Bonsoo Koo

Monash Health — Australia

Economics, Econometrics and Finance · Social Sciences

8h-index811citations51works2.12yr avg
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Research Topics

Stochastic processes and financial applications(12), Financial Risk and Volatility Modeling(12), Insurance, Mortality, Demography, Risk Management(11), Monetary Policy and Economic Impact(9), Complex Systems and Time Series Analysis(9)

Publications51 total

Disentangling Structural Breaks in Factor Models for Macroeconomic Data
Journal of Business and Economic Statistics·2025Open Access
Competitive insurance pricing in a duopoly
European Journal of Operational Research·2025
3D LiDAR-Based Object Tracking and Classification System for Safe Urban Air Mobility
Journal of the Korean Society for Aeronautical & Space Sciences·2025
Late to the Party or Insider Trading? Exploring Channels for the Rise of Volatility Before News *
SSRN Electronic Journal·2025Open Access
REN: Regularization Ensemble for Robust Portfolio Optimization
2024Open Access
Optimal premium pricing in a competitive stochastic insurance market with incomplete information: A Bayesian game-theoretic approach
Insurance Mathematics and Economics·2024· 5 cited
Loss-Based Variational Bayes Prediction
Journal of Computational and Graphical Statistics·2024· 8 citedOpen Access
Nonlinear dynamics of Kimchi premium
Economic Modelling·2024· 5 citedOpen Access
Competitive insurance pricing in a duopoly
SSRN Electronic Journal·2024· 1 citedOpen Access
Optimal Premium Pricing in a Competitive Stochastic Insurance Market with Incomplete Information: A Bayesian Game-theoretic Approach
SSRN Electronic Journal·2023· 1 citedOpen Access
Disentangling Structural Breaks in High Dimensional Factor Models
SSRN Electronic Journal·2023· 1 citedOpen Access
What Impulse Response Do Instrumental Variables Identify?
arXiv (Cornell University)·2022Open Access
Using the pension multiple to measure retirement outcomes
Finance research letters·2022· 2 cited
ycevo: Nonparametric Estimation of the Yield Curve Evolution
2022Open Access
A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction
RePEc: Research Papers in Economics·2022· 28 citedOpen Access
Indirect Inference for Locally Stationary Models
Monash University Research Portal (Monash University)·2022Open Access
What Impulse Response Do Instrumental Variables Identify?
SSRN Electronic Journal·2022· 1 citedOpen Access
Novel Utility-based Life Cycle Models to Optimise Income in Retirement in the Presence of Heterogeneous Preferences
RePEc: Research Papers in Economics·2022Open Access
Novel utility-based life cycle models to optimise income in retirement
European Journal of Operational Research·2021· 11 citedOpen Access
Pricing in a competitive stochastic insurance market
Insurance Mathematics and Economics·2021· 8 citedOpen Access
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Frequent Co-authors

Athanasios A. Pantelous(10), Oliver Linton(7), Myung Hwan Seo(6), Colin O’Hare(5), Yunxiao Wang(5), David T. Frazier(5), Fotios Mourdoukoutas(5), Tim J. Boonen(5), Peter Toscas(5), Zili Zhu(4), Christoph Bergmeir(3), Rob J. Hyndman(3), Oliver B. Linton(3), Davide La Vecchia(3), Zijun Liu(3), Heather M. Anderson(2), Chen Wen(2), Nicolas Langrené(2), Yangzhuoran Fin Yang(2), Aaron Minney(2)