Zobrazeno 1 - 10
of 29
pro vyhledávání: '"Himchan Jeong"'
Publikováno v:
Risks, Vol 12, Iss 6, p 97 (2024)
The Danish fire loss dataset records commercial fire losses under three insurance coverages: building, contents, and profits. Existing research has primarily focused on the heavy-tail behaviour of the losses but ignored the relationship among differe
Externí odkaz:
https://doaj.org/article/a8a26be48036489f932020e8c3a96c63
Publikováno v:
Risks, Vol 10, Iss 3, p 54 (2022)
While both zero-inflation and the unobserved heterogeneity in risks are prevalent issues in modeling insurance claim counts, determination of Bayesian credibility premium of the claim counts with these features are often demanding due to high computa
Externí odkaz:
https://doaj.org/article/681c7099fadc404fa11c315552a116dc
Autor:
George Tzougas, Himchan Jeong
Publikováno v:
Risks, Vol 9, Iss 1, p 19 (2021)
This article presents the Exponential–Generalized Inverse Gaussian regression model with varying dispersion and shape. The EGIG is a general distribution family which, under the adopted modelling framework, can provide the appropriate level of flex
Externí odkaz:
https://doaj.org/article/c26fb5505ced46b183e91b36e0495ac9
Autor:
Himchan Jeong, Dipak Dey
Publikováno v:
Risks, Vol 8, Iss 4, p 111 (2020)
This article introduces a novel use of the vine copula which captures dependence among multi-line claim triangles, especially when an insurance portfolio consists of more than two lines of business. First, we suggest a way to choose an optimal joint
Externí odkaz:
https://doaj.org/article/bce9c57b09f2431dac235ffc2ea0e6e6
Publikováno v:
Risks, Vol 6, Iss 3, p 69 (2018)
For automobile insurance, it has long been implied that when a policyholder made at least one claim in the prior year, the subsequent premium is likely to increase. When this happens, the policyholder may seek to switch to another insurance company t
Externí odkaz:
https://doaj.org/article/27241e69168945eaab4dae3acb0683fa
Publikováno v:
Journal of the Royal Statistical Society Series A: Statistics in Society. 186:61-83
The aim of this paper is to present a regression model for multivariate claim frequency data with dependence structures across the claim count responses, which may be of different sign and range, and overdispersion from the unobserved heterogeneity d
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b398afa48bb02cf38f20c8c7eedf42f7
https://doi.org/10.1093/jrsssa/qnac010
https://doi.org/10.1093/jrsssa/qnac010
Publikováno v:
Scandinavian Actuarial Journal. 2023:509-529
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8628407468994e2dc1aee9b57f5fea73
https://doi.org/10.1080/03461238.2022.2133625
https://doi.org/10.1080/03461238.2022.2133625
Autor:
Himchan Jeong
Publikováno v:
Korean Insurance Journal. 129:51-77
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b9344ea6c14ca3a8d12bfe474ed259ca
https://doi.org/10.17342/kij.2022.129.3
https://doi.org/10.17342/kij.2022.129.3
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::083f393f5e5fc5d0db277685dba83c03
https://doi.org/10.2139/ssrn.4344952
https://doi.org/10.2139/ssrn.4344952
