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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: 27 Publications since 2006
Co-Authors: 22 Co-Authors with 25 Joint Publications
470 Co-Co-Authors

Publications by Year

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 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

Citations by Year