Yonghee Lee
University of Seoul
Yonghee Lee received his B.S., and M.S., in Statistics from Seoul National University, South Korea in 1992 and a Ph. D. from University of Wisconsin-Madison, WI., USA in 2002. From 2002 to 2005, he had worked in STATPLUS and Forest Research Laboratory in USA as a senior statistician for drug development and medical research. From 2005, he joined Ewha Womens University in Seoul, South Korea as an assistant professor. In 2008 he moved to the Dept. of Statistics in University of Seoul and now he is a full professor. His main research interest is statistical inference and computational methods on Linear Mixed Effect Model. He is also interested in developing statistical methods for drug development and rare event simulation.
Follow Yonghee
Articles by Yonghee Lee
Portfolio credit risk model with extremal dependence of defaults and random recovery
This paper proposes a portfolio credit risk model with random recovery rates.