Jae-Kyung Woo

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Person:659178

Available identifiers

zbMath Open woo.jae-kyungMaRDI QIDQ659178

List of research outcomes





PublicationDate of PublicationType
Finite-time ruin probabilities using bivariate Laguerre series2023-03-13Paper
Multivariate matrix-exponential affine mixtures and their applications in risk theory2022-09-14Paper
Remarks on a generalized inverse Gaussian type integral with applications2022-06-21Paper
A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process2022-03-10Paper
On the Class of Erlang Mixtures with Risk Theoretic Applications2022-01-10Paper
Authors’ Reply: On the Class of Erlang Mixtures with Risk Theoretic Applications - Discussion by Saralees Nadarajah2022-01-10Paper
Authors’ Reply: On the Class of Erlang Mixtures with Risk Theoretic Applications - Discussion by David C. M. Dickson; Howard R. Waters2022-01-10Paper
Multitype branching process with non-homogeneous Poisson and contagious Poisson immigration2021-12-01Paper
Bayesian credibility under a bivariate prior on the frequency and the severity of claims2021-10-19Paper
Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments2020-08-03Paper
Analysis of the infinite server queues with semi-Markovian multivariate discounted inputs2020-03-26Paper
Multitype branching process with nonhomogeneous Poisson and generalized Polya immigration2019-09-09Paper
On a multivariate renewal-reward process involving time delays and discounting: applications to IBNR processes and infinite server queues2019-07-31Paper
Discounted aggregate claim costs until ruin in the discrete-time renewal risk model2019-04-26Paper
Asymptotic correlation structure of discounted incurred but not reported claims under fractional Poisson arrival process2019-03-12Paper
A threshold-based risk process with a waiting period to pay dividends2019-02-05Paper
On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes2018-07-11Paper
A note on deficit analysis in dependency models involving Coxian claim amounts2018-07-11Paper
ON SOME PROPERTIES OF A CLASS OF MULTIVARIATE ERLANG MIXTURES WITH INSURANCE APPLICATIONS2018-06-04Paper
Surplus analysis of Sparre Andersen insurance risk processes2018-01-22Paper
Gerber-Shiu analysis with two-sided acceptable levels2017-06-13Paper
On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays2016-12-13Paper
Asymptotic analysis of risk quantities conditional on ruin for multidimensional heavy-tailed random walks2014-09-22Paper
On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency2014-07-16Paper
On the analysis of a general class of dependent risk processes2014-04-10Paper
A note on discounted compound renewal sums under dependency2014-04-03Paper
SOME DISTRIBUTIONAL PROPERTIES OF A CLASS OF COUNTING DISTRIBUTIONS WITH CLAIMS ANALYSIS APPLICATIONS2014-02-27Paper
A generalized penalty function for a class of discrete renewal processes2013-12-13Paper
On orderings and bounds in a generalized Sparre Andersen risk model2013-11-15Paper
Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models2012-02-10Paper
Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts2012-02-10Paper
Moment generating functions of compound renewal sums with discounted claims2011-11-26Paper
Refinements of two-sided bounds for renewal equations2011-08-01Paper
Some Remarks on Delayed Renewal Risk Models2010-06-21Paper

Research outcomes over time

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