Computing the Gini index: A note E Furman, Y Kye, J Su Economics Letters 185, 108753, 2019 | 41 | 2019 |
Multiplicative background risk models: Setting a course for the idiosyncratic risk factors distributed phase-type E Furman, Y Kye, J Su Insurance: Mathematics and Economics 96, 153-167, 2021 | 23 | 2021 |
A reconciliation of the top-down and bottom-up approaches to risk capital allocations: Proportional allocations revisited E Furman, Y Kye, J Su North American Actuarial Journal 25 (3), 395-416, 2021 | 13 | 2021 |
Discussion on “Size-Biased risk measures of compound sums,” by Michel Denuit, January 2020 E Furman, Y Kye, J Su North American Actuarial Journal 25 (4), 631-636, 2021 | 5 | 2021 |
Multiplicative background risk models with non-exchangeable dependencies: Theory and applications E Furman, Y Kye, J Su | | 2019 |
Economic Capital Analysis with Portfolios of Dependent and Heavy-Tailed Risks Y Kye | | 2019 |
Optimal Deductible for Repeated Losses Under Moral Hazard H Lee, Y Kye, M Lee, J Hong Available at SSRN 4649155, 0 | | |