| 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 |
| 2018 | Modification of Least Squares Monte Carlo Method in Quantitative Risk Management | 안지현 | Master's Thesis |
| 2018 | Modification of Least Squares Monte Carlo Method in Quantitative Risk Management Using Spline Method | 김현주 | Master's Thesis |
| 2018 | Modification of Least Squares Monte Carlo Method in Quantitative Risk Management Using Tree-Based Method | 이원민 | Master's Thesis |
| 2017 | Multivariate countermonotonicity and the minimal copulas | 안재윤 | Article |
| 2015 | Negative dependence concept in copulas and the marginal free herd behavior index | 안재윤 | Article |
| 2022 | Neural Bonus Malus System with Shared Transition Rule | 신승은 | Master's Thesis |
| 2022 | Neural Forecasting of the Mortality of COVID-19 using Long Short-Term Memory (LSTM) Model | 고유정 | Master's Thesis |
| 2021 | Non-technical Explanation on GLMM and its Application to Predictive Analysis in Insurance | 우나영 | Master's Thesis |
| 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 |
