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Results 21-22 of 22 (Search time: 0.017 seconds).
KCI
NIG분포와 VG분포를 이용한 Value-at-Risk의 추정
김태우;
송성주
Article
Issue Date
2011
Citation
Journal of The Korean Data Analysis Society, v.13, no.4, pp.1775 - 1788
Publisher
한국자료분석학회
KCI
손해보험사의 재보험료 산출을 위한 손해분포의 적합
박상균;
송성주
Article
Issue Date
2019
Citation
보험학회지, no.119, pp.101 - 138
Publisher
한국보험학회
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Author
Song, Jongwoo
3
송종우
3
Yoon, Jeongyoen
2
Jeong, Jaehong
1
Ko, Bangwon
1
Lee, Eun-Kyung
1
Lee, Hangsuck
1
Lee, Jaejoong
1
Lee, Yoon Dong
1
Nicolae, Dan L.
1
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Subject
Black-Scholes model
3
Value at Risk
3
공무원연금제도
3
모의실험
3
APPROXIMATION
2
asymptotic option price
2
default probability
2
Government employee pension system
2
Gram-Charlier expansion
2
Levy process
2
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22
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Korean
14
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8
Journal
응용통계연구
7
Journal of The Korean Data Analys...
4
Communications for Statistical Ap...
2
Computational Statistics and Data...
2
Journal of Econometrics
1
Journal of the Korean Statistical...
1
North American Journal of Economi...
1
Statistics and Probability Letters
1
리스크관리연구
1
보험학회지
1
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Journal Index
kci
17
scopus
6
scie
5
ssci
2
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