| Predictive compound risk models with dependence H Jeong, EA Valdez Insurance: Mathematics and Economics 94, 182-195, 2020 | 34 | 2020 |
| Generalized linear mixed models for dependent compound risk models H Jeong, EA Valdez, JY Ahn, S Park Variance 14 (1), 2021 | 32* | 2021 |
| Association rules for understanding policyholder lapses H Jeong, G Gan, EA Valdez Risks 6 (3), 69, 2018 | 18 | 2018 |
| Testing for random effects in compound risk models via Bregman divergence H Jeong ASTIN Bulletin: The Journal of the IAA 50 (3), 777-798, 2020 | 16 | 2020 |
| On the ordering of credibility factors JY Ahn, H Jeong, Y Lu Insurance: Mathematics and Economics 101, 626-638, 2021 | 13 | 2021 |
| A multi-year microlevel collective risk model R Oh, H Jeong, JY Ahn, EA Valdez Insurance: Mathematics and Economics 100, 309-328, 2021 | 12 | 2021 |
| Multi-peril frequency credibility premium via shared random effects H Jeong, D Dey Variance, 2021 | 12 | 2021 |
| Bayesian credibility premium with GB2 copulas H Jeong, EA Valdez Dependence Modeling 8 (1), 157-171, 2020 | 9* | 2020 |
| Multivariate claim count regression model with varying dispersion and dependence parameters H Jeong, G Tzougas, TC Fung Journal of the Royal Statistical Society: Series A 186 (1), 61–83, 2023 | 8 | 2023 |
| An Expectation-Maximization Algorithm for the Exponential-Generalized Inverse Gaussian Regression Model with Varying Dispersion and Shape for Modelling the Aggregate Claim Amount G Tzougas, H Jeong Risks 9 (1), 19, 2021 | 8 | 2021 |
| Application of vine copula for multi-line insurance reserving H Jeong, DK Dey Risks 8 (4), 111, 2020 | 8 | 2020 |
| A simple Bayesian state-space approach to the collective risk models J Youn Ahn, H Jeong, Y Lu Scandinavian Actuarial Journal 2023 (5), 509-529, 2023 | 7* | 2023 |
| A non-convex regularization approach for stable estimation of loss development factors H Jeong, H Chang, EA Valdez Scandinavian Actuarial Journal 2021 (9), 779-803, 2021 | 6* | 2021 |
| Dimension reduction techniques for summarized telematics data H Jeong Journal of Risk Management 33 (4), 1-26, 2022 | 5 | 2022 |
| Multi-step double barrier options H Lee, H Jeong, M Lee Finance Research Letters 47, 102587, 2022 | 4 | 2022 |
| A Classification of Observation-Driven State-Space Count Models for Panel Data JY Ahn, H Jeong, Y Lu, MV Wüthrich arXiv preprint arXiv:2308.16058, 2023 | 2 | 2023 |
| A Dynamic Credibility Model with Self-Excitation and Exponential Decay H Jeong, B Zou 2022 Winter Simulation Conference (WSC), 3241-3250, 2022 | 2 | 2022 |
| Approximation of Zero-Inflated Poisson Credibility Premium via Variational Bayes Approach M Kim, H Jeong, D Dey Risks 10 (3), 54, 2022 | 2 | 2022 |
| Ratemaking application of Bayesian LASSO with conjugate hyperprior H Jeong, EA Valdez Available at SSRN 3251623, 2018 | 2 | 2018 |
| Integration of traditional and telematics data for efficient insurance claims prediction H Peiris, H Jeong, JK Kim, H Lee ASTIN Bulletin: The Journal of the IAA 54 (2), 263-279, 2024 | 1 | 2024 |
Emiliano A. ValdezUniversity of Connecticut在 uconn.edu 的电子邮件经过验证
