1 citations · 2 across the 4 of their papers we have counts for
Showing stat.APShow all
3 papers · 1 filter
stat.AP2021
A simple Bayesian state-space model for the collective risk model
Jae Youn Ahn, Himchan Jeong, Yang Lu
The collective risk model (CRM) for frequency and severity is an important tool for retail insurance ratemaking, macro-level catastrophic risk forecasting, as well as operational r…
stat.AP2021★ 1 cited
On the ordering of credibility factors
Jae Youn Ahn, Himchan Jeong, Yang Lu
Traditional credibility analysis of risks in insurance is based on the random effects model, where the heterogeneity across the policyholders is assumed to be time-invariant. One p…
stat.AP2020
On a Multi-Year Microlevel Collective Risk Model
Rosy Oh, Himchan Jeong, Jae Youn Ahn +1
For a typical insurance portfolio, the claims process for a short period, typically one year, is characterized by observing frequency of claims together with the associated claims…