Taehan Bae
Research Interests
Actuarial science, risk management, mathematical finance
Current Courses
ACSC 416 Introduction to Financial Enterprise Risk Management
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.