Jae Youn Ahn
Identifiers
- name variant Jae Youn Ahn 0.60 · backfill
Papers (7)
- State-Space Representation of INGARCH Models and Their Application in Insurance stat.ME · 2025 · author #1
- On Copula-based Collective Risk Models stat.AP · 2019 · author #2
- Implementation of Frequency-Severity Association in BMS Ratemaking stat.AP · 2019 · author #3
- The Poisson random effect model for experience ratemaking: limitations and alternative solutions math.ST · 2018 · author #3
- On Minimal Copulas under the Concordance Order math.ST · 2018 · author #1
- Negative Dependence Concept in Copulas and the Marginal Free Herd Behavior Index q-fin.RM · 2015 · author #1
- Analyzing Herd Behavior in Global Stock Markets: An Intercontinental Comparison q-fin.ST · 2013 · author #4
Mentions
- 1503.03180 #1 · backfill · confidence 0.70 Jae Youn Ahn
- 1308.3966 #4 · backfill · confidence 0.70 Jae Youn Ahn
Frequent Coauthors
- Woojoo Lee 3 shared papers
- Rosy Oh 2 shared papers
- Changki Kim 1 shared papers
- Hong Beng Lim 1 shared papers
- Jeonghwan Kim 1 shared papers
- Mario V. W\"uthrich 1 shared papers
- Peng Shi 1 shared papers
- Sebastian Fuchs 1 shared papers
- Yangho Choi 1 shared papers