2 citations · 2 across the 2 of their papers we have counts for
2 papers
stat.AP2020
Designing a Bonus-Malus system reflecting the claim size under the dependent frequency-severity model
Rosy Oh, Joseph H. T. Kim, Jae Youn Ahn
In auto insurance, a Bonus-Malus System (BMS) is commonly used as a posteriori risk classification mechanism to set the premium for the next contract period based on a policyholder…
math.ST2017★ 2 cited
Exponentiated Generalized Pareto Distribution: Properties and applications towards Extreme Value Theory
Se Yoon Lee, Joseph H. T. Kim
The Generalized Pareto Distribution (GPD) plays a central role in modelling heavy tail phenomena in many applications. Applying the GPD to actual datasets however is a non-trivial…