Taehan Bae
Research Interests
Actuarial science, risk management, mathematical finance
Current Courses
STAT 890AR Stochastic Differential Equations for Finance
Recent Publications
1) Bae, Taehan. Robust minimum bias iteration algorithms for classification ratemaking and loss reserving. Lobachevskii J. Math. 43 (2022), no. 9, 2387–2396.
2) Bae, Taehan; Volodin, Andrei; Type-II generalized crack distribution with application to heavy-tailed data modeling. J. Stat. Theory Pract. 16 (2022), no. 3, Paper No. 53, 23 pp.
3) Bae, Taehan; Choi, Yang Ho; A bivariate extension of three-parameter generalized crack distribution for loss severity modelling. J. Korean Statist. Soc. 51 (2022), no. 2, 378–402.