• 133 Citations
  • 8 h-Index
20072019

Research output per year

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Research Output

  • 133 Citations
  • 8 h-Index
  • 21 Article

Capital Allocation for a Sum of Dependent Compound Mixed Poisson Variables: A Recursive Algorithm Approach

Kim, J. H. T., Jang, J. & Pyun, C., 2019 Jan 2, In : North American Actuarial Journal. 23, 1, p. 82-97 16 p.

Research output: Contribution to journalArticle

  • 1 Citation (Scopus)
  • 2 Citations (Scopus)

    Modelling the entire range of daily precipitation using phase-type distributions

    Rho, H. & Kim, J. H. T., 2019 Jan 1, In : Advances in Water Resources. 123, p. 210-224 15 p.

    Research output: Contribution to journalArticle

  • Does hunger for bonuses drive the dependence between claim frequency and severity?

    Park, S. C., Kim, J. H. T. & Ahn, J. Y., 2018 Nov 1, In : Insurance: Mathematics and Economics. 83, p. 32-46 15 p.

    Research output: Contribution to journalArticle

  • 2 Citations (Scopus)