Concepedia
Statistics
Publications
8
Citations
251
H-Index
Active since
2012
Affiliations
Yonsei University(Current)
University of Seoul
University of Waterloo
Joseph H.T. Kim is an author at Yonsei University specializing in statistics, business, and engineering.
Top concepts
StatisticsBusinessEngineeringEconomicsInsuranceRisk ManagementFinanceTail RiskProbabilityStatistical Inference
Publications per year
2012–2019
A new class of models for heavy tailed distributions in finance and insurance risk
Soohan Ahn, Joseph H.T. Kim, V. Ramaswami · Insurance Mathematics and Economics · 2012 · 76 citations
Empirical Finance, Economics, Financial Economics +12
A gamma kernel density estimation for insurance loss data
Yongho Jeon, Joseph H.T. Kim · Insurance Mathematics and Economics · 2013 · 35 citations
Density Estimation, Reproducing Kernel Method, Insurance Loss Data +3
Exponentiated generalized Pareto distribution: Properties and applications towards extreme value theory
Seyoon Lee, Joseph H.T. Kim · Communication in Statistics- Theory and Methods · 2018 · 32 citations
Generalized Pareto Distribution, Engineering, Exponentiated Gpd +10
Tail risk measures and risk allocation for the class of multivariate normal mean–variance mixture distributions
Joseph H.T. Kim, So-Yeun Kim · Insurance Mathematics and Economics · 2019 · 29 citations
Mixture Distribution, Risk Allocation, Engineering +11
Estimating extreme tail risk measures with generalized Pareto distribution
Myung Hyun Park, Joseph H.T. Kim · Computational Statistics & Data Analysis · 2016 · 28 citations
Generalized Pareto Distribution, Engineering, Risk Management +5
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