Jae Youn Ahn Professor

Department of Statistics/HOKMA College of General Education

안재윤 프로필 사진
Dr. Ahn Jae Youn, received his Ph.D. in Statistics(Concentration on Actuarial Science) from the University of Iowa. As an assistant professor in the department of statistics  at Ewha Womans University, he is teaching actuarial science and statistics.  He has published research papers in leading actuarial science journals, such as North American Actuarial Journal and Insurance: Mathematics and Economics. His current research interests are on Statistical Estimation of Risk Measure and  Extreme Dependence Structures.
  • Associate Dean, The College of Natural Sciences
  • Science Building B #B517
  • 02-3277-2378
Research Record
  • Stochastic monotone wing property: A new dependence structure for copulas Fuzzy Sets and Systems, 2024, v.484, 108932
    SCIE Scopus dColl.
  • A copula transformation in multivariate mixed discrete-continuous models Fuzzy Sets and Systems, 2021, v.415, 54-75
    SCIE Scopus dColl.
  • A multi-year microlevel collective risk model Insurance: Mathematics and Economics, 2021, v.100, 309-328
    SCIE SSCI Scopus dColl.
  • Bayesian analysis of multivariate crash counts using copulas ACCIDENT ANALYSIS AND PREVENTION, 2021 , 105431
    SSCI Scopus dColl.
  • On copula-based collective risk models: from elliptical copulas to vine copulas SCANDINAVIAN ACTUARIAL JOURNAL, 2021, v.2021 no.1, 1-33
    SCIE SSCI Scopus dColl.
  • On the ordering of credibility factors INSURANCE MATHEMATICS & ECONOMICS, 2021, v.101, 626-638
    SCIE SSCI Scopus dColl.
  • Predictive risk analysis using a collective risk model: Choosing between past frequency and aggregate severity information Insurance: Mathematics and Economics, 2021, v.96, 127-139
    SCIE SSCI Scopus dColl.
  • Bonus-Malus premiums under the dependent frequency-severity modeling SCANDINAVIAN ACTUARIAL JOURNAL, 2020, v.2020 no.3, 172-195
    SCIE SSCI Scopus dColl.
  • Double-counting problem of the bonus–malus system Insurance: Mathematics and Economics, 2020, v.93, 141-155
    SCIE SSCI Scopus dColl.
  • On Minimal Copulas under the Concordance Order Journal of Optimization Theory and Applications, 2020, v.184 no.3, 762-780
    SCIE Scopus dColl.
  • On structural properties of an asymmetric copula family and its statistical implication Fuzzy Sets and Systems, 2020, v.393, 126-142
    SCIE Scopus dColl.
  • The Poisson random effect model for experience ratemaking: Limitations and alternative solutions Insurance: Mathematics and Economics, 2020, v.91, 26-36
    SCIE SSCI Scopus dColl.
  • Construction of multiple decrement tables under generalized fractional age assumptions COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2019, v.133, 104-119
    SCIE Scopus dColl.
  • Investigating dependence between frequency and severity via simple generalized linear models JOURNAL OF THE KOREAN STATISTICAL SOCIETY, 2019, v.48 no.1, 13-28
    SCIE Scopus KCI dColl.
  • A case study for intercontinental comparison of herd behavior in global stock markets Communications for Statistical Applications and Methods, 2018, v.25 no.2, 185-197
    Scopus KCI dColl.
  • A case study for intercontinental comparison of herd behavior in global stock markets COMMUNICATIONS FOR STATISTICAL APPLICATIONS AND METHODS, 2018, v.25 no.2, 185~197
    KCI dColl.
  • Does hunger for bonuses drive the dependence between claim frequency and severity ? INSURANCE MATHEMATICS & ECONOMICS, 2018, v.83, 32-46
    SCIE SSCI Scopus dColl.
  • Measuring herd behavior: Properties and pitfalls Dependence Modeling, 2017, v.5 no.1, 316-329
    Scopus dColl.
  • Multivariate countermonotonicity and the minimal copulas Journal of Computational and Applied Mathematics, 2017, v.317, 589-602
    SCIE Scopus dColl.
  • Extreme value theory in mixture distributions and a statistical method to control the possible bias Journal of the Korean Statistical Society, 2016, v.45 no.4, 581
    SCIE Scopus KCI dColl.
  • Extreme value theory in mixture distributions and a statistical method to control the possible bias Journal of the Korean Statistical Society, 2016, 14 May 2016
    SCIE Scopus KCI dColl.
  • On multivariate countermonotonic copulas and their actuarial application Lobachevskii Journal of Mathematics, 2016, v.37 no.4, 387-396
    Scopus dColl.
  • Financial interpretation of herd behavior index and its statistical estimation JOURNAL OF THE KOREAN STATISTICAL SOCIETY, 2015, v.44 no.2, 295-311
    SCIE KCI Scopus dColl.
  • Negative dependence concept in copulas and the marginal free herd behavior index Journal of Computational and Applied Mathematics, 2015, v.288, 304-322
    SCIE Scopus dColl.
  • On high-dimensional two sample mean testing statistics: a comparative study with a data adaptive choice of coefficient vector Computational Statistics, 2015, 18 Jul 2015
    SCIE Scopus dColl.
  • Asymptotic theory for the empirical Haezendonck-Goovaerts risk measure INSURANCE MATHEMATICS & ECONOMICS, 2014, v.55, 78-90
    SCIE SSCI Scopus dColl.
  • On the multidimensional extension of countermonotonicity and its applications INSURANCE MATHEMATICS & ECONOMICS, 2014, v.56 no., 68-79
    SCIE SSCI Scopus dColl.
  • Statistical Estimation of Extreme Values in the Mixture Distributions 리스크관리연구, 2014, 제25권 3호, 31-56
    KCI dColl.
  • [학술지논문] DR-LSTM: Dimension reduction based deep learning approach to predict stock price Communications for Statistical Applications and Methods, 2024, v.31 no.2 , 213-234
  • [학술지논문] Stochastic monotone wing property: A new dependence structure for copulas FUZZY SETS AND SYSTEMS, 2024, v.484 no.484 , 108932-108932
    SCIE
  • [학술지논문] A simple Bayesian state-space model for the collective risk model SCANDINAVIAN ACTUARIAL JOURNAL, 2022, v.0 no.0 , 1-21
    SSCI
  • [학술지논문] Designing a Bonus-Malus system reflecting the claim size under the dependent frequency-severity model PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES, 2022, v.36 no.4 , 963-987
    SCIE
  • [학술지논문] A copula transformation in multivariate mixed discrete-continuous models FUZZY SETS AND SYSTEMS, 2021, v.415 no.0 , 54-75
    SCI
  • [학술지논문] A multi-year microlevel collective risk model INSURANCE MATHEMATICS & ECONOMICS, 2021, v.100 no.0 , 309-328
    SSCI
  • [학술지논문] Generalized Linear Mixed Models for Dependent Compound Risk Models Variance, 2021, v.14 no.1 , 00-00
  • [학술지논문] On the ordering of credibility factors INSURANCE MATHEMATICS & ECONOMICS, 2021, v.101 no.0 , 626-638
    SSCI
  • [학술지논문] Bonus-Malus premiums under the dependent frequency-severity modeling SCANDINAVIAN ACTUARIAL JOURNAL, 2020, v.2020 no.3 , 172-195
    SSCI
  • [학술지논문] Double-counting problem of the bonus-malus system INSURANCE MATHEMATICS & ECONOMICS, 2020, v.93 no.0 , 141-155
    SSCI
  • [학술지논문] On Minimal Copulas under the Concordance Order JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2020, v.184 no.3 , 762-780
    SCI
  • [학술지논문] On structural properties of an asymmetric copula family and its statistical implication FUZZY SETS AND SYSTEMS, 2020, v.393 no.0 , 126-142
    SCI
  • [학술지논문] The Poisson random effect model for experience ratemaking: Limitations and alternative solutions INSURANCE MATHEMATICS & ECONOMICS, 2020, v.91 no.0 , 26-36
    SSCI
  • [학술발표] Neural Credibility Virtual 24th International congress on insurance: mathematics and economics, 미국, Zoom, 2021-07-07 Virtual 24th International congress on insurance: mathematics and economics, 2021
  • [학술발표] A review of copula methods for insurance 통계학회 2019년 춘계학술대회, 대한민국, 강릉, 2019-05-25 통계학회 2019년 춘계학술대회, 2019
  • [학술발표] Copula Transformation Method for a Multivariate Mixed Discrete and Continuous Distribution 23rd International Congress on Insurance: Mathematics and Economics (IME) in Munich , 독일, 뮌헨, 2019-07-10 23rd International Congress on Insurance: Mathematics and Economics (IME) in Munich , 2019
  • [학술발표] Copula-based Collective Risk Models and Possible Bias Issues Sixth Workshop on “Recent Developments in Dependence Modelling with Applications in Finance and In, 그리스, 아테네, 2019-09-16 Sixth Workshop on “Recent Developments in Dependence Modelling with Applications in Finance and Insurance”, 2019
  • [학술발표] On copula-based collective risk models Vine Copulas and their Applications, 독일, 뮌헨, 2019-07-08 Vine Copulas and their Applications, 2019
Courses
  • 2024-1st

    • First-Year Seminar

    • Bayesian Statistics and Statistical Computing

      • Subject No 35301Class No 01
      • 4Year ( 3Credit , 3Hour) Mon 7~7 (POSCO465) , Thu 7~7 (POSCO465)
    • Predictive Analysis in Insurance

      • Subject No G17140Class No 01
      • Year ( 3Credit , 3Hour) Fri 4~5 (D109)
  • 2023-2nd

  • 2023-1st

  • 2022-2nd

    • Basic Probability Theory

      • Subject No 20634Class No 02
      • 2Year ( 3Credit , 3Hour) Mon 5~5 (ECC) , Wed 4~4 (146)
    • Programming for Statistics

      • Subject No 35300Class No 01
      • 3Year ( 3Credit , 3Hour) Wed 6~7 (ENG A)
    • Advanced Major Practices of Statistics I

      • Subject No 38691Class No 01
      • Year ( 3Credit
    • Statistics for Data Science 강의 계획서 상세보기

      • Subject No IDS102Class No 01
      • Year ( 3Credit , 3Hour) Sat 3~3 (ECC-)
    • Advanced Statistics for Data Science 강의 계획서 상세보기

      • Subject No IDS107Class No 01
      • Year ( 3Credit , 3Hour) Sat 2~2 (ECC-)
  • 2022-1st

    • HOKMA Seminar

    • Mathematics for Statistics

      • Subject No 38755Class No 01
      • 2Year ( 3Credit , 3Hour) Mon 3~3 , Wed 2~2
    • Statistics Internship

      • Subject No 38910Class No 01
      • 4Year ( 9Credit
    • Actuarial Modelling

      • Subject No G17140Class No 01
      • Year ( 3Credit , 3Hour) Tue 2~3 (-)
    • Statistics for Data Science

      • Subject No IDS102Class No 01
      • Year ( 3Credit , 3Hour) Sat 3~3 (ECC-)
  • 2021-2nd

    • Programming for Statistics

      • Subject No 35300Class No 01
      • 3Year ( 3Credit , 3Hour) Wed 6~7
    • Actuarial Risk Management

      • Subject No 38192Class No 01
      • 4Year ( 3Credit , 3Hour) Mon 4~4 , Thu 5~5
    • Statistics Internship

      • Subject No 38910Class No 01
      • 4Year ( 9Credit
  • 2021-1st

    • HOKMA Seminar

      • Subject No 11302Class No 18
      • 1Year ( 1Credit Fri 7~7 (SCI-)
    • Mathematics for Statistics

      • Subject No 38755Class No 01
      • 2Year ( 3Credit , 3Hour) Mon 5~5 , Wed 4~4
    • Quantitative Risk Management

      • Subject No G17139Class No 01
      • Year ( 3Credit , 3Hour) Tue 5~6 (D106)
Academic Background

The University of Iowa Ph.D.(Statistics)

The University of Iowa M.S.(Statistics)

Seoul Nat'l Univ. 이학사(수리과학부)