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Himchan Jeong
Himchan Jeong
Assistant Professor of Statistics & Actuarial Science, Simon Fraser University
Email verificata su sfu.ca
Titolo
Citata da
Citata da
Anno
Predictive compound risk models with dependence
H Jeong, EA Valdez
Insurance: Mathematics and Economics 94, 182-195, 2020
362020
Generalized linear mixed models for dependent compound risk models
H Jeong, EA Valdez, JY Ahn, S Park
Variance 14 (1), 2021
33*2021
Association rules for understanding policyholder lapses
H Jeong, G Gan, EA Valdez
Risks 6 (3), 69, 2018
212018
On the ordering of credibility factors
JY Ahn, H Jeong, Y Lu
Insurance: Mathematics and Economics 101, 626-638, 2021
162021
Testing for random effects in compound risk models via Bregman divergence
H Jeong
ASTIN Bulletin: The Journal of the IAA 50 (3), 777-798, 2020
162020
Multi-peril frequency credibility premium via shared random effects
H Jeong, D Dey
Variance, 2021
132021
A multi-year microlevel collective risk model
R Oh, H Jeong, JY Ahn, EA Valdez
Insurance: Mathematics and Economics 100, 309-328, 2021
122021
A simple Bayesian state-space approach to the collective risk models
J Youn Ahn, H Jeong, Y Lu
Scandinavian Actuarial Journal 2023 (5), 509-529, 2023
112023
Dimension reduction techniques for summarized telematics data
H Jeong
Journal of Risk Management 33 (4), 1-26, 2022
112022
Bayesian credibility premium with GB2 copulas
H Jeong, EA Valdez
Dependence Modeling 8 (1), 157-171, 2020
9*2020
Application of vine copula for multi-line insurance reserving
H Jeong, DK Dey
Risks 8 (4), 111, 2020
92020
Multivariate claim count regression model with varying dispersion and dependence parameters
H Jeong, G Tzougas, TC Fung
Journal of the Royal Statistical Society: Series A 186 (1), 61–83, 2023
82023
An Expectation-Maximization Algorithm for the Exponential-Generalized Inverse Gaussian Regression Model with Varying Dispersion and Shape for Modelling the Aggregate Claim Amount
G Tzougas, H Jeong
Risks 9 (1), 19, 2021
82021
Multi-step double barrier options
H Lee, H Jeong, M Lee
Finance Research Letters 47, 102587, 2022
72022
A non-convex regularization approach for stable estimation of loss development factors
H Jeong, H Chang, EA Valdez
Scandinavian Actuarial Journal 2021 (9), 779-803, 2021
6*2021
Integration of traditional and telematics data for efficient insurance claims prediction
H Peiris, H Jeong, JK Kim, H Lee
ASTIN Bulletin: The Journal of the IAA 54 (2), 263-279, 2024
32024
Tweedie multivariate semi-parametric credibility with the exchangeable correlation
H Jeong
Insurance: Mathematics and Economics 115, 13-21, 2024
32024
A Classification of Observation-Driven State-Space Count Models for Panel Data
JY Ahn, H Jeong, Y Lu, MV Wüthrich
arXiv preprint arXiv:2308.16058, 2023
32023
Valuing rebate options and equity-linked products
H Lee, H Jeong, G Lee
The North American Journal of Economics and Finance 68, 101968, 2023
22023
A Dynamic Credibility Model with Self-Excitation and Exponential Decay
H Jeong, B Zou
2022 Winter Simulation Conference (WSC), 3241-3250, 2022
22022
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
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