Taehan Bae
Research Interests
Actuarial science, risk management, mathematical finance
Current Courses
ACSC/MATH 216 Mathematics of Finance II
Recent Publications
1) Taehan Bae and Tatjana Miljkovic. Loss modeling with the size-biased lognormal mixture and the entropy regularized EM algorithm. Insurance Math. Econom., 117:182–195, 2024.
2) Maral Mazjini and Taehan Bae. Statistical modelling of precipitation data in Canadian Prairies with a dynamic mixture structure. Theoretical and Applied Climatology, 153(1):173–192, 2023.
3) Taehan Bae. Robust minimum bias iteration algorithms for classification ratemaking and loss reserving. Lobachevskii J. Math., 43(9):2387–2396, 2022.
4) Taehan Bae and Andrei Volodin. Type-II generalized crack distribution with application to heavy-tailed data modeling. Stat. Theory Pract., 16(3):Paper No. 53, 23, 2022.
5) Taehan Bae and Yang Ho Choi. A bivariate extension of three-parameter generalized crack distribution for loss severity modelling. J. Korean Statist. Soc., 51(2):378–402, 2022.