• 128 Citations
  • 8 h-Index
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Fingerprint Dive into the research topics where Joseph H.T. Kim is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

  • 1 Similar Profiles
Insurance Mathematics
Tail Mathematics
Risk Measures Mathematics
Generalized Pareto Distribution Mathematics
Risk Management Mathematics
Bias Correction Mathematics
Bootstrap Mathematics
Extreme Value Theory Mathematics

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Research Output 2007 2019

  • 128 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

Compound Poisson
Recursive Algorithm
Risk Management
Siméon Denis Poisson
1 Citation (Scopus)
Generalized Pareto Distribution
Extreme Value Theory
Tail Index
Heavy Tails

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

Normal Mixture
Mixture Distribution
Risk Measures
Multivariate Normal
Gaussian distribution
2 Citations (Scopus)

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

Negative Dependence
Positive Dependence