On the ordering of credibility factors
Youn Ahn, Jae, Jeong, Himchan, Lu, Yang
Published in Insurance, mathematics & economics (01.11.2021)
Published in Insurance, mathematics & economics (01.11.2021)
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A Classification of Observation-Driven State-Space Count Models for Panel Data
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Journal Article
A simple Bayesian state-space model for the collective risk model
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A copula transformation in multivariate mixed discrete-continuous models
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On Minimal Copulas under the Concordance Order
Ahn, Jae Youn, Fuchs, Sebastian
Published in Journal of optimization theory and applications (01.03.2020)
Published in Journal of optimization theory and applications (01.03.2020)
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Implementation of Frequency-Severity Association in BMS Ratemaking
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