Research Record

• 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

Academic Background