6 citations · 8 across the 3 of their papers we have counts for
3 papers
stat.AP2019★ 2 cited
On Copula-based Collective Risk Models
Rosy Oh, Jae Youn Ahn, Woojoo Lee
Several collective risk models have recently been proposed by relaxing the widely used but controversial assumption of independence between claim frequency and severity. Approaches…
math.ST2018
The Poisson random effect model for experience ratemaking: limitations and alternative solutions
Woojoo Lee, Jeonghwan Kim, Jae Youn Ahn
Poisson random effect models with a shared random effect have been widely used in actuarial science for analyzing the number of claims. In particular, the random effect is a key fa…
q-fin.ST2013★ 6 cited
Analyzing Herd Behavior in Global Stock Markets: An Intercontinental Comparison
Changki Kim, Yangho Choi, Woojoo Lee +1
Herd behavior is an important economic phenomenon, especially in the context of the recent financial crises. In this paper, herd behavior in global stock markets is investigated wi…