| 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 |
| 2025 | A Study on Distribution Estimation via Normalizing Flow for Loss Modeling | 박민정 | Master's Thesis |
| 2025 | An observation-driven state-space count model for experience rating | 안재윤 | Article |
| 2026 | An observation-driven state-space model for claims size modelling | 안재윤 | Article |
| 2016 | Analyzing Herd Behavior in American Stock Markets | 권유희 | Master's Thesis |
| 2021 | Application of deep massive prediction method to the regional death of COVID-19 | 김지윤 | Master's Thesis |
| 2019 | Application of Deep Neural Network and Gradient Boosting in Least-Squares Monte Carlo focused on Computational Risk Management | 이연지 | Master's Thesis |
| 2019 | Application of Deep Neural Network in Least Squares Monte Carlo Method focused on Quantitative Risk Management | 박주현 | Master's Thesis |
| 2014 | Asymptotic theory for the empirical Haezendonck-Goovaerts risk measure | 안재윤 | Article |
| 2021 | Bayesian analysis of multivariate crash counts using copulas | 오만숙; 안재윤 | Article |
| 2025 | Bias-Free Credibility Optimization under Random Effect Models | 박민지 | Master's Thesis |
| 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 |
| 2026 | Can an additional small claim lower the premium? Credibility orders for monotone collective risk models in insurance ratemaking | 박지현 | Master's Thesis |
| 2026 | Capturing Tail Risks in Macroeconomic Forecasting | 함주연 | 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 |
| 2025 | Credibility-Constrained Variational Inference for Insurance Risk Prediction | 서유진 | 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 |
