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X-ORIGINAL-URL:https://canssiontario.utoronto.ca/
BEGIN:VEVENT
UID:MEC-2a6d26dfcf166f3e15e7bfeaaf8e55e0@canssiontario.utoronto.ca
DTSTART:20260408T140000Z
DTEND:20260408T150000Z
DTSTAMP:20260106T140800Z
CREATED:20260106
LAST-MODIFIED:20260526
SUMMARY:CAST Seminar: Himchan Jeong
DESCRIPTION:\nJoin us at the CANSSI Ontario STatistics Seminars (CAST) with\n\n\n\nHimchan Jeong\n\n\n\nAssistant ProfessorDepartment of Statistics & Actuarial ScienceSimon Fraser University\n\n\n\nTalk Title\n\n\n\nTweedie Multivariate Semi-Parametric Credibility with the Exchangeable Correlation\n\n\n\nAbstract\n\n\n\nThis article proposes a framework for determining credibility premiums for multiple coverages in a compound risk model with Tweedie\ndistribution. The framework builds upon previous results on credibility premium and provides an explicit multivariate credibility premium\nformula that is applicable to the Tweedie family assuming that the unobserved heterogeneity for the multiple coverage have the\ncommon correlation. The practical applicability of the proposed framework is evaluated through simulation and empirical analysis using\nthe LGPIF dataset, which includes claims and policy characteristics data for various types of coverages observed over time. The\nfindings suggest that the proposed framework can be useful in ratemaking practice by incorporating a non-trivial dependence structure\namong the multiple types of claims.\n\n\n\nSpeaker Profile\n\n\n\nHimchan holds a Ph.D. in Mathematics with a concentration in Actuarial Science from the University of Connecticut, and a M.Sc.\n(Statistics), B.A. (Business Administration), and B.Sc. (Mathematical Science) from Seoul National University, South Korea. Himchan\nis also a Fellow of the Society of Actuaries (SOA).\nProfessionally, Himchan has authored over 30 peer-reviewed publications, appearing in the well-known actuarial science and statistics\njournals such as Insurance: Mathematics and Economics, Journal of Royal Statistical Society: Series A, Scandinavian Actuarial\nJournal, ASTIN Bulletin, Annals of Actuarial Science, and Risks. He has also been awarded grants from the Canadian Institute of\nActuaries, the Casualty Actuarial Society, the Society of Actuaries (Hickman Scholarship), and the Natural Sciences and Engineering\nResearch Council (NSERC) of Canada.\nHis current research interest is predictive modeling for ratemaking and reserving of property and casualty insurance.\n\n\n\n\n\n
URL:https://canssiontario.utoronto.ca/event/cast-himchan-jeong/
ORGANIZER;CN=CANSSI Ontario:MAILTO:esther.berzunza@utoronto.ca
CATEGORIES:CANSSI Ontario Statistics Seminars
LOCATION:Zoom (Online)
ATTACH;FMTTYPE=image/png:https://canssiontario.utoronto.ca/wp-content/uploads/2026/01/Jeong-Himchan.png
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