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Publications and Presentations Taehan Bae 1 PUBLICATIONS
 

Summary: Publications and Presentations Taehan Bae
1 PUBLICATIONS
T. Bae and I. Iscoe. Large-sample confidence intervals for risk measures of location-scale
families. Journal of Statistical Planning and Inference (ISSN: 0378-3758), Accepted on Jan.
9th, 2012.
T. Bae and Reg Kulperger. (2011) . Smooth Baseline Hazard modeling for Corporate Exits,
International Review of Applied Financial Issues and Economics (ISSN: 9210 - 1737), 3(2):
392-427.
N. Horbenko, P. Ruckdeschel and T. Bae. (2011) Robust estimation of operational risk.
Journal of Operational Risk (ISSN: 1744-6740), 6 (2): 3-30.
T. Bae and C. Kim. (2010) Motor Insurance-Linked Securities: An Area of Financial Inno-
vation, Journal of Actuarial Science (ISSN: 2093-033X), 2(1): 3-32.
T. Bae and B. Ko. (2010) On Pricing Equity-Linked Investment Products with a Threshold
Expense Structure. The Korean Journal of Applied Statistics (ISSN: 1225-066X), 23(4): 621-
633.
T. Bae and Ian Iscoe. (2010) Correlations under Stress. International Review of Applied
Financial Issues and Economics (ISSN: 9210 - 1737), 2(2): 248-271.
T. Bae, C. Kim and R.J. Kulperger. (2009) Securitization of Motor Insurance Loss Rate
Risks. Insurance Mathematics and Economics, 44(1): 48-58.
T. Bae. (2008) Stochastic Models for Corporate Exit and Credit Rating Migration. Ph.D

  

Source: Argerami, Martin - Department of Mathematics and Statistics, University of Regina

 

Collections: Mathematics