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Showing results 1 to 4 of 4

1
Robust quantile estimation under bivariate extreme value models

Kim, Sojung; Kim, Kyoung-Kuk; RYU, HEELANG, 11th Extreme Value Analysis Conference, Institute of Mathematical Statistics, 2019-07-03

2
Robust quantile estimation under bivariate extreme value models

Kim, Sojung; Kim, Kyoung-Kuk; Ryu, Heelang, EXTREMES, v.23, no.1, pp.55 - 83, 2020-03

3
Saddlepoint Methods for Risk Sensitivities and Markovian Projection

Kim, Sojung; Kim, Kyoung Kuk, SIAM Conference on Financial Mathematics & Engineering, Society for Industrial and Applied Mathematics, 2016-11-17

4
Simulation of Tempered Stable Levy Bridges and Its Applications

Kim, Kyoung-Kuk; Kim, Sojung, OPERATIONS RESEARCH, v.64, no.2, pp.495 - 509, 2016-03

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