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Author ID: ahn.jae-youn Recent zbMATH articles by "Ahn, Jae Youn"
Published as: Ahn, Jae Youn; Youn Ahn, Jae
External Links: MGP · ORCID
Documents Indexed: 25 Publications since 2006
Co-Authors: 21 Co-Authors with 23 Joint Publications
336 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

17 Publications have been cited 63 times in 49 Documents Cited by Year
On the multidimensional extension of countermonotonicity and its applications. Zbl 1304.62086
Lee, Woojoo; Ahn, Jae Youn
12
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
6
2018
Negative dependence concept in copulas and the marginal free herd behavior index. Zbl 1320.62116
Ahn, Jae Youn
5
2015
Multivariate countermonotonicity and the minimal copulas. Zbl 1359.62168
Lee, Woojoo; Cheung, Ka Chun; Ahn, Jae Youn
5
2017
Large sample behavior of the CTE and VaR estimators under importance sampling. Zbl 1291.91087
Ahn, Jae Youn; Shyamalkumar, Nariankadu D.
4
2011
Investigating dependence between frequency and severity via simple generalized linear models. Zbl 1411.62299
Lee, Woojoo; Park, Sojung C.; Ahn, Jae Youn
4
2019
Bonus-malus premiums under the dependent frequency-severity modeling. Zbl 1436.91103
Oh, Rosy; Shi, Peng; Ahn, Jae Youn
3
2020
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
An asymptotic analysis of the bootstrap bias correction for the empirical CTE. Zbl 1219.62071
Ahn, Jae Youn; Shyamalkumar, Nariankadu D.
2
2010
On minimal copulas under the concordance order. Zbl 1433.49024
Ahn, Jae Youn; Fuchs, Sebastian
2
2020
On copula-based collective risk models: from elliptical copulas to vine copulas. Zbl 1467.91148
Oh, Rosy; Ahn, Jae Youn; Lee, Woojoo
2
2021
Construction of multiple decrement tables under generalized fractional age assumptions. Zbl 07027248
Lee, Hangsuck; Ahn, Jae Youn; Ko, Bangwon
1
2019
The Poisson random effect model for experience ratemaking: limitations and alternative solutions. Zbl 1435.91157
Lee, Woojoo; Kim, Jeonghwan; Ahn, Jae Youn
1
2020
On multivariate countermonotonic copulas and their actuarial application. Zbl 1419.62298
Ko, Bangwon; Ahn, Jae Youn
1
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
Financial interpretation of herd behavior index and its statistical estimation. Zbl 1320.62213
Lee, Woojoo; Ahn, Jae Youn
1
2015
On copula-based collective risk models: from elliptical copulas to vine copulas. Zbl 1467.91148
Oh, Rosy; Ahn, Jae Youn; Lee, Woojoo
2
2021
Bonus-malus premiums under the dependent frequency-severity modeling. Zbl 1436.91103
Oh, Rosy; Shi, Peng; Ahn, Jae Youn
3
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
4
2019
Construction of multiple decrement tables under generalized fractional age assumptions. Zbl 07027248
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
6
2018
Multivariate countermonotonicity and the minimal copulas. Zbl 1359.62168
Lee, Woojoo; Cheung, Ka Chun; Ahn, Jae Youn
5
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
On multivariate countermonotonic copulas and their actuarial application. Zbl 1419.62298
Ko, Bangwon; Ahn, Jae Youn
1
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
Negative dependence concept in copulas and the marginal free herd behavior index. Zbl 1320.62116
Ahn, Jae Youn
5
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
12
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

Citations by Year