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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…
math.ST2018
On Minimal Copulas under the Concordance Order
Jae Youn Ahn, Sebastian Fuchs
In the present paper, we study extreme negative dependence focussing on the concordance order for copulas. With the absence of a least element for dimensions 3, the set of a…