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Young-Rae Kim

Personal Details

First Name:Young-Rae
Middle Name:
Last Name:Kim
Suffix:
RePEc Short-ID:pki642
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Affiliation

Ider University (Ider University)

http://ider.edu.mn
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Research output

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Articles

  1. A. B. Zylstra & O. A. Hurricane & D. A. Callahan & A. L. Kritcher & J. E. Ralph & H. F. Robey & J. S. Ross & C. V. Young & K. L. Baker & D. T. Casey & T. Döppner & L. Divol & M. Hohenberger & S. Pape , 2022. "Publisher Correction: Burning plasma achieved in inertial fusion," Nature, Nature, vol. 603(7903), pages 34-34, March.
  2. Brian M. Haines & R. C. Shah & J. M. Smidt & B. J. Albright & T. Cardenas & M. R. Douglas & C. Forrest & V. Yu Glebov & M. A. Gunderson & C. E. Hamilton & K. C. Henderson & Y. Kim & M. N. Lee & T. J. , 2020. "Observation of persistent species temperature separation in inertial confinement fusion mixtures," Nature Communications, Nature, vol. 11(1), pages 1-9, December.
  3. Y. Park & Y. Kim, 2019. "The Strategic Value of Africa as the New Market and Korea’s Economic Cooperation with Africa," Outlines of global transformations: politics, economics, law, Center for Crisis Society Studies.
  4. T H Moon & Y Kim & S Y Sohn, 2011. "Technology credit rating system for funding SMEs," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 62(4), pages 608-615, April.
  5. H. Cho & K. Lee & Y. Lee & O. Kim & S. Lee & D. Hong & H. Cho & Y. Kim, 2009. "Time Use and Quality of Life of the Korean Rural Poor," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 93(1), pages 223-227, August.
  6. Y Kim & S Y Sohn, 2007. "Technology scoring model considering rejected applicants and effect of reject inference," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 58(10), pages 1341-1347, October.
  7. T. F. Coleman & Y. Kim & Y. Li & M. Patron, 2007. "Robustly Hedging Variable Annuities With Guarantees Under Jump and Volatility Risks," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 74(2), pages 347-376, June.
  8. Yoon, Seong-Min & Choi, J.S. & Kim, Y. & Kim, Kyungsik, 2006. "Phase transition of dynamical herd behaviors for Yen–Dollar exchange rates," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 359(C), pages 563-568.
  9. Y. Kim & M. Mesbahi & F. Y. Hadaegh, 2004. "Multiple-Spacecraft Reconfiguration Through Collision Avoidance, Bouncing, and Stalemate," Journal of Optimization Theory and Applications, Springer, vol. 122(2), pages 323-343, August.
  10. Kim, J.B. & Kim, Y., 1991. "A determinant theorem for fuzzy matrices and canonical matrices," Pure Mathematics and Applications, Department of Mathematics, Corvinus University of Budapest, vol. 2(1-2), pages 55-58.

Chapters

  1. Y. Kim, 2016. "Technological catch-up in the capital goods sector," Chapters, in: Economic Catch-up and Technological Leapfrogging, chapter 10, pages 231-248, Edward Elgar Publishing.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. A. B. Zylstra & O. A. Hurricane & D. A. Callahan & A. L. Kritcher & J. E. Ralph & H. F. Robey & J. S. Ross & C. V. Young & K. L. Baker & D. T. Casey & T. Döppner & L. Divol & M. Hohenberger & S. Pape , 2022. "Publisher Correction: Burning plasma achieved in inertial fusion," Nature, Nature, vol. 603(7903), pages 34-34, March.

    Cited by:

    1. Bingqing Cheng & Sebastien Hamel & Mandy Bethkenhagen, 2023. "Thermodynamics of diamond formation from hydrocarbon mixtures in planets," Nature Communications, Nature, vol. 14(1), pages 1-9, December.
    2. J. E. Ralph & J. S. Ross & A. B. Zylstra & A. L. Kritcher & H. F. Robey & C. V. Young & O. A. Hurricane & A. Pak & D. A. Callahan & K. L. Baker & D. T. Casey & T. Döppner & L. Divol & M. Hohenberger &, 2024. "The impact of low-mode symmetry on inertial fusion energy output in the burning plasma state," Nature Communications, Nature, vol. 15(1), pages 1-14, December.
    3. Boubacar Kanté, 2024. "BerkSEL: A scale-invariant laser beyond the Schawlow-Townes two-mirror strategy," Nature Communications, Nature, vol. 15(1), pages 1-3, December.
    4. Tobias Dornheim & Maximilian Böhme & Dominik Kraus & Tilo Döppner & Thomas R. Preston & Zhandos A. Moldabekov & Jan Vorberger, 2022. "Accurate temperature diagnostics for matter under extreme conditions," Nature Communications, Nature, vol. 13(1), pages 1-7, December.

  2. T H Moon & Y Kim & S Y Sohn, 2011. "Technology credit rating system for funding SMEs," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 62(4), pages 608-615, April.

    Cited by:

    1. Francesco Ciampi & Alessandro Giannozzi & Giacomo Marzi & Edward I. Altman, 2021. "Rethinking SME default prediction: a systematic literature review and future perspectives," Scientometrics, Springer;Akadémiai Kiadó, vol. 126(3), pages 2141-2188, March.
    2. Yonghan Ju & So Young Sohn, 2017. "Technology Credit Scoring Based on a Quantification Method," Sustainability, MDPI, vol. 9(6), pages 1-16, June.
    3. Ju, Yonghan & Jeon, Song Yi & Sohn, So Young, 2015. "Behavioral technology credit scoring model with time-dependent covariates for stress test," European Journal of Operational Research, Elsevier, vol. 242(3), pages 910-919.
    4. So Sohn & Yoon Kim, 2013. "Behavioral credit scoring model for technology-based firms that considers uncertain financial ratios obtained from relationship banking," Small Business Economics, Springer, vol. 41(4), pages 931-943, December.
    5. Won Sang Lee & So Young Sohn, 2017. "Identifying Emerging Trends of Financial Business Method Patents," Sustainability, MDPI, vol. 9(9), pages 1-21, September.
    6. Bo Kyeong Lee & So Young Sohn, 2017. "A Credit Scoring Model for SMEs Based on Accounting Ethics," Sustainability, MDPI, vol. 9(9), pages 1-15, September.
    7. Pranith K. Roy & Krishnendu Shaw, 2023. "A credit scoring model for SMEs using AHP and TOPSIS," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(1), pages 372-391, January.

  3. H. Cho & K. Lee & Y. Lee & O. Kim & S. Lee & D. Hong & H. Cho & Y. Kim, 2009. "Time Use and Quality of Life of the Korean Rural Poor," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 93(1), pages 223-227, August.

    Cited by:

    1. Piotrowski Krzysztof & Krukowska Renata, 2021. "Time Budget of Inhabitants of Large Cities in Poland During the Covid-19 Pandemic," Polish Journal of Sport and Tourism, Sciendo, vol. 28(4), pages 32-39, December.
    2. David Newman & Louis Tay & Ed Diener, 2014. "Leisure and Subjective Well-Being: A Model of Psychological Mechanisms as Mediating Factors," Journal of Happiness Studies, Springer, vol. 15(3), pages 555-578, June.

  4. Y Kim & S Y Sohn, 2007. "Technology scoring model considering rejected applicants and effect of reject inference," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 58(10), pages 1341-1347, October.

    Cited by:

    1. Kim, Hong Sik & Sohn, So Young, 2010. "Support vector machines for default prediction of SMEs based on technology credit," European Journal of Operational Research, Elsevier, vol. 201(3), pages 838-846, March.
    2. So Sohn & Yoon Kim, 2013. "Behavioral credit scoring model for technology-based firms that considers uncertain financial ratios obtained from relationship banking," Small Business Economics, Springer, vol. 41(4), pages 931-943, December.
    3. T H Moon & Y Kim & S Y Sohn, 2011. "Technology credit rating system for funding SMEs," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 62(4), pages 608-615, April.
    4. Crone, Sven F. & Finlay, Steven, 2012. "Instance sampling in credit scoring: An empirical study of sample size and balancing," International Journal of Forecasting, Elsevier, vol. 28(1), pages 224-238.
    5. Rogelio A. Mancisidor & Michael Kampffmeyer & Kjersti Aas & Robert Jenssen, 2019. "Deep Generative Models for Reject Inference in Credit Scoring," Papers 1904.11376, arXiv.org, revised Sep 2021.
    6. Jong Wook Lee & So Young Sohn, 2021. "Evaluating borrowers’ default risk with a spatial probit model reflecting the distance in their relational network," PLOS ONE, Public Library of Science, vol. 16(12), pages 1-11, December.
    7. Bo Kyeong Lee & So Young Sohn, 2017. "A Credit Scoring Model for SMEs Based on Accounting Ethics," Sustainability, MDPI, vol. 9(9), pages 1-15, September.
    8. M Parzen & S Lipsitz & R Metters & G Fitzmaurice, 2010. "Correlation when data are missing," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 61(6), pages 1049-1056, June.
    9. Ju, Yong Han & Sohn, So Young, 2014. "Updating a credit-scoring model based on new attributes without realization of actual data," European Journal of Operational Research, Elsevier, vol. 234(1), pages 119-126.

  5. T. F. Coleman & Y. Kim & Y. Li & M. Patron, 2007. "Robustly Hedging Variable Annuities With Guarantees Under Jump and Volatility Risks," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 74(2), pages 347-376, June.

    Cited by:

    1. Cui, Zhenyu & Kirkby, J. Lars & Nguyen, Duy, 2017. "Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic volatility models with jumps," Insurance: Mathematics and Economics, Elsevier, vol. 74(C), pages 46-62.
    2. Liang Hong, 2016. "On the choice between two delta-hedging strategies," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 39(1), pages 69-80, April.
    3. Alexandre Carbonneau, 2020. "Deep Hedging of Long-Term Financial Derivatives," Papers 2007.15128, arXiv.org.
    4. Wentao Hu & Cuixia Chen & Yufeng Shi & Ze Chen, 2022. "A Tail Measure With Variable Risk Tolerance: Application in Dynamic Portfolio Insurance Strategy," Methodology and Computing in Applied Probability, Springer, vol. 24(2), pages 831-874, June.
    5. Alexandre Carbonneau & Fr'ed'eric Godin, 2021. "Deep equal risk pricing of financial derivatives with non-translation invariant risk measures," Papers 2107.11340, arXiv.org.
    6. Ankirchner, Stefan & Schneider, Judith C. & Schweizer, Nikolaus, 2014. "Cross-hedging minimum return guarantees: Basis and liquidity risks," Journal of Economic Dynamics and Control, Elsevier, vol. 41(C), pages 93-109.
    7. Alexandre Carbonneau & Fr'ed'eric Godin, 2021. "Deep Equal Risk Pricing of Financial Derivatives with Multiple Hedging Instruments," Papers 2102.12694, arXiv.org.
    8. Bauer Jan, 2020. "Hedging of Variable Annuities under Basis Risk," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 14(2), pages 1-34, July.
    9. Olivier Le Courtois & François Quittard-Pinon & Xiaoshan Su, 2020. "Pricing and hedging defaultable participating contracts with regime switching and jump risk," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 43(1), pages 303-339, June.
    10. Consiglio, Andrea & De Giovanni, Domenico, 2007. "Pricing the Option to Surrender in Incomplete Markets," Finance Research Group Working Papers F-2007-02, University of Aarhus, Aarhus School of Business, Department of Business Studies.
    11. Hyounggun Song & Sung Kwon Han & Seung Hwan Jeong & Hee Soo Lee & Kyong Joo Oh, 2019. "Using Genetic Algorithms to Develop a Dynamic Guaranteed Option Hedge System," Sustainability, MDPI, vol. 11(15), pages 1-12, July.
    12. He, Junnan & Tang, Qihe & Zhang, Huan, 2016. "Risk reducers in convex order," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 80-88.
    13. Mahayni, Antje & Schoenmakers, John G.M., 2011. "Minimum return guarantees with fund switching rights—An optimal stopping problem," Journal of Economic Dynamics and Control, Elsevier, vol. 35(11), pages 1880-1897.
    14. Bernard Carole & Le Courtois Olivier, 2012. "Asset Risk Management of Participating Contracts," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 6(2), pages 1-23, June.
    15. Delong, Łukasz, 2014. "Pricing and hedging of variable annuities with state-dependent fees," Insurance: Mathematics and Economics, Elsevier, vol. 58(C), pages 24-33.
    16. Jeon, Junkee & Kwak, Minsuk, 2018. "Optimal surrender strategies and valuations of path-dependent guarantees in variable annuities," Insurance: Mathematics and Economics, Elsevier, vol. 83(C), pages 93-109.
    17. Liang Hong, 2018. "A Further Study of the Choice Between Two Hedging Strategies–the Continuous Case," Methodology and Computing in Applied Probability, Springer, vol. 20(4), pages 1189-1198, December.
    18. Ignatieva, Katja & Song, Andrew & Ziveyi, Jonathan, 2016. "Pricing and hedging of guaranteed minimum benefits under regime-switching and stochastic mortality," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 286-300.
    19. Consiglio, Andrea & Tumminello, Michele & Zenios, Stavros A., 2015. "Designing and pricing guarantee options in defined contribution pension plans," Insurance: Mathematics and Economics, Elsevier, vol. 65(C), pages 267-279.
    20. Feng, Runhuan & Yi, Bingji, 2019. "Quantitative modeling of risk management strategies: Stochastic reserving and hedging of variable annuity guaranteed benefits," Insurance: Mathematics and Economics, Elsevier, vol. 85(C), pages 60-73.
    21. Carbonneau, Alexandre, 2021. "Deep hedging of long-term financial derivatives," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 327-340.
    22. Kang, Boda & Ziveyi, Jonathan, 2018. "Optimal surrender of guaranteed minimum maturity benefits under stochastic volatility and interest rates," Insurance: Mathematics and Economics, Elsevier, vol. 79(C), pages 43-56.
    23. Abdou Kélani & François Quittard-Pinon, 2017. "Pricing and Hedging Variable Annuities in a Lévy Market: A Risk Management Perspective," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(1), pages 209-238, March.
    24. Pansera, Jérôme, 2012. "Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts," Insurance: Mathematics and Economics, Elsevier, vol. 50(1), pages 1-11.
    25. Antje Mahayni & Oliver Lubos & Sascha Offermann, 2021. "Minimum return rate guarantees under default risk: optimal design of quantile guarantees," Review of Managerial Science, Springer, vol. 15(7), pages 1821-1848, October.
    26. Bernard, Carole & Kwak, Minsuk, 2016. "Semi-static hedging of variable annuities," Insurance: Mathematics and Economics, Elsevier, vol. 67(C), pages 173-186.
    27. Hansjörg Albrecher & Philipp Mayer, 2010. "Semi-Static Hedging Strategies For Exotic Options," World Scientific Book Chapters, in: Rüdiger Kiesel & Matthias Scherer & Rudi Zagst (ed.), Alternative Investments And Strategies, chapter 14, pages 345-373, World Scientific Publishing Co. Pte. Ltd..

  6. Yoon, Seong-Min & Choi, J.S. & Kim, Y. & Kim, Kyungsik, 2006. "Phase transition of dynamical herd behaviors for Yen–Dollar exchange rates," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 359(C), pages 563-568.

    Cited by:

    1. Tiwari, Aviral Kumar & Albulescu, Claudiu Tiberiu & Yoon, Seong-Min, 2017. "A multifractal detrended fluctuation analysis of financial market efficiency: Comparison using Dow Jones sector ETF indices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 483(C), pages 182-192.

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