The following pages link to Ji-Wook Jang (Q1424704):
Displaying 17 items.
- (Q495517) (redirect page) (← links)
- Jump diffusion transition intensities in life insurance and disability annuity (Q495519) (← links)
- Pricing basket default swaps in a tractable shot noise model (Q553040) (← links)
- A risk model with renewal shot-noise Cox process (Q896743) (← links)
- Jump diffusion processes and their applications in insurance and finance (Q997083) (← links)
- The distribution of the interval between events of a Cox process with shot noise intensity (Q1009401) (← links)
- Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity (Q1424705) (← links)
- Arbitrage-free premium calculation for extreme losses using the shot noise process and the Esscher transform (Q1888898) (← links)
- A bivariate shot noise self-exciting process for insurance (Q2015619) (← links)
- Cyber risk frequency, severity and insurance viability (Q2172032) (← links)
- Transform approach for discounted aggregate claims in a risk model with descendant claims (Q2212272) (← links)
- A MULTIVARIATE JUMP DIFFUSION PROCESS FOR COUNTERPARTY RISK IN CDS RATES (Q3192914) (← links)
- CATASTROPHE INSURANCE DERIVATIVES PRICING USING A COX PROCESS WITH JUMP DIFFUSION CIR INTENSITY (Q4555851) (← links)
- Moments of renewal shot-noise processes and their applications (Q4562034) (← links)
- Kalman-Bucy Filtering for Linear Systems Driven by the Cox Process with Shot Noise Intensity and Its Application to the Pricing of Reinsurance Contracts (Q5312843) (← links)
- Capital Allocation for a Sum of Dependent Compound Mixed Poisson Variables: A Recursive Algorithm Approach (Q5742901) (← links)
- A Cox model for gradually disappearing events (Q6104957) (← links)
