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Hangsuck Lee

Observed name: Hang-Suck Lee
ORCID: 0000-0003-4749-803X
Observed ORCID: 0000-0003-4749-803X
OpenAlex ID: A5032645829
Pricing equity-indexed annuities with path-dependent options
2003 · Hangsuck Lee · Insurance Mathematics and Economics · 80
Valuing step barrier options and their icicled variations
2018 · Hangsuck Lee, Bangwon Ko, et al. · The North American Journal of Economics and Finance · 20
Multi‐step reflection principle and barrier options
2022 · Hangsuck Lee, Gaeun Lee, et al. · Journal of Futures Markets · 18
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Generalizing the reflection principle of Brownian motion, and closed-form pricing of barrier options and autocallable investments
2019 · Hangsuck Lee, Soohan Ahn, et al. · The North American Journal of Economics and Finance · 12
Integration of traditional and telematics data for efficient insurance claims prediction
2024 · Hashan Peiris, Himchan Jeong, et al. · Astin Bulletin · 11
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Valuing equity-indexed annuities with icicled barrier options
2018 · Hangsuck Lee, Bangwon Ko · Journal of the Korean Statistical Society · 11
Multi-step double barrier options
2021 · Hangsuck Lee, Himchan Jeong, et al. · Finance research letters · 10
Valuation of piecewise linear barrier options
2021 · Hangsuck Lee, Hongjun Ha, et al. · The North American Journal of Economics and Finance · 9
Valuing lookback options with barrier
2022 · Hangsuck Lee, Eunchae Kim, et al. · The North American Journal of Economics and Finance · 8
Optimal insurance under moral hazard in loss reduction
2022 · Hangsuck Lee, Minha Lee, et al. · The North American Journal of Economics and Finance · 7
Piecewise linear double barrier options
2021 · Hangsuck Lee, Hongjun Ha, et al. · Journal of Futures Markets · 7
Pricing two-asset alternating barrier options with icicles and their variations
2020 · Hangsuck Lee, Eunchae Kim, et al. · Journal of the Korean Statistical Society · 7
An actuarial structure of income replacement ratio in pensions and individual annuity
2013 · Jeonglim Han, Hangsuck Lee · Journal of the Korean Data and Information Science Society · 7
Partial quanto lookback options
2023 · Hangsuck Lee, Hongjun Ha, et al. · The North American Journal of Economics and Finance · 6
Multi-step barrier products and static hedging
2022 · Hangsuck Lee, Yang Ho Choi, et al. · The North American Journal of Economics and Finance · 6
Risk-adjusted valuation in the worker's economic decision making
2021 · Hangsuck Lee, Doojin Ryu, et al. · Finance research letters · 6
A semi-analytic valuation of two-asset barrier options and autocallable products using Brownian bridge
2022 · Hangsuck Lee, Minha Lee, et al. · The North American Journal of Economics and Finance · 5
Foreign equity lookback options with guarantees
2022 · Hangsuck Lee, Hongjun Ha, et al. · Finance research letters · 5
Multi-step double barrier options under time-varying interest rates
2025 · Hangsuck Lee, Yisub Kye, et al. · The North American Journal of Economics and Finance · 4
Valuing three-asset barrier options and autocallable products via exit probabilities of Brownian bridge
2024 · Hangsuck Lee, Hongjun Ha, et al. · The North American Journal of Economics and Finance · 4
Pricing first-touch digitals with a multi-step double boundary and American barrier options
2023 · Hangsuck Lee, Hongjun Ha, et al. · Finance research letters · 4
Pricing multi-step double barrier options by the efficient non-crossing probability
2023 · Hangsuck Lee, Hongjun Ha, et al. · Finance research letters · 4
Insurance-Adjusted Valuation, Decision Making, and Capital Return
2022 · Hangsuck Lee, Doojin Ryu, et al. · International Review of Financial Analysis · 4
Construction of multiple decrement tables under generalized fractional age assumptions
2018 · Hangsuck Lee, Jae Youn Ahn, et al. · Computational Statistics & Data Analysis · 4
The estimation of lifetime income replacement rates
2014 · Seunghee Shin, Hyunsub Son, et al. · Journal of the Korean Data and Information Science Society · 4
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Works count: 108
Citation count: 327
H-index: 8
I10-index: 7
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