Himchan Jeong
Simon Fraser University
H-index: 8
North America-Canada
Top articles of Himchan Jeong
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Nonparametric intercept regularization for insurance claim frequency regression models | Annals of Actuarial Science | Gee Y Lee Himchan Jeong | 2024 |
Integration of traditional and telematics data for efficient insurance claims prediction | ASTIN Bulletin: The Journal of the IAA | Hashan Peiris Himchan Jeong Jae-Kwang Kim Hangsuck Lee | 2024/5 |
Tweedie multivariate semi-parametric credibility with the exchangeable correlation | Insurance: Mathematics and Economics | Himchan Jeong | 2024/3/1 |
Soft splicing model: bridging the gap between composite model and finite mixture model | Scandinavian Actuarial Journal | Tsz Chai Fung Himchan Jeong George Tzougas | 2024/2/7 |
Multivariate claim count regression model with varying dispersion and dependence parameters | Journal of the Royal Statistical Society: Series A | Himchan Jeong George Tzougas Tsz Chai Fung | 2023/1 |
Investigating the effect of climate-related hazards on claim frequency prediction in motor insurance | Available at SSRN 4638074 | Tsz Chai Fung Himchan Jeong George Tzougas | 2023/11/20 |
Valuing rebate options and equity-linked products | The North American Journal of Economics and Finance | Hangsuck Lee Himchan Jeong Gaeun Lee | 2023/9/1 |
A Classification of Observation-Driven State-Space Count Models for Panel Data | arXiv preprint arXiv:2308.16058 | Jae Youn Ahn Himchan Jeong Yang Lu Mario V Wüthrich | 2023/8/30 |
A simple Bayesian state-space approach to the collective risk models | Scandinavian Actuarial Journal | Jae Youn Ahn Himchan Jeong Yang Lu | 2023/5/28 |
Dimension reduction techniques for summarized telematics data | Journal of Risk Management | Himchan Jeong | 2022/12/31 |
A Dynamic Credibility Model with Self-Excitation and Exponential Decay | Himchan Jeong Bin Zou | 2022/12/11 | |
Multi-step double barrier options | Finance Research Letters | Hangsuck Lee Himchan Jeong Minha Lee | 2022/6/1 |
Posterior ratemaking of compound losses using longitudinal data with an EM algorithm | Journal of Risk Management | Tianxing Yan Himchan Jeong | 2022/3/31 |
Approximation of Zero-Inflated Poisson Credibility Premium via Variational Bayes Approach | Risks | Minwoo Kim Himchan Jeong Dipak Dey | 2022/3/3 |
Fully and empirical Bayes approaches to estimating copula-based models for bivariate mixed outcomes using Hamiltonian Monte Carlo | TEST | Elizabeth D Schifano Himchan Jeong Ved Deshpande Dipak K Dey | 2021/3 |
On the ordering of credibility factors | Insurance: Mathematics and Economics | Jae Youn Ahn Himchan Jeong Yang Lu | 2021/11/1 |
An Expectation-Maximization Algorithm for the Exponential-Generalized Inverse Gaussian Regression Model with Varying Dispersion and Shape for Modelling the Aggregate Claim Amount | Risks | George Tzougas Himchan Jeong | 2021/1/8 |
A non-convex regularization approach for stable estimation of loss development factors | Scandinavian Actuarial Journal | Himchan Jeong Hyunwoong Chang Emiliano A Valdez | 2021/10/21 |
Generalized linear mixed models for dependent compound risk models | Available at SSRN 3045360 | Himchan Jeong Emiliano A Valdez Jae Youn Ahn Sojung Park | 2017/9/29 |
A multi-year microlevel collective risk model | Insurance: Mathematics and Economics | Rosy Oh Himchan Jeong Jae Youn Ahn Emiliano A Valdez | 2021/9/1 |
Co-Authors
