Bonus-malus premiums under the dependent frequency-severity modeling R Oh, P Shi, JY Ahn Scandinavian Actuarial Journal 2020 (3), 172-195, 2020 | 43 | 2020 |
Does hunger for bonuses drive the dependence between claim frequency and severity? SC Park, JHT Kim, JY Ahn Insurance: Mathematics and economics 83, 32-46, 2018 | 33 | 2018 |
On the multidimensional extension of countermonotonicity and its applications W Lee, JY Ahn Insurance: Mathematics and Economics 56, 68-79, 2014 | 33 | 2014 |
Generalized linear mixed models for dependent compound risk models H Jeong, EA Valdez, JY Ahn, S Park Available at SSRN 3045360, 2017 | 32 | 2017 |
Asymptotic theory for the empirical Haezendonck–Goovaerts risk measure JY Ahn, ND Shyamalkumar Insurance: Mathematics and Economics 55, 78-90, 2014 | 22 | 2014 |
On copula-based collective risk models: from elliptical copulas to vine copulas R Oh, JY Ahn, W Lee Scandinavian Actuarial Journal 2021 (1), 1-33, 2021 | 19* | 2021 |
Investigating dependence between frequency and severity via simple generalized linear models W Lee, SC Park, JY Ahn Journal of the Korean Statistical Society 48 (1), 13-28, 2019 | 16 | 2019 |
Multivariate countermonotonicity and the minimal copulas W Lee, KC Cheung, JY Ahn Journal of Computational and Applied Mathematics 317, 589-602, 2017 | 16 | 2017 |
The Poisson random effect model for experience ratemaking: Limitations and alternative solutions W Lee, J Kim, JY Ahn Insurance: Mathematics and Economics 91, 26-36, 2020 | 15 | 2020 |
On the ordering of credibility factors JY Ahn, H Jeong, Y Lu Insurance: Mathematics and Economics 101, 626-638, 2021 | 13 | 2021 |
A multi-year microlevel collective risk model R Oh, H Jeong, JY Ahn, EA Valdez Insurance: Mathematics and Economics 100, 309-328, 2021 | 12 | 2021 |
A copula transformation in multivariate mixed discrete-continuous models JY Ahn, S Fuchs, R Oh Fuzzy Sets and Systems 415, 54-75, 2021 | 10 | 2021 |
Bayesian analysis of multivariate crash counts using copulas ES Park, R Oh, JY Ahn, MS Oh Accident Analysis & Prevention 149, 105431, 2021 | 10 | 2021 |
Large sample behavior of the CTE and VaR estimators under importance sampling JY Ahn, ND Shyamalkumar North American Actuarial Journal 15 (3), 393-416, 2011 | 10 | 2011 |
Predictive risk analysis using a collective risk model: Choosing between past frequency and aggregate severity information R Oh, Y Lee, D Zhu, JY Ahn Insurance: Mathematics and Economics 96, 127-139, 2021 | 9 | 2021 |
Negative dependence concept in copulas and the marginal free herd behavior index JY Ahn Journal of computational and applied mathematics 288, 304-322, 2015 | 9 | 2015 |
Financial interpretation of herd behavior index and its statistical estimation W Lee, JY Ahn Journal of the Korean Statistical Society 44 (2), 295-311, 2015 | 8 | 2015 |
A simple Bayesian state-space approach to the collective risk models JY Ahn, H Jeong, Y Lu Scandinavian Actuarial Journal 2023 (5), 509-529, 2023 | 7* | 2023 |
Extreme value theory in mixture distributions and a statistical method to control the possible bias W Gwak, H Goo, YH Choi, JY Ahn Journal of the Korean Statistical Society 45, 581-594, 2016 | 7 | 2016 |
Designing a Bonus-Malus system reflecting the claim size under the dependent frequency–severity model R Oh, JHT Kim, JY Ahn Probability in the Engineering and Informational Sciences 36 (4), 963-987, 2022 | 6 | 2022 |