A review on Poisson, Cox, Hawkes, shot-noise Poisson and dynamic contagion process and their compound processes. Jang, J. and Oh, R. **.
Annals of Actuarial Science, 15(3), 623-644. https://doi:10.1017/S1748499520000287
SCOPUS
Similarity search on wafer bin map through nonparametric and hierarchical clustering. Lee, J., Moon, I., and Oh, R.**.
IEEE Transactions on Semiconductor Manufacturing. 34(4) 464-474. https://doi.org/10.1109/TSM.2021.3102679
SCIE, IF = 2.874
Hygroscopic properties of particulate matter and effects of their interactions with weather on visibility. Won, W., Oh, R., Lee W., Ku, S., Su, P., and Yoon, Y.
Scientific Reports . 11(1), 16401. https://doi.org/10.1038/s41598-021-95834-6
SCIE, IF=4.380
Bayesian credibility under a bivariate prior on the frequency and the severity of claims. Cheung, E, Ni, W., Oh, R**, and Woo. J.
Insurance: Mathematics and Economics. 100, 274-295. https://doi.org/10.1016/j.insmatheco.2021.06.003
SCIE, IF = 1.933
A multi-year microlevel collective risk model. Oh, R.*, Jeong, H., Valdez, E., and Ahn, J.
Insurance: Mathematics and Economics. 100, 309-328. https://doi.org/10.1016/j.insmatheco.2021.06.006
SCIE, IF = 1.933
A copula transformation method for a multivariate mixed discrete and continuous distribution. Ahn, J., Fuchs, S., and Oh, R.**
Fuzzy Sets and Systems. 415, 54-75. https://doi.org/10.1016/j.fss.2020.11.008
SCIE, IF = 3.343
Designing a Bonus-Malus system reflecting the claim size under the dependent frequency-severity model. Oh, R.*, Kim, J.H.T., and Ahn, J.
Probability in the Engineering and Informational Sciences. Published online. https://doi.org/10.1017/S0269964821000188
SCIE, IF = 1.269
Predictive risk analysis in collective risk model: choices between historical frequency and aggregate severity. Oh, R.*, Lee, Y., Zhu, D., and Ahn, J.
Insurance: Mathematics and Economics. 96(2021) 127-139. https://doi.org/10.1016/j.insmatheco.2020.11.002
SCIE, IF = 1.933
Bayesian analysis of multivariate crash counts using copulas. Park, E., Oh, R., Ahn, J., and Oh, M.
Accident Analysis and Prevention. 149, 105431. https://doi.org/10.1016/j.aap.2019.105431
SSCI, IF = 4.933
On copula-based collective risk models: from elliptical copulas to vine copulas. Oh, R.*, Ahn, J., and Lee. W.
Scandinavian Actuarial Journal. 2021(1) 1-33. https://doi.org/10.1080/03461238.2020.1768889.
SCIE, IF = 1.741
Double-counting problem of the bonus-malus system. Oh, R.*, Lee. K., Park, S., and Ahn, J.
Insurance: Mathematics and Economics, 93, 141-155. https://doi.org/10.1016/j.insmatheco.2020.04.008
SCIE, IF = 1.933
Impact of fine particular matter on visibility at Incheon international airport, South Korea. Won, W., Oh, R.*, Lee W., Kim, K., Ku, S., Su, P., and Yoon, Y.
Aerosol and Air Quality Research, 20 (5) 1048-1061. http://www.aaqr.org/doi/10.4209/aaqr.2019.03.0106
SCIE, IF = 3.063
Bonus-Malus premiums under the dependent frequency-severity modeling. Oh, R.*, Shi, P., and Ahn, J.
Scandinavian Actuarial Journal, 2020(3) 172-195. https://doi.org/10.1080/03461238.2019.1655477
SCIE, IF = 1.741
Causes of adolescent game addiction and the mediating effect of game motives. (2019). Kim, H. J., Oh, R., and Huh, E.
Journal of Korea Game Society, 19 (2), 5-22. https://doi.org/10.7583/JKGS.2019.19.2.5
KCI
Bayesian analysis of financial volatilities addressing long- memory, conditional heteroscedasticity and skewed error distribution. (2017) Oh, R.*, Shin, D., and Oh, M.
Communications for Statistical Applications and Methods, 24 (5) 507-518. https://doi.org/10.5351/CSAM.2017.24.5.507
KCI
*: First author **: Corresponding author
Optimal relativity in a modified Bonus-Malus system with the long memory transition rules. Ahn, J., Cheung, E., Oh, R., and Woo. J.
Submitted to Variance. (Accepted) https://arxiv.org/pdf/2106.00911.pdf
A multivariate compound dynamic contagion process for cyber insurance. Jang, J. and Oh, R.**
Submitted to Annals of Actuarial Science. (Under revision)
Deep Hierarchical clustering with Dirichlet prior. Kim, K., Moon, I., and Oh, R.
Prediction of insurance premium based on LSMC combined with recurrent neural network. Ahn, J., Oh, R., and Zhu, D.
Multivariate conjugate prior method. Oh, R., Oh, M., and Ahn, J.
Application of Bayesian network model in predicting diabetes progression. Oh, R., Lee, D., Kim, Y., and Oh, M.
Model-based Mass Forecasting using Recurrent Neural Network for Collective Risk Model. Oh, R., Jeong, H., Ahn, J., and Zhu, D.
Efficient Generative Adversarial Network Algorithm for Synthesizing Insurance Data . Oh, R., Han, J., and Ahn, J.
Efficient Monte Carlo simulation method for ruin problem. Oh, R., Cheung, E, and and Ahn, J.
Multivariate conjugate prior method in regression setting. Oh, R., Woo. J., and Ahn, J.
Neural credibility