Pilsun Choi

Korea Deposit Insurance Corporation

Da-dong 33, Chung-gu

Seoul, 100-180

United States

SCHOLARLY PAPERS

2

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14

SSRN CITATIONS

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Scholarly Papers (2)

1.

주가를 이용한 은행산업의 위험 추정 (Estimating the Risk in the Banking Industry)

Financial Stability Studies, Vol. 6, No. 1, Korea Deposit Insurance Corporation(KDIC), 2005, pp. 1-35 .
Number of pages: 35 Posted: 19 Aug 2017 Last Revised: 10 Jan 2019
Pilsun Choi
Korea Deposit Insurance Corporation
Downloads 12 (574,699)

Abstract:

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은행파산, 결합부도확률, 손실분포, 조기경보모형, Bank Failure, Joint Default Probability, Loss Distribution, Early-Warning Model

2.

A Comparison of Conditional and Unconditional Approaches in Value-at-Risk Estimation

Japanese Economic Review, Vol. 62, Issue 1, pp. 99-115, 2011
Number of pages: 17 Posted: 09 Mar 2011
Pilsun Choi and Insik Min
Korea Deposit Insurance Corporation and Texas A&M University
Downloads 2 (644,842)
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Abstract:

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C16, C22, G11