Jerim Kim

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Three-dimensional Gaussian product inequality with positive integer order moments	2024-11-09	Paper
Computation of powered option prices under a general model for underlying asset dynamics	2022-02-11	Paper
https://portal.mardi4nfdi.de/entity/Q5027046	2022-02-03	Paper
De Vylder and Goovaerts' conjecture on homogeneous risk models with equalized claim amounts	2021-11-19	Paper
A stochastic model of contagion with different individual types	2021-11-12	Paper
Analysis of a Markovian feedback queue with multi-class customers and its application to the weighted round-robin queue	2019-12-30	Paper
Pricing Asian options of discretely monitored geometric average in the regime‐switching model	2019-02-08	Paper
A lottery Blotto game with heterogeneous items of asymmetric valuations	2018-11-22	Paper
Pricing external barrier options in a regime-switching model	2018-08-13	Paper
Analysis of a Markovian feedback queue with multi-class customers	2018-02-22	Paper
\(\mathrm{G}/\mathrm{M}/1\) type structure of a risk model with general claim sizes in a Markovian environment	2017-06-16	Paper
Valuation of power options under Heston's stochastic volatility model	2016-09-28	Paper
A recursive method for discretely monitored geometric Asian option prices	2016-06-16	Paper
Iterative algorithm for the first passage time distribution in a jump-diffusion model with regime-switching, and its applications	2015-11-13	Paper
Pricing of power options under the regime-switching model	2014-11-05	Paper
Unfinished work for the queue under \(D\)-policy with incomplete information on service times	2014-08-07	Paper
Counterexamples to conjectures on discriminatory processor sharing and generalized processor sharing systems	2014-05-15	Paper
Waiting time distribution in the M/M/\(m\) retrial queue	2014-01-17	Paper
Catastrophe equity put options under stochastic volatility and catastrophe-dependent jumps	2013-11-14	Paper
\(M/PH/1\) queue with deterministic impatience time	2013-08-13	Paper
Tail asymptotics of the queue size distribution in the \(M/M/m\) retrial queue	2012-06-08	Paper
Regularly varying tail of the waiting time distribution in M/G/1 retrial queue	2010-10-14	Paper
Tail asymptotics for the queue size distribution in the \(MAP/G/1\) retrial queue	2010-09-20	Paper
Moments of the queue size distribution in the MAP/G/1 retrial queue	2010-01-25	Paper
Tail Asymptotics for the Queue Size Distribution in an M/G/1 Retrial Queue	2008-03-07	Paper

Research outcomes over time

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