(2024)
Optimal insurance for repetitive natural disasters under moral hazard.
JOURNAL OF ECONOMICS.
143,
3
(2024)
Valuing American options using multi-step rebate options.
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE.
74,
(2024)
Foreign equity lookback options with partial monitoring.
FINANCE RESEARCH LETTERS.
67,
(2024)
Quanto fund protection using partial lookback participation.
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE.
73,
(2024)
Valuing three-asset barrier options and autocallable products via exit probabilities of Brownian bridge.
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE.
73,
(2024)
Integration of traditional and telematics data for efficient
insurance claims prediction.
ASTIN BULLETIN-THE JOURNAL OF THE INTERNATIONAL ACTUARIAL ASSOCIATION.
54,
2
(2024)
A sharing rule for multi-period interest-sensitive insurance contracts.
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE.
71,
(2024)
Life-cycle decisions and general equilibrium in the heterogeneous-agent OLG economy.
APPLIED ECONOMICS.
56,
(2024)
Pricing first-touch digitals with a multi-step double boundary and American barrier options.
FINANCE RESEARCH LETTERS.
59,
(2023)
Valuing rebate options and equity-linked products.
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE.
68,
(2023)
Min-max multi-step barrier options and their variants.
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE.
67,
(2023)
The pricing and static hedging of multi-step double barrier options.
FINANCE RESEARCH LETTERS.
55,
(2023)
Pricing multi-step double barrier options by the efficient non-crossing probability.
FINANCE RESEARCH LETTERS.
54,
(2023)
Insurance guaranty premiums and exchange options.
MATHEMATICS AND FINANCIAL ECONOMICS.
17,
1
(2023)
Partial quanto lookback options.
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE.
64,
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Piecewise linear boundary crossing probabilities, barrier options, and variable annuities.
JOURNAL OF FUTURES MARKETS.
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단행본
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보험수리학.
법문사.
주저자
학술회의논문
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A sharing rule for multi-period interest-sensitive insurance contracts.
ARIA2023.
미국
(2008)
단수연령 독립 가정에서 다중탈퇴율과 절대탈퇴율의 관계.
한국통계학회 2008년 추계학술논문발표회.
대한민국
(2008)
Pricing Equity-Linked Products.
한국통계학회 2008년 춘계 학술발표회 논문집.
대한민국
(2007)
Pricing Floating-Strike Lookaback Options.
2007년 추계통계학회.
대한민국
