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Yisub Kye
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引用次数
引用次数
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Computing the Gini index: A note
E Furman, Y Kye, J Su
Economics Letters 185, 108753, 2019
412019
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
232021
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
132021
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
52021
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
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