Sunggon Kim
University of Seoul
Sunggon Kim received B.S., M.S., and Ph. D. degrees in Mathematics from POSTECH (Pohang University of Science and Technology), Pohang, Republic of Korea, in 1996, 1998 and 2001, respectively. From 2001 to 2004, he was a post doc. fellow and a research professor at CNR Lab in Division of Electrical Engineering, Department of Electrical and Computer Science , KAIST , Deajeon. He was a researcher in Statistical Research Center for Complex Systems at Seoul National University, Seoul in 2004. In Dec. 2004, he joined the Dept. of Information and Statistics , Gyeongsang National University , Jinju as a faculty member. Now, he is a full professor in the Dept. of Statistics , Univ. of Seoul. His research interest is stochastic modeling: finance, queueing theory, probabilistic and statistical methods for communication networks.
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Articles by Sunggon Kim
Portfolio credit risk model with extremal dependence of defaults and random recovery
This paper proposes a portfolio credit risk model with random recovery rates.