×
Author ID: kim.soyeun Recent zbMATH articles by "Kim, Soyeun"
Published as: Kim, So-Yeun; Kim, Soyeun
Documents Indexed: 8 Publications since 2011
Co-Authors: 7 Co-Authors with 8 Joint Publications
101 Co-Co-Authors

Citations contained in zbMATH Open

6 Publications have been cited 22 times in 21 Documents Cited by Year
Tail risk measures and risk allocation for the class of multivariate normal mean-variance mixture distributions. Zbl 1411.91293
Kim, Joseph H. T.; Kim, So-Yeun
10
2019
Application of the phase-type mortality law to life contingencies and risk management. Zbl 1420.91134
Kim, Joseph H. T.; Bae, Taehan; Kim, Soyeun
4
2017
An approximated European option price under stochastic elasticity of variance using Mellin transforms. Zbl 1440.91037
Kim, So-Yeun; Yoon, Ji-Hun
4
2018
The proper distribution function of the deficit in the delayed renewal risk model. Zbl 1277.60142
Kim, So-Yeun; Willmot, Gordon E.
2
2011
Mathematical modeling for the obesity dynamics with psychological and social factors. Zbl 1445.92075
Kim, Sehjeong; Kim, So-Yeun
1
2018
On the analysis of ruin-related quantities in the delayed renewal risk model. Zbl 1348.91158
Kim, So-Yeun; Willmot, Gordon E.
1
2016
Tail risk measures and risk allocation for the class of multivariate normal mean-variance mixture distributions. Zbl 1411.91293
Kim, Joseph H. T.; Kim, So-Yeun
10
2019
An approximated European option price under stochastic elasticity of variance using Mellin transforms. Zbl 1440.91037
Kim, So-Yeun; Yoon, Ji-Hun
4
2018
Mathematical modeling for the obesity dynamics with psychological and social factors. Zbl 1445.92075
Kim, Sehjeong; Kim, So-Yeun
1
2018
Application of the phase-type mortality law to life contingencies and risk management. Zbl 1420.91134
Kim, Joseph H. T.; Bae, Taehan; Kim, Soyeun
4
2017
On the analysis of ruin-related quantities in the delayed renewal risk model. Zbl 1348.91158
Kim, So-Yeun; Willmot, Gordon E.
1
2016
The proper distribution function of the deficit in the delayed renewal risk model. Zbl 1277.60142
Kim, So-Yeun; Willmot, Gordon E.
2
2011

Citations by Year