2021 | Bayesian analysis of multivariate crash counts using copulas | 오만숙; 안재윤 | Article |
2020 | Bonus-Malus premiums under the dependent frequency-severity modeling | 안재윤 | Article |
2017 | Calculation of Optimal Retentions in Bonus Malus System | 이혜선 | Master's Thesis |
2017 | Change of Scale in Bonus-Malus system | 최유림 | Master's Thesis |
2020 | Choice between Frequency History and Aggregate Severity History in Collective Risk Model | 이영주 | Master's Thesis |
2016 | Clustering the Stocks using Herd Behavior Index | 엄수연 | Master's Thesis |
2019 | Comparison of Predictive Performance of Bonus-Malus System and Credibility Models | 이응경 | Master's Thesis |
2017 | Comparison of the non life pricing tool using GLM analysis | 임영인 | Master's Thesis |
2019 | Construction of multiple decrement tables under generalized fractional age assumptions | 안재윤 | Article |
2018 | Credibility using Copula and Random Effect | 김민주 | Master's Thesis |
2019 | Dependence Modeling in Collective Risk Models and its Application to Ratemaking in Non-life Insurance | 오로지 | Doctoral Thesis |
2018 | Does hunger for bonuses drive the dependence between claim frequency and severity ? | 안재윤 | Article |
2024 | Double Generalized Linear Model 을 이용한 사업장 화재의 보험료 예측 모형 | 이나경 | Master's Thesis |
2020 | Double-counting problem of the bonus-malus system | 안재윤 | Article |
2017 | Efficient regression methods applied to importance sampling for estimating Value at Risk | 손혜경 | Master's Thesis |
2015 | Estimation of Extreme Values in Mixture Distributions | 곽원선 | Master's Thesis |
2016 | Estimation of Premium for Joint Life Annuity | 전소연 | Master's Thesis |
2015 | Estimation of Yearly Maximum Temperatures using Credibility Theory and Extreme Value Theory | 배나리 | Master's Thesis |
2023 | Euclidean distance와 Mahalanobis distance 기반 부동산 군집화 | 이선율 | Master's Thesis |
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 |
2016 | Importance Sampling with Regression Method for Estimating Value at Risk | 변정림 | Master's Thesis |
2023 | Improve Predictive ability of the Bonus Malus System (BMS) with Neural Network | 박윤정 | Master's Thesis |
2022 | Improved Neural Bonus-Malus System with the Adjusted A Priori Rate | 이혜린 | Master's Thesis |
2019 | Investigating dependence between frequency and severity via simple generalized linear models | 안재윤 | Article |
2017 | Measuring herd behavior: Properties and pitfalls | 안재윤 | Article |
2021 | Model Based Neural Forecasting using Least Square Monte Carlo Method focused on BGAR(1) model | 김현선 | Master's Thesis |
2016 | Model Comparison of Two-Step models in Automobile Insurance | 남소현 | Master's Thesis |
2016 | Model Selection in Couple's Mortality | 김은화 | Master's Thesis |
2016 | Modeling the Joint Mortality of Royal Couples using Copula | 김지혜 | Master's Thesis |