Jae Youn Ahn
Ewha Womans University
H-index: 10
Asia-South Korea
Top articles of Jae Youn Ahn
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Stochastic monotone wing property: A new dependence structure for copulas | Fuzzy Sets and Systems | Rosy Oh Jae Youn Ahn | 2024/5/15 |
DR-LSTM: Dimension reduction based deep learning approach to predict stock price | Communications for Statistical Applications and Methods | Ah-ram Lee Jae Youn Ahn Ji Eun Choi Kyongwon Kim | 2024/3/31 |
Predictive analysis in insurance: An application of generalized linear mixed models | Communications for Statistical Applications and Methods | Rosy Oh Nayoung Woo Jae Keun Yoo Jae Youn Ahn | 2023/9/30 |
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 |
Estimating home fire severity with statistical distributions | The Korean Journal of Applied Statistics | Yunjung Park Inha Song Soyoun Lee Kwang Hyun Nam Rosy Oh | 2023 |
Designing a Bonus-Malus system reflecting the claim size under the dependent frequency–severity model | Probability in the Engineering and Informational Sciences | Rosy Oh Joseph HT Kim Jae Youn Ahn | 2022/10 |
On the ordering of credibility factors | Insurance: Mathematics and Economics | Jae Youn Ahn Himchan Jeong Yang Lu | 2021/11/1 |
Bayesian analysis of multivariate crash counts using copulas | Accident Analysis & Prevention | Eun Sug Park Rosy Oh Jae Youn Ahn Man-Suk Oh | 2021/1/1 |
A multi-year microlevel collective risk model | Insurance: Mathematics and Economics | Rosy Oh Himchan Jeong Jae Youn Ahn Emiliano A Valdez | 2021/9/1 |
A copula transformation in multivariate mixed discrete-continuous models | Fuzzy Sets and Systems | Jae Youn Ahn Sebastian Fuchs Rosy Oh | 2021/7/15 |
Optimal relativities in a modified Bonus-Malus system with long memory transition rules and frequency-severity dependence | arXiv preprint arXiv:2106.00911 | Jae Youn Ahn Eric CK Cheung Rosy Oh Jae-Kyung Woo | 2021/6/2 |
On copula-based collective risk models: from elliptical copulas to vine copulas | Scandinavian Actuarial Journal | Rosy Oh Jae Youn Ahn Woojoo Lee | 2021/1/2 |
Predictive risk analysis using a collective risk model: Choosing between past frequency and aggregate severity information | Insurance: Mathematics and Economics | Rosy Oh Youngju Lee Dan Zhu Jae Youn Ahn | 2021/1/1 |
The Poisson random effect model for experience ratemaking: Limitations and alternative solutions | Insurance: Mathematics and Economics | Woojoo Lee Jeonghwan Kim Jae Youn Ahn | 2020/3/1 |
On structural properties of an asymmetric copula family and its statistical implication | Fuzzy Sets and Systems | Woojoo Lee Mijeong Kim Jae Youn Ahn | 2020/8/15 |
Double-counting problem of the bonus–malus system | Insurance: Mathematics and Economics | Rosy Oh Kyung Suk Lee Sojung C Park Jae Youn Ahn | 2020/7/1 |
Bonus-malus premiums under the dependent frequency-severity modeling | Scandinavian Actuarial Journal | Rosy Oh Peng Shi Jae Youn Ahn | 2020/3/15 |
On minimal copulas under the concordance order | Journal of Optimization Theory and Applications | Jae Youn Ahn Sebastian Fuchs | 2020/3 |
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