Bangwon Ko

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
On the mixtures of length-biased Weibull distributions for loss severity modeling	2022-04-27	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	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	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	2022-01-10	Paper
“Stochastic Annuities,” Daniel Dufresne, January 2007	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	2019-02-21	Paper
Valuing equity-indexed annuities with icicled barrier options	2018-08-14	Paper
On the discounted \(K\)th moment of the deficit at ruin in the delayed renewal risk model	2018-07-23	Paper
A note on weighted infinite sums of dependent regularly varying tailed random variables	2017-08-16	Paper
On survival assumptions between integer ages in the theory of competing risks	2016-11-01	Paper
On multivariate countermonotonic copulas and their actuarial application	2016-10-10	Paper
Pricing guaranteed minimum death benefit contracts under the phase-type law of mortality	2015-10-20	Paper
Pricing maturity guarantee under a refracted Brownian motion	2013-11-27	Paper
Pricing maturity guarantee with dynamic withdrawal benefit	2012-02-10	Paper
A Note on Nonparametric Estimation of the CTE	2009-12-22	Paper
Sums of Dependent Nonnegative Random Variables with Subexponential Tails	2008-04-30	Paper

Research outcomes over time

Doctoral students

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