Browsing by Author 안재윤

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Showing results 1 to 30 of 51

Issue DateTitleAuthor(s)Type
2018A case study for intercontinental comparison of herd behavior in global stock markets안재윤Article
2016Analyzing Herd Behavior in American Stock Markets권유희Master's Thesis
2019Application of Deep Neural Network and Gradient Boosting in Least-Squares Monte Carlo focused on Computational Risk Management이연지Master's Thesis
2019Application of Deep Neural Network in Least Squares Monte Carlo Method focused on Quantitative Risk Management박주현Master's Thesis
2014Asymptotic theory for the empirical Haezendonck-Goovaerts risk measure안재윤Article
2021Bayesian analysis of multivariate crash counts using copulas오만숙; 안재윤Article
2020Bonus-Malus premiums under the dependent frequency-severity modeling안재윤Article
2017Calculation of Optimal Retentions in Bonus Malus System이혜선Master's Thesis
2017Change of Scale in Bonus-Malus system최유림Master's Thesis
2020Choice between Frequency History and Aggregate Severity History in Collective Risk Model이영주Master's Thesis
2016Clustering the Stocks using Herd Behavior Index엄수연Master's Thesis
2019Comparison of Predictive Performance of Bonus-Malus System and Credibility Models이응경Master's Thesis
2017Comparison of the non life pricing tool using GLM analysis임영인Master's Thesis
2019Construction of multiple decrement tables under generalized fractional age assumptions안재윤Article
2018Credibility using Copula and Random Effect김민주Master's Thesis
2019Dependence Modeling in Collective Risk Models and its Application to Ratemaking in Non-life Insurance오로지Doctoral Thesis
2018Does hunger for bonuses drive the dependence between claim frequency and severity ?안재윤Article
2020Double-counting problem of the bonus-malus system안재윤Article
2017Efficient regression methods applied to importance sampling for estimating Value at Risk손혜경Master's Thesis
2015Estimation of Extreme Values in Mixture Distributions곽원선Master's Thesis
2016Estimation of Premium for Joint Life Annuity전소연Master's Thesis
2015Estimation of Yearly Maximum Temperatures using Credibility Theory and Extreme Value Theory배나리Master's Thesis
2016Extreme value theory in mixture distributions and a statistical method to control the possible bias안재윤Article
2015Financial interpretation of herd behavior index and its statistical estimation안재윤Article
2016Importance Sampling with Regression Method for Estimating Value at Risk변정림Master's Thesis
2019Investigating dependence between frequency and severity via simple generalized linear models안재윤Article
2017Measuring herd behavior: Properties and pitfalls안재윤Article
2016Model Comparison of Two-Step models in Automobile Insurance남소현Master's Thesis
2016Model Selection in Couple's Mortality김은화Master's Thesis
2016Modeling the Joint Mortality of Royal Couples using Copula김지혜Master's Thesis