• 119 Citations
  • 7 h-Index
20072019
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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
Risk Management Mathematics
Bias Correction Mathematics
Generalized Pareto Distribution Mathematics
Bootstrap Mathematics
Credibility Theory Mathematics

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Research Output 2007 2019

  • 119 Citations
  • 7 h-Index
  • 20 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
Recursion
Siméon Denis Poisson

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

modeling
distribution
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

Insurance
Negative Dependence
Positive Dependence
Severity
Hunger

Application of the phase-type mortality law to life contingencies and risk management

Kim, J. H. T., Bae, T. & Kim, S., 2017 Mar 1, In : Applied Stochastic Models in Business and Industry. 33, 2, p. 184-212 29 p.

Research output: Contribution to journalArticle

Insurance
Risk Management
Risk management
Mortality
Interest Rates