Bangwon Ko

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
On the mixtures of length-biased Weibull distributions for loss severity modeling Journal of the Korean Statistical Society	2022-04-27	Paper
“Stochastic Annuities,” Daniel Dufresne, January 2007 North American Actuarial Journal	2022-01-10	Paper
“The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model”, Jiandong Ren, July 2007 North American Actuarial Journal	2022-01-10	Paper
”On the Gerber-Shiu Discounted Penalty Function for the Ordinary Renewal Risk Model with Constant Interest“, Rong Wu; Yuhua Lu and Ying Fang, April 2007 North American Actuarial Journal	2022-01-10	Paper
”The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion“, Yi Lu and Cary Chi-Liang Tsai, April 2007 North American Actuarial Journal	2022-01-10	Paper
On the structural change of the Lee-Carter model and its actuarial application	2019-12-10	Paper
Construction of multiple decrement tables under generalized fractional age assumptions Computational Statistics and Data Analysis	2019-02-21	Paper
Valuing equity-indexed annuities with icicled barrier options Journal of the Korean Statistical Society	2018-08-14	Paper
On the discounted \(K\)th moment of the deficit at ruin in the delayed renewal risk model Lobachevskii Journal of Mathematics	2018-07-23	Paper
A note on weighted infinite sums of dependent regularly varying tailed random variables Journal of the Korean Statistical Society	2017-08-16	Paper
On survival assumptions between integer ages in the theory of competing risks Journal of the Korean Statistical Society	2016-11-01	Paper
On multivariate countermonotonic copulas and their actuarial application Lobachevskii Journal of Mathematics	2016-10-10	Paper
Pricing guaranteed minimum death benefit contracts under the phase-type law of mortality Lobachevskii Journal of Mathematics	2015-10-20	Paper
Pricing maturity guarantee under a refracted Brownian motion Lobachevskii Journal of Mathematics	2013-11-27	Paper
Pricing maturity guarantee with dynamic withdrawal benefit Insurance Mathematics & Economics	2012-02-10	Paper
A Note on Nonparametric Estimation of the CTE ASTIN Bulletin	2009-12-22	Paper
Sums of Dependent Nonnegative Random Variables with Subexponential Tails Journal of Applied Probability	2008-04-30	Paper

Research outcomes over time

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