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Ewha University

자연과학대학

안재윤(安在尹) 교수

통계학과 /호크마교양대학

안재윤 프로필 사진
안재윤 교수는 자연과학대학교 통계학과 소속 교수로 미국 아이오아대학에서 통계학 전공(보험계리학)으로 박사학위를 받았으며, 주 연구분야는 보험 및 위험관리이다. 현재 위험관리 측도에 관한 연구, 금융 및 보험에서의 공동화 및 반공동화 현상에 관한 연구를 진행하고 있으며 <NAAJ(North American Actuarial Journal)>, <IME(Insurance Mathematics and Insurance)> 등 해외 저명 보험 학술지에 다수의 논문을 발표하였다. 
  • 자연과학대학부학장
  • 종합과학관 B동 B517호
  • 02-3277-2378
연구실적
  • 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] 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
강의
  • 2024-1학기

    • 1학년세미나(자연대)

      • 학수번호 10851분반 01
      • 1학년 ( 1학점 수 7~7
    • 베이지안통계및실습

      • 학수번호 35301분반 01
      • 4학년 ( 3학점 , 3시간) 월 7~7 (종) , 목 7~7 (102)
    • 보험예측모형

      • 학수번호 G17140분반 01
      • 학년 ( 3학점 , 3시간) 금 4~5 (종D109)
  • 2023-2학기

  • 2023-1학기

  • 2022-2학기

    • 기초확률론

      • 학수번호 20634분반 02
      • 2학년 ( 3학점 , 3시간) 월 5~5 (캠) , 수 4~4 (146)
    • 통계프로그래밍

      • 학수번호 35300분반 01
      • 3학년 ( 3학점 , 3시간) 수 6~7 (공대강당)
    • 통계전공설계심화I

      • 학수번호 38691분반 01
      • 학년 ( 3학점
      • 도전학기 선발학생만 수강 가능
    • 데이터분석을위한통계 강의 계획서 상세보기

      • 학수번호 IDS102분반 01
      • 학년 ( 3학점 , 3시간) 토 3~3 (캠)
    • 고급통계분석 강의 계획서 상세보기

      • 학수번호 IDS107분반 01
      • 학년 ( 3학점 , 3시간) 토 2~2 (캠)
  • 2022-1학기

    • 호크마세미나

      • 학수번호 11302분반 15
      • 1학년 ( 1학점 수 7~7
      • 보험 및 금융에서 통계학과 인공지능의 활용 / 장소: 교수연구실(종학과학관 B동 517호, 혹은 Zoom 추후 공지)
    • 통계수학

      • 학수번호 38755분반 01
      • 2학년 ( 3학점 , 3시간) 월 3~3 , 수 2~2
      • 영어강의
    • 통계학인턴십

      • 학수번호 38910분반 01
      • 4학년 ( 9학점
      • 사전 선발자만 수강 가능
    • 보험모형론

      • 학수번호 G17140분반 01
      • 학년 ( 3학점 , 3시간) 화 2~3
    • 데이터분석을위한통계

      • 학수번호 IDS102분반 01
      • 학년 ( 3학점 , 3시간) 토 3~3 (캠)
  • 2021-2학기

    • 통계프로그래밍

      • 학수번호 35300분반 01
      • 3학년 ( 3학점 , 3시간) 수 6~7
      • 영어강의
    • 계리리스크관리

      • 학수번호 38192분반 01
      • 4학년 ( 3학점 , 3시간) 월 4~4 , 목 5~5
    • 통계학인턴십

      • 학수번호 38910분반 01
      • 4학년 ( 9학점
      • 현장실습 교과목 운영 방침에 따라 총 16주 이상인 경우에만 이수 가능, 사전 신청자만 신청 가능
  • 2021-1학기

    • 호크마세미나

      • 학수번호 11302분반 18
      • 1학년 ( 1학점 금 7~7 (종)
      • 금융 및 보험관련 인공지능 / ZOOM
    • 통계수학

      • 학수번호 38755분반 01
      • 2학년 ( 3학점 , 3시간) 월 5~5 , 수 4~4
      • 영어강의 최초 개설 교과목
    • 금융위험관리

      • 학수번호 G17139분반 01
      • 학년 ( 3학점 , 3시간) 화 5~6 (종D106)
학력

The University of Iowa Ph.D.(Statistics)

The University of Iowa M.S.(Statistics)

서울대학교 이학사(수리과학부)