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1. Journal Articles(COLLEGE OF BUSINESS AND ECONOMICS > DEPARTMENT OF ACTUARIAL SCIENCE > 1. Journal Articles)64

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Collection's Items (Sorted by Issue Date in Descending order): 1 to 20 of 64

SSCISCOPUS
Liability-driven investment for pension funds: stochastic optimization with real assetsGo to Link

Jang, Chul; Clare, Andrew; Owadally, Iqbal

ArticleIssue Date2024CitationRisk Management, v.26, no.3, pp 1 - 32PublisherPalgrave Macmillan Ltd.
KCI
장수리스크를 고려한 최적 종신연금 계획Go to Link

송윤상; 최양호

ArticleIssue Date2023Citation리스크관리연구, v.34, no.4, pp 1 - 36Publisher한국리스크관리학회
KCI
금융 빅데이터 개방시스템(CreDB)을 활용한 보험계약자의 해지 현황 및 계약자 신용사건과의 관계분석Go to Linkopen access

심현우; 서인교; 김희정; 최양호

ArticleIssue Date2023Citation리스크관리연구, v.34, no.1, pp 45 - 73Publisher한국리스크관리학회
KCI
Vine Copula 모형에 기반한 손해보험사의 손해액 통합리스크 측정Go to Linkopen access

최양호; 안다은; 심현우

ArticleIssue Date2023Citation보험금융연구, v.34, no.1, pp 31 - 63Publisher보험연구원
SCOPUSESCIKCICANDI
Sustainability of pensions in Asian countriesGo to Link

Shim, Hyunoo; Kim, Siok; Choi, Yang Ho

ArticleIssue Date2022CitationCommunications for Statistical Applications and Methods, v.29, no.6, pp 679 - 694Publisher한국통계학회
SSCISCOPUS
Glide paths for a retirement plan with deferred annuitiesGo to Link

Jang, Chul; Clare, Andrew; Owadally, Iqbal

ArticleIssue Date2022CitationJournal of Pension Economics and Finance, v.21, no.4, pp 565 - 581PublisherCambridge University Press
SSCISCOPUS
Multi-step barrier products and static hedgingGo to Link

Lee, Hangsuck; Choi, Yang Ho; Lee, Gaeun

ArticleIssue Date2022CitationNorth American Journal of Economics and Finance, v.61, pp 1 - 19PublisherElsevier BV
SCIESCOPUSKCICANDI
A bivariate extension of three-parameter generalized crack distribution for loss severity modellingGo to Link

Bae, Taehan; Choi, Yang Ho

ArticleIssue Date2022CitationJournal of the Korean Statistical Society, v.51, no.2, pp 378 - 402Publisher한국통계학회
KCI
중년층의 개인연금 보유 및 납입액에 관한 연구Go to Link

심현우; 하가영; 최양호

ArticleIssue Date2022Citation보험학회지, no.129, pp 23 - 50Publisher한국보험학회
SCIESSCISCOPUS
Lifetime consumption and investment with housing, deferred annuities and home equity releaseGo to Link

Jang, Chul; Owadally, Iqbal; Clare, Andrew; Kashif, Muhammad

ArticleIssue Date2022CitationQuantitative Finance, v.22, no.1, pp 129 - 145PublisherInstitute of Physics Publishing
SCIESCOPUS
Optimal investment for a retirement plan with deferred annuities allowing for inflation and labour income riskGo to Link

Owadally, Iqbal; Jang, Chul; Clare, Andrew

ArticleIssue Date2021CitationEuropean Journal of Operational Research, v.295, no.3, pp 1132 - 1146PublisherElsevier BV
KCI
확률적인 이자율 및 확률적인 사망률을 고려한 금리연동형 종신보험의 수익성 분석에 관한 연구Go to Linkopen access

장성원; 심현우; 최양호

ArticleIssue Date2021Citation리스크관리연구, v.32, no.3, pp 35 - 78Publisher한국리스크관리학회
SCOPUSESCIKCICANDI
Household, personal, and financial determinants of surrender in Korean health insuranceGo to Link

Shim, Hyunoo; Min, Jung Yeun; Choi, Yang Ho

ArticleIssue Date2021CitationCommunications for Statistical Applications and Methods, v.28, no.5, pp 447 - 462Publisher한국통계학회
KCI
기본보험료와 추가보험료 납입에 대한 동적 계약자행동 - 하향식 및 상향식 접근법 -Go to Link

심현우; 최양호; 오홍석

ArticleIssue Date2021Citation리스크관리연구, v.32, no.2, pp 1 - 34Publisher한국리스크관리학회
SSCISCOPUS
Optimal investment for a retirement plan with deferred annuitiesGo to Link

Owadally, Iqbal; Jang, Chul; Clare, Andrew

ArticleIssue Date2021CitationInsurance: Mathematics and Economics, v.98, pp 51 - 62PublisherElsevier BV
KCI
부분적 청구경력 고지 간소화에 따른 건강보험 요율 차등화에 관한 연구Go to Link

심현우; 임형기; 최양호

ArticleIssue Date2021Citation보험금융연구, v.32, no.2, pp 43 - 75Publisher보험연구원
KCI
신지급여력제도(K-ICS)의 해지리스크 측정에 관한 연구Go to Link

오창수; 최판균

ArticleIssue Date2021Citation리스크관리연구, v.32, no.1, pp 1 - 32Publisher한국리스크관리학회
KCI
보장성보험 해약에 영향을 미치는 요인에 관한 연구Go to Link

오창수; 박영준

ArticleIssue Date2020Citation리스크관리연구, v.31, no.4, pp 61 - 90Publisher한국리스크관리학회
SCOPUSKCI
Volatility clustering in data breach countsGo to Link

Shim, Hyunoo; Kim, Changki; Choi, Yang Ho

ArticleIssue Date2020CitationCommunications for Statistical Applications and Methods, v.27, no.4, pp 487 - 500Publisher한국통계학회
KCI
금리시나리오 모형이 최저이율 및 최저사망보험금 보증비용의 평가에 미치는 영향력 연구Go to Link

주형민; 심현우

ArticleIssue Date2019Citation리스크관리연구, v.30, no.2, pp 77 - 105Publisher한국리스크관리학회
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