2018 | A case study for intercontinental comparison of herd behavior in global stock markets | 안재윤 | Article |
2021 | A copula transformation in multivariate mixed discrete-continuous models | 안재윤 | Article |
2021 | A multi-year microlevel collective risk model | 안재윤 | Article |
2014 | Asymptotic theory for the empirical Haezendonck-Goovaerts risk measure | 안재윤 | Article |
2021 | Bayesian analysis of multivariate crash counts using copulas | 오만숙; 안재윤 | Article |
2020 | Bonus-Malus premiums under the dependent frequency-severity modeling | 안재윤 | Article |
2019 | Construction of multiple decrement tables under generalized fractional age assumptions | 안재윤 | Article |
2018 | Does hunger for bonuses drive the dependence between claim frequency and severity ? | 안재윤 | Article |
2020 | Double-counting problem of the bonus-malus system | 안재윤 | Article |
2016 | Extreme value theory in mixture distributions and a statistical method to control the possible bias | 안재윤 | Article |
2015 | Financial interpretation of herd behavior index and its statistical estimation | 안재윤 | Article |
2019 | Investigating dependence between frequency and severity via simple generalized linear models | 안재윤 | Article |
2017 | Measuring herd behavior: Properties and pitfalls | 안재윤 | Article |
2017 | Multivariate countermonotonicity and the minimal copulas | 안재윤 | Article |
2015 | Negative dependence concept in copulas and the marginal free herd behavior index | 안재윤 | Article |
2021 | On copula-based collective risk models: from elliptical copulas to vine copulas | 안재윤 | Article |
2016 | On high-dimensional two sample mean testing statistics: a comparative study with a data adaptive choice of coefficient vector | 안재윤 | Article |
2020 | On Minimal Copulas under the Concordance Order | 안재윤 | Article |
2016 | On multivariate countermonotonic copulas and their actuarial application | 안재윤 | Article |
2020 | On structural properties of an asymmetric copula family and its statistical implication | 안재윤; 김미정 | Article |
2014 | On the multidimensional extension of countermonotonicity and its applications | 안재윤 | Article |
2021 | On the ordering of credibility factors | 안재윤 | Article |
2021 | Predictive risk analysis using a collective risk model: Choosing between past frequency and aggregate severity information | 안재윤 | Article |
2024 | Stochastic monotone wing property: A new dependence structure for copulas | 안재윤 | Article |
2020 | The Poisson random effect model for experience ratemaking: Limitations and alternative solutions | 안재윤 | Article |