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 |
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 Analysis based on the Data Reproduction using Generative Adversarial Network | 최연우 | Master's Thesis |
2021 | Predictive Analysis based on the Synthesized Data using AutoEncoder | 이아람 | Master's Thesis |
2021 | Predictive Analysis based on the Synthesized Data using Variational Auto Encoder | 김효정 | Master's Thesis |
2022 | Predictive Analysis with Recurrent Neural Network using Synthetic Time Series Data generated from Autoencoder | 이채영 | Master's Thesis |
2021 | Predictive risk analysis using a collective risk model: Choosing between past frequency and aggregate severity information | 안재윤 | Article |
2016 | Regression Models for Zero-inflated Frequencies in Car Insurance | 박은영 | Master's Thesis |