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.
- jaeyahn@ewha.ac.kr
- 종합과학관 B동 B517호
- 02-3277-2378
연구실적
- On the bias of commercial insurance premiums Journal of Computational and Applied Mathematics, 2026, v.475, 117019
- An observation-driven state-space count model for experience rating Insurance: Mathematics and Economics, 2025, v.125, 103149
- 설명가능한 인공지능을 활용한 생명보험 리스크 예측 응용통계연구, 2025, v.38 no.3, 373-388
- Stochastic monotone wing property: A new dependence structure for copulas Fuzzy Sets and Systems, 2024, v.484, 108932
- 통계적 분포를 통한 주택 화재 심도 추정 응용통계연구, 2023, v.36 no.6, 591-618
- A copula transformation in multivariate mixed discrete-continuous models Fuzzy Sets and Systems, 2021, v.415, 54-75
- A multi-year microlevel collective risk model Insurance: Mathematics and Economics, 2021, v.100, 309-328
- Bayesian analysis of multivariate crash counts using copulas ACCIDENT ANALYSIS AND PREVENTION, 2021 , 105431
- On copula-based collective risk models: from elliptical copulas to vine copulas SCANDINAVIAN ACTUARIAL JOURNAL, 2021, v.2021 no.1, 1-33
- On the ordering of credibility factors INSURANCE MATHEMATICS & ECONOMICS, 2021, v.101, 626-638
- 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
- Bonus-Malus premiums under the dependent frequency-severity modeling SCANDINAVIAN ACTUARIAL JOURNAL, 2020, v.2020 no.3, 172-195
- Double-counting problem of the bonus–malus system Insurance: Mathematics and Economics, 2020, v.93, 141-155
- On Minimal Copulas under the Concordance Order Journal of Optimization Theory and Applications, 2020, v.184 no.3, 762-780
- On structural properties of an asymmetric copula family and its statistical implication Fuzzy Sets and Systems, 2020, v.393, 126-142
- The Poisson random effect model for experience ratemaking: Limitations and alternative solutions Insurance: Mathematics and Economics, 2020, v.91, 26-36
- Construction of multiple decrement tables under generalized fractional age assumptions COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2019, v.133, 104-119
- Investigating dependence between frequency and severity via simple generalized linear models JOURNAL OF THE KOREAN STATISTICAL SOCIETY, 2019, v.48 no.1, 13-28
- 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
- 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
- Does hunger for bonuses drive the dependence between claim frequency and severity ? INSURANCE MATHEMATICS & ECONOMICS, 2018, v.83, 32-46
- Measuring herd behavior: Properties and pitfalls Dependence Modeling, 2017, v.5 no.1, 316-329
- Multivariate countermonotonicity and the minimal copulas Journal of Computational and Applied Mathematics, 2017, v.317, 589-602
- 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
- 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
- On multivariate countermonotonic copulas and their actuarial application Lobachevskii Journal of Mathematics, 2016, v.37 no.4, 387-396
- Financial interpretation of herd behavior index and its statistical estimation JOURNAL OF THE KOREAN STATISTICAL SOCIETY, 2015, v.44 no.2, 295-311
- Negative dependence concept in copulas and the marginal free herd behavior index Journal of Computational and Applied Mathematics, 2015, v.288, 304-322
- 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
- Asymptotic theory for the empirical Haezendonck-Goovaerts risk measure INSURANCE MATHEMATICS & ECONOMICS, 2014, v.55, 78-90
- On the multidimensional extension of countermonotonicity and its applications INSURANCE MATHEMATICS & ECONOMICS, 2014, v.56 no., 68-79
- Statistical Estimation of Extreme Values in the Mixture Distributions 리스크관리연구, 2014, 제25권 3호, 31-56
- [학술지논문] On the bias of commercial insurance premiums JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2026, v.475no.475, 475117-475117
- [학술지논문] DR-LSTM: Dimension reduction based deep learning approach to predict stock price Communications for Statistical Applications and Methods, 2024, v.31no.2, 213-234
- [학술지논문] Stochastic monotone wing property: A new dependence structure for copulas FUZZY SETS AND SYSTEMS, 2024, v.484no.0, 108932-108932
- [학술지논문] A simple Bayesian state-space model for the collective risk model SCANDINAVIAN ACTUARIAL JOURNAL, 2022, v.0no.0, 1-21
- [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.36no.4, 963-987
- [학술지논문] A copula transformation in multivariate mixed discrete-continuous models FUZZY SETS AND SYSTEMS, 2021, v.415no.0, 54-75
- [학술지논문] A multi-year microlevel collective risk model INSURANCE MATHEMATICS & ECONOMICS, 2021, v.100no.0, 309-328
- [학술지논문] Generalized Linear Mixed Models for Dependent Compound Risk Models Variance, 2021, v.14no.1, 00-00
- [학술지논문] On the ordering of credibility factors INSURANCE MATHEMATICS & ECONOMICS, 2021, v.101no.0, 626-638
- [학술발표] Generalization of the Laplace approximation and its application to insurance ratemaking 27th International Congress on Insurance: Mathematics and Economics, 미국, 2024-07-08 Abstract book: 27th International Congress on Insurance: Mathematics and Economics, 2024
- [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
강의
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2025-2학기
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통계프로그래밍
- 학수번호 35300분반 01
- 3학년 (3학점, 3시간) 금 6~7 (캠)
- 회귀분석 및 수리통계 2를 수강한 학생만 신청가능 (수리통계2를 같이 듣는 경우에도 신청가능)
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계리리스크관리
- 학수번호 38192분반 01
- 4학년 (3학점, 3시간) 화 6~7 (포153)
- 베이지안통계및실습을 수강한 학생만 수강가능
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2025-1학기
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1학년세미나(자연대)
- 학수번호 10851분반 01
- 1학년 (1학점, 1시간) 화 7~7 (종)
- 즐거운 대학생활과 통계학
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베이지안통계및실습
- 학수번호 35301분반 01
- 4학년 (3학점, 3시간) 월 7~7 (캠),목 7~7 (146)
- 이 수업을 수강한 학생만 2학기 과목인 계리리스크관리를 수강할수 있습니다
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보험예측모형
- 학수번호 G17140분반 01
- 학년 (3학점, 3시간) 목 2~3 (포452)
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2024-2학기
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통계프로그래밍
- 학수번호 35300분반 01
- 3학년 (3학점, 3시간) 금 6~7 (캠)
- 기초확률론 및 회귀분석 과목 수강자만 수강가능
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계리리스크관리
- 학수번호 38192분반 01
- 4학년 (3학점, 3시간) 수 6~6 (종),금 4~4 (102)
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2024-1학기
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1학년세미나(자연대)
- 학수번호 10851분반 01
- 1학년 (1학점 수 7~7
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베이지안통계및실습
- 학수번호 35301분반 01
- 4학년 (3학점, 3시간) 월 7~7 (포465),목 7~7 (포465)
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보험예측모형
- 학수번호 G17140분반 01
- 학년 (3학점, 3시간) 금 4~5 (종D109)
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2023-2학기
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통계프로그래밍 강의 계획서 상세보기
- 학수번호 35300분반 01
- 3학년 (3학점, 3시간) 수 6~7 (캠)
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계리리스크관리 강의 계획서 상세보기
- 학수번호 38192분반 01
- 4학년 (3학점, 3시간) 월 2~2 (포253),목 3~3 (포253)
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데이터분석을위한통계 강의 계획서 상세보기
- 학수번호 IDS102분반 01
- 학년 (3학점, 3시간) 토 3~3 (캠)
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고급통계분석 강의 계획서 상세보기
- 학수번호 IDS107분반 01
- 학년 (3학점, 3시간) 토 2~2 (캠)
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2023-1학기
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통계수학 강의 계획서 상세보기
- 학수번호 38755분반 01
- 2학년 (3학점, 3시간) 월 5~5 (종),수 4~4 (101)
- 프로젝터 사용, 대형강의실 요망
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금융공학 강의 계획서 상세보기
- 학수번호 G17138분반 01
- 학년 (3학점, 3시간) 목 6~7 (종D106)
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데이터분석을위한통계 강의 계획서 상세보기
- 학수번호 IDS102분반 01
- 학년 (3학점, 3시간) 토 3~3 (캠)
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학력
The University of IowaPh.D.(Statistics)
The University of IowaM.S.(Statistics)
서울대학교이학사(수리과학부)