim, Joseph H. T.; Ahn, Jae Youn 11 2018 Multivariate countermonotonicity and the minimal copulas. Zbl 1359.62168 Lee, Woojoo; Cheung, Ka Chun; Ahn, Jae Youn 7 2017 On high-dimensional two sample mean testing statistics: a comparative study with a data adaptive choice of coefficient vector. Zbl 1342.65040 Kim, Soeun; Ahn, Jae Youn; Lee, Woojoo 2 2016 Extreme value theory in mixture distributions and a statistical method to control the possible bias. Zbl 1348.62182 Gwak, Wonseon; Goo, Hyein; Choi, Yang Ho; Ahn, Jae Youn 1 2016 On multivariate countermonotonic copulas and their actuarial application. Zbl 1419.62298 Ko, Bangwon; Ahn, Jae Youn 1 2016 Negative dependence concept in copulas and the marginal free herd behavior index. Zbl 1320.62116 Ahn, Jae Youn 6 2015 Financial interpretation of herd behavior index and its statistical estimation. Zbl 1320.62213 Lee, Woojoo; Ahn, Jae Youn 1 2015 On the multidimensional extension of countermonotonicity and its applications. Zbl 1304.62086 Lee, Woojoo; Ahn, Jae Youn 15 2014 Asymptotic theory for the empirical Haezendonck-Goovaerts risk measure. Zbl 1296.91142 Ahn, Jae Youn; Shyamalkumar, Nariankadu D. 11 2014 Large sample behavior of the CTE and VaR estimators under importance sampling. Zbl 1291.91087 Ahn, Jae Youn; Shyamalkumar, Nariankadu D. 4 2011 An asymptotic analysis of the bootstrap bias correction for the empirical CTE. Zbl 1219.62071 Ahn, Jae Youn; Shyamalkumar, Nariankadu D. 2 2010 all cited Publications top 5 cited Publications all top 5 Cited by 118 Authors 15 Ahn, Jae Youn 7 Oh, Rosy 5 Fuchs, Sebastian L. 5 Peng, Liang 5 Wang, Ruodu 4 Lee, Woojoo 4 Wang, Xing 3 Jeong, Himchan 2 Bellini, Fabio 2 Cheung, Ka Chun 2 Dhaene, Jan 2 Guo, Jia 2 Lin, Liyuan 2 Liu, Qing 2 Puccetti, Giovanni 2 Qian, Linyi 2 Rosazza Gianin, Emanuela 2 Schmidt, Klaus D. 2 Shyamalkumar, Nariankadu D. 2 Valdez, Emiliano A. 2 Yang, Fan 2 Zähle, Henryk 2 Zhang, Jinting 2 Zhou, Bu 1 Alawady, Metwally Alsayed 1 Alemany, Ramon 1 Barakat, Haroon Mohamed 1 Bernard, Carole L. 1 Beutner, Eric 1 Bhuyan, Prajamitra 1 Billio, Monica 1 Bolancé, Catalina 1 Chaoubi, Ihsan 1 Chen, Kun 1 Cheng, Jiang 1 Cheung, Eric C. K. 1 Cossette, Hélène 1 Denuit, Michel M. 1 Dey, Dipak Kumar 1 Di Bernardino, Elena 1 Di Lascio, F. Marta L. 1 Dizaji, Atefeh Kanani 1 Dong, Hui 1 Durante, Fabrizio 1 Elgawad, Mohamed A. Abd 1 Fang, Lei 1 Feng, Frank Y. 1 Finkelstein, Maxim 1 Fontana, Roberto 1 Frattarolo, Lorenzo 1 Fung, Tsz Chai 1 Gadoury, Simon-Pierre 1 Gao, Guangyuan 1 Gao, Niushan 1 Geng, Xiao-Zhe 1 Ghosh, Shyamal 1 Guégan, Dominique 1 Ha, Hongjun 1 Halder, Aritra 1 Han, Xia 1 Hanbali, Hamza 1 Hou, Yanxi 1 Jiang, Wenjun 1 Kim, Joseph Hyun Tae 1 Kim, Kyungmee O. 1 Ko, Bangwon 1 Kwong, Hok Shing 1 Laeven, Roger J. A. 1 Lauer, Alexandra 1 Lauzier, Jean-Gabriel 1 Lee, Hangsuck 1 Lee, Taewon 1 Lee, Youngju 1 Li, Jiahong 1 Li, Yinhuan 1 Linders, Daniël 1 Liu, Yongjun 1 Liu, Yukun 1 Liu, Zehui 1 Lu, Yang 1 Mao, Tiantian 1 Marceau, Étienne 1 McCord, Yann 1 McLeish, Donald L. 1 Mohammed, Shariq 1 Munari, Cosimo 1 Nadarajah, Saralees 1 Nakayama, Marvin K. 1 Ni, Weihong 1 Payandeh Najafabadi, Amir T. 1 Prieur, Clémentine 1 Qi, Li-Mei 1 Ren, Jiandong 1 Rigo, Pietro 1 Semeraro, Patrizia 1 Shen, Zhiyi 1 Shi, Peng 1 Tang, Qihe 1 Tank, Fatih 1 Vernic, Raluca ...and 18 more Authors all top 5 Cited in 29 Serials 18 Insurance Mathematics & Economics 8 Scandinavian Actuarial Journal 4 North American Actuarial Journal 3 Journal of Computational and Applied Mathematics 2 Journal of Optimization Theory and Applications 2 Statistics & Probability Letters 2 Computational Statistics and Data Analysis 2 Journal of the Korean Statistical Society 2 Dependence Modeling 1 Rocky Mountain Journal of Mathematics 1 Fuzzy Sets and Systems 1 Journal of Multivariate Analysis 1 Journal of Statistical Planning and Inference 1 Statistics 1 Statistical Science 1 Asia-Pacific Journal of Operational Research 1 Journal of Theoretical Probability 1 Communications in Statistics. Theory and Methods 1 European Journal of Operational Research 1 Bernoulli 1 Journal of Nonparametric Statistics 1 Journal of Combinatorial Optimization 1 Probability in the Engineering and Informational Sciences 1 Lobachevskii Journal of Mathematics 1 ASTIN Bulletin 1 Statistical Methods and Applications 1 Electronic Journal of Statistics 1 Probability Surveys 1 European Actuarial Journal all top 5 Cited in 8 Fields 48 Statistics (62-XX) 41 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 12 Probability theory and stochastic processes (60-XX) 3 Operations research, mathematical programming (90-XX) 2 Functional analysis (46-XX) 1 General and overarching topics; collections (00-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Numerical analysis (65-XX) Citations by Year