Kyoung-Kuk Kim

According to our database, Kyoung-Kuk Kim authored at least 18 papers between 2008 and 2022.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2022

Constructing a personalized recommender system for life insurance products with machine-learning techniques.

Hyeongwoo Kong, Wonje Yun, Weonyoung Joo, Ju-Hyun Kim, Kyoung-Kuk Kim, Il-Chul Moon, Woo Chang Kim

Intell. Syst. Account. Finance Manag., 2022

Balancing risk: Generation expansion planning under climate mitigation scenarios.

Dowon Kim, Heelang Ryu, Jiwoong Lee, Kyoung-Kuk Kim

Eur. J. Oper. Res., 2022

Selection of the Most Probable Best.

Taeho Kim, Kyoung-Kuk Kim, Eunhye Song

CoRR, 2022

2021

Selection of the Most Probable Best Under Input Uncertainty.

Kyoung-Kuk Kim, Taeho Kim, Eunhye Song

Proceedings of the Winter Simulation Conference, 2021

2020

Small-Time smile for the multifactor volatility heston model.

Dohyun Ahn, Kyoung-Kuk Kim, Younghoon Kim

J. Appl. Probab., 2020

2019

Optimal intervention under stress scenarios: A case of the Korean financial system.

Dohyun Ahn, Kyoung-Kuk Kim

Oper. Res. Lett., 2019

2018

Efficient Simulation for Expectations over the Union of Half-Spaces.

Dohyun Ahn, Kyoung-Kuk Kim

ACM Trans. Model. Comput. Simul., 2018

2016

Computing lower bounds on basket option prices by discretizing semi-infinite linear programming.

Hyunseok Cho, Kyoung-Kuk Kim, Kyungsik Lee

Optim. Lett., 2016

Simulation of Tempered Stable Lévy Bridges and Its Applications.

Kyoung-Kuk Kim, Sojung Kim

Oper. Res., 2016

Efficient VaR and CVaR Measurement via Stochastic Kriging.

Xi Chen, Kyoung-Kuk Kim

INFORMS J. Comput., 2016

2015

R&D outsourcing in an innovation-driven supply chain.

Kyoung-Kuk Kim, Michael K. Lim

Oper. Res. Lett., 2015

2014

Stochastic kriging with biased sample estimates.

Xi Chen, Kyoung-Kuk Kim

ACM Trans. Model. Comput. Simul., 2014

Transferring and sharing exchange-rate risk in a risk-averse supply chain of a multinational firm.

Kyoung-Kuk Kim, Kun Soo Park

Eur. J. Oper. Res., 2014

2013

Building metamodels for quantile-based measures using sectioning.

Xi Chen, Kyoung-Kuk Kim

Proceedings of the Winter Simulations Conference: Simulation Making Decisions in a Complex World, 2013

2012

Denoising Monte Carlo sensitivity estimates.

Wanmo Kang, Kyoung-Kuk Kim, Hayong Shin

Oper. Res. Lett., 2012

Stochastic kriging for conditional value-at-risk and its sensitivities.

Xi Chen, Barry L. Nelson, Kyoung-Kuk Kim

Proceedings of the Winter Simulation Conference, 2012

2011

Gamma expansion of the Heston stochastic volatility model.

Paul Glasserman, Kyoung-Kuk Kim

Finance Stochastics, 2011

2008

Beta approximations for bridge sampling.

Paul Glasserman, Kyoung-Kuk Kim

Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, 2008