Changki Kim

Korea University Business School (KUBS)

Professor

145 Anam-ro

Seongbuk-Gu

Seoul , Seoul 02841

Korea, Republic of (South Korea)

http://biz.korea.ac.kr/professor/changki-kim

  • Korea University Business School (KUBS)

    • Email
    • Tel: 82.2.3290.2628
SCHOLARLY PAPERS

17

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Scholarly Papers (17)

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1.

Securitization of Motor Insurance Loss Rate Risks

Number of pages: 30 Posted: 21 May 2008
Changki Kim
Korea University Business School (KUBS)
Downloads 324 (144,760)

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Securitization, Risk Transfer, Motor Insurance Loss Rates, CDOs

2.

Deterministic Asset Liability Management with Geometric Interpretations

UNSW Australian School of Business Research Paper No. 2009ACTL11
Number of pages: 20 Posted: 01 Nov 2009 Last Revised: 04 Nov 2009
Changki Kim
Korea University Business School (KUBS)
Downloads 290 (162,594)

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asset liability management, interest rate risks, immunization strategy, cash flow matching

3.

The Impacts of Guaranteed Minimum Death Benefit Options on the Profit Margins of Unit Linked Products

UNSW Australian School of Business Research Paper No. 2008ACTL19
Number of pages: 15 Posted: 17 Dec 2008
Changki Kim
Korea University Business School (KUBS)
Downloads 203 (230,226)

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Profit testing, Unit linked products, Guaranteed minimum death benefit (GMDB) Options

4.

A Way of Managing Weather Risks Considering Apparel Consumer Behaviors

Number of pages: 23 Posted: 14 Aug 2011
Changhui Choi, Eyunghee Kim and Changki Kim
Korea Insurance Research Institute, Korea University Business School (KUBS) and Korea University Business School (KUBS)
Downloads 178 (258,557)
Citation 1

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Clothing Industry, Weather Risk, Customer Behavior, Risk Management, News Boy Model, Optimal Demand

5.

Securitization of Longevity Risks Using Percentile Tranche Methods

UNSW Australian School of Business Research Paper No. 2009ACTL02
Number of pages: 26 Posted: 26 Feb 2009
Changki Kim and Yangho Choi
Korea University Business School (KUBS) and University of Connecticut - Department of Mathematics
Downloads 165 (275,994)
Citation 2

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Securitization, Risk Transfer, Survivor Bonds, Longevity Risks, Percentile Tranches.

6.

Motor Insurance Loss Rate Options and Swaps

UNSW Australian School of Business Research Paper No. 2009ACTL03
Number of pages: 25 Posted: 26 Feb 2009
Changki Kim and Taehan Bae
Korea University Business School (KUBS) and affiliation not provided to SSRN
Downloads 165 (275,994)

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Securitization, Risk Transfer, Ratchet option, Swaps, Motor Insurance Loss Rates

7.

Motor Insurance Linked Securities: An Area of Financial Innovation

UNSW Australian School of Business Research Paper No. 2010ACTL07
Number of pages: 19 Posted: 23 Jul 2010
Taehan Bae and Changki Kim
affiliation not provided to SSRN and Korea University Business School (KUBS)
Downloads 161 (281,686)

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Securitization, Risk Transfer, Motor Insurance Loss Rates

8.

Post-Merger and Acquisition Performance and Risk Factors: An International Study

The Journal of Risk Management, 31(3):29-66, https://doi.org/10.21480/tjrm.31.3.202009.002
Number of pages: 38 Posted: 23 Jun 2020 Last Revised: 10 Oct 2022
Ephraim Kwashie Thompson and Changki Kim
Seoul National University of Science and Technology and Korea University Business School (KUBS)
Downloads 147 (303,618)

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Post-M&A Performance, Probability of Default, Performance-induced Delisting

9.

On Consumer Behaviors in Korean Variable Insurance Market

Number of pages: 23 Posted: 01 Aug 2011
Changki Kim and Eyunghee Kim
Korea University Business School (KUBS) and Korea University Business School (KUBS)
Downloads 105 (389,315)

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Variable insurance, Customer behavior, Risk averse, Stock market, Fund management

10.

Farmland Backed Annuities: A New Shelter for Aged Farmers

Number of pages: 27 Posted: 02 May 2011
Changki Kim, Eyunghee Kim and Seungyoung Jeong
Korea University Business School (KUBS), Korea University Business School (KUBS) and affiliation not provided to SSRN
Downloads 105 (389,315)

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Farmland, Annuities, Longevity Risk, Aged Farmers, Reverse Mortgage

11.

The Effect of Information Asymmetry on the Method of Payment and Post-M&A Involuntary Delisting

Asia-Pacific Journal of Business, 11(3):1-20, https://doi.org/10.32599/apjb.11.3.202009.1
Number of pages: 32 Posted: 22 Feb 2021 Last Revised: 10 Oct 2022
Ephraim Kwashie Thompson and Changki Kim
Seoul National University of Science and Technology and Korea University Business School (KUBS)
Downloads 99 (405,105)

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Information Asymmetry, Involuntary Delisting, Method of Payment

12.

The Motivations and the Disclosure Effects of Parent: Subsidiary Mergers in Korea

UNSW Australian School of Business Research Paper No. 2009ACTL10
Number of pages: 22 Posted: 01 Oct 2009
Changki Kim, Kyung-shik Cho and Heonyong Jung
Korea University Business School (KUBS), affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 94 (419,181)

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Parent-subsidiary mergers, Merger motivations, Cumulative average abnormal returns (CAAR)

13.

Post-M&A Performance and Failure: Implications of Time Until Deal Completion

Sustainability, 12(7):2999, https://doi.org/10.3390/su12072999
Number of pages: 31 Posted: 23 Jun 2020 Last Revised: 10 Oct 2022
Ephraim Kwashie Thompson and Changki Kim
Seoul National University of Science and Technology and Korea University Business School (KUBS)
Downloads 62 (530,386)
Citation 1

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M&A performance, M&A failure, time until deal completion, due diligence hypothesis, overdue hypothesis

14.

Information Asymmetry, Time until Deal Completion and Post-M&A Performance

Journal of Derivatives and Quantitative Studies: Seonmul yeongu, 28(3):123-140, https://doi.org/10.1108/JDQS-06-2020-0014
Number of pages: 26 Posted: 15 Sep 2020 Last Revised: 10 Oct 2022
Ephraim Kwashie Thompson and Changki Kim
Seoul National University of Science and Technology and Korea University Business School (KUBS)
Downloads 36 (663,240)

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M&A performance, time until deal completion, due diligence hypothesis, overdue hypothesis, information asymmetry

15.

Insurance Transactions through Blockchain Applications: Current Status and Implications for the Domestic Insurance Industry (블록체인 어플리케이션을 통한 보험 거래 - 국내 보험 산업의 현황과 시사점) -

Crisisonomy, 17(11):137-156 (2021), https://doi.org/10.14251/crisisonomy.2021.17.11.137
Posted: 20 Apr 2022 Last Revised: 06 Oct 2022
Seonhyeon Kim, Ephraim Kwashie Thompson and Changki Kim
Korea University Business School (KUBS), Seoul National University of Science and Technology and Korea University Business School (KUBS)

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insurance transactions, general agency, information asymmetry, blockchain, blockchain application

16.

Net Contribution, Liquidity, and Optimal Pension Management

Jounal of Risk and Insurance, Forthcoming
Posted: 25 Aug 2013 Last Revised: 13 Oct 2020
Changhui Choi, Bong-Gyu Jang, Changki Kim, Sang-youn Roh and Sang-youn Roh
Korea Insurance Research Institute, Pohang University of Science and Technology (POSTECH), Korea University Business School (KUBS) and KBIZ, Investment Management DivisionKorea Federation of SMEs, Investment Management Division

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transaction cost, asset allocation, pension management, net contribution, liquidity

17.

Psychological Barriers and Option Pricing

Journal of Futures Markets, Forthcoming
Posted: 23 Jul 2012 Last Revised: 24 Oct 2013
Bong-Gyu Jang, Changki Kim, Kyeong Tae Kim, Seungkyu Lee and Dong-Hoon Shin
Pohang University of Science and Technology (POSTECH), Korea University Business School (KUBS), POSTECH, Pohang University of Science and Technology (POSTECH) - Department of Industrial and Management Engineering and Korea University

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psychological barrier, option pricing, complete market, threshold model, regime switch, delta hedge

Other Papers (1)

Total Downloads: 86
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1.

Telehealth and Insurance Industry

The Journal of Risk Management, 32(3):105-145, https://doi.org/10.21480/tjrm.32.3.202109.004
Number of pages: 42 Posted: 05 Oct 2021 Last Revised: 06 Dec 2022
Ephraim Kwashie Thompson, Seonhyeon Kim and Changki Kim
Seoul National University of Science and Technology, Korea University Business School (KUBS) and Korea University Business School (KUBS)
Downloads 86 (488,096)

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Telehealth, Insurance, Home based e-health, Moral hazard, Over-treatment, Medical shopping, Health utilization rate, Mortality rate