Jae-Kyung Woo

Available identifiers

zbMath Open woo.jae-kyungMaRDI QIDQ659178

List of research outcomes

Publication	Date of Publication	Type
Finite-time ruin probabilities using bivariate Laguerre series	2023-03-13	Paper
Multivariate matrix-exponential affine mixtures and their applications in risk theory	2022-09-14	Paper
Remarks on a generalized inverse Gaussian type integral with applications	2022-06-21	Paper
A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process	2022-03-10	Paper
On the Class of Erlang Mixtures with Risk Theoretic Applications	2022-01-10	Paper
Authors’ Reply: On the Class of Erlang Mixtures with Risk Theoretic Applications - Discussion by Saralees Nadarajah	2022-01-10	Paper
Authors’ Reply: On the Class of Erlang Mixtures with Risk Theoretic Applications - Discussion by David C. M. Dickson; Howard R. Waters	2022-01-10	Paper
Multitype branching process with non-homogeneous Poisson and contagious Poisson immigration	2021-12-01	Paper
Bayesian credibility under a bivariate prior on the frequency and the severity of claims	2021-10-19	Paper
Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments	2020-08-03	Paper
Analysis of the infinite server queues with semi-Markovian multivariate discounted inputs	2020-03-26	Paper
Multitype branching process with nonhomogeneous Poisson and generalized Polya immigration	2019-09-09	Paper
On a multivariate renewal-reward process involving time delays and discounting: applications to IBNR processes and infinite server queues	2019-07-31	Paper
Discounted aggregate claim costs until ruin in the discrete-time renewal risk model	2019-04-26	Paper
Asymptotic correlation structure of discounted incurred but not reported claims under fractional Poisson arrival process	2019-03-12	Paper
A threshold-based risk process with a waiting period to pay dividends	2019-02-05	Paper
On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes	2018-07-11	Paper
A note on deficit analysis in dependency models involving Coxian claim amounts	2018-07-11	Paper
ON SOME PROPERTIES OF A CLASS OF MULTIVARIATE ERLANG MIXTURES WITH INSURANCE APPLICATIONS	2018-06-04	Paper
Surplus analysis of Sparre Andersen insurance risk processes	2018-01-22	Paper
Gerber-Shiu analysis with two-sided acceptable levels	2017-06-13	Paper
On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays	2016-12-13	Paper
Asymptotic analysis of risk quantities conditional on ruin for multidimensional heavy-tailed random walks	2014-09-22	Paper
On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency	2014-07-16	Paper
On the analysis of a general class of dependent risk processes	2014-04-10	Paper
A note on discounted compound renewal sums under dependency	2014-04-03	Paper
SOME DISTRIBUTIONAL PROPERTIES OF A CLASS OF COUNTING DISTRIBUTIONS WITH CLAIMS ANALYSIS APPLICATIONS	2014-02-27	Paper
A generalized penalty function for a class of discrete renewal processes	2013-12-13	Paper
On orderings and bounds in a generalized Sparre Andersen risk model	2013-11-15	Paper
Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models	2012-02-10	Paper
Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts	2012-02-10	Paper
Moment generating functions of compound renewal sums with discounted claims	2011-11-26	Paper
Refinements of two-sided bounds for renewal equations	2011-08-01	Paper
Some Remarks on Delayed Renewal Risk Models	2010-06-21	Paper

Research outcomes over time

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