ScholarWorks@Soongsil University: Ko, Bang won

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Ko, Bang won (고방원)

College of Natural Sciences (Department of Statistics and Actuarial Science)

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Esscher transform:5||BlackScholes model:4||LeeCarter 모형:3||Reflection principle:3||Icicled barrier option:3||Common distribution of decrements:2||LeeCarter Model:2||베이지안 추정:2||변액연금:2||Multiple decrement probabilities:2||Copula:2||Quality Prediction:2||Injection Molding:2||Autocallable structured product:2||BlackScholes 옵션가격:1||Brownian motion:1||CNNLSTM Hybrid:1||CUSUM test:1||Combinations of exponentials:1||Countermonotonicity:1||Deficit at Ruin:1||Delayed Renewal Risk Model:1||Dependence:1||Discretely observed sample:1||Dynamic fund protection:1||Dynamic withdrawal benefit:1||EIA:1||EM algorithm:1||Ensemble Learning:1||Equity Linked Insurance:1||Erlang mixture:1||Esscher transforms:1||Excimer laser annealing:1||GMDB:1||GMDB option:1||Generalized Additive Model:1||Generalized Linear Model:1||GerberShiu Function:1||Gompertz Model:1||Gompertz 모형:1||Heavy tails:1||Hospital Insurance:1||Hybrid forecasting:1||IGARCH model:1||Imbalanced Classification:1||Imputing:1||Indium tin oxide:1||Jump diffusion:1||Lapse:1||LeeCarter model:1||Lengthbiased distribution:1||Lookback Option:1||Lookback option:1||Lookbackbarrier option:1||Machine Learning:1||Machine learning:1||Markov chain:1||Maturity Guarantee:1||Maturity guarantee:1||Minimal Copula:1||Missing values:1||Missingness:1||Mortality Improvement:1||Mortality Projection:1||Multistep double barrier option:1||Multiple Life Insurance:1||Nonexit probability:1||Performance evaluation:1||Poisson Logbilinear Model:1||Proportional forces of decrement:1||Reflected Brownian motion:1||Refracted Brownian Motion:1||Regular variation:1||Reserve:1||SeasonalTrend Decomposition on Loess:1||SemiSupervised Learning:1||Sensor Data Fusion:1||Smart Manufacturing:1||Spectroscopic ellipsometry:1||Sputtering:1||Static hedging:1||Step barrier option:1||Tail probabilities:1||Threshold expense structure:1||Time of Ruin:1||Time series:1||Time series data:1||Twodimensional Brownian bridge:1||Variable annuity:1||Variance Minimization:1||Weibull distribution:1||daily precipitation simulation:1||dependence model:1||exchange rate data:1||excursion time:1||gamma distribution:1||guarantee reserve:1||joint Laplace transform:1||multidimensional diffusion process:1||parameter change:1||phasetype distribution:1||regimeswitching copula:1||regimeswitching lognormal model:1||regimeswitching lognormal model:1||residual based cusum test:1||rollup:1||stepdown equitylinked security (ELS):1||structured product:1||variable annuities:1||국면전환 로그정규모형:1||룩백옵션:1||베이지언 통계:1||보증준비금:1||사망률 개선:1||연생보험:1||일반화 가법모형:1||일반화 선형모형:1||장래사망률:1||정액형 입원보험:1||준비금:1||지수분포조합:1||최저사망보증옵션:1||코퓰라:1||포아송 로그이중선형 모형:1||ARMAGARCH model:1||해지:1||Absolute decrement rates:1||Associated single rates of decrement:1||Asymptotic tail:1||Asymptotics:1||Autocallable product:1||Barrier option:1||Barrier options:1||Bayesian Estimation:1||Bayesian estimation:1||Bayesian statistics:1||Black–Scholes option price:1||BlackScholes option price:1||BlackScholes option pricing formula:1||

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