The following pages link to Bangwon Ko (Q323614):
Displaying 17 items.
- On multivariate countermonotonic copulas and their actuarial application (Q323616) (← links)
- On survival assumptions between integer ages in the theory of competing risks (Q334849) (← links)
- Pricing maturity guarantee under a refracted Brownian motion (Q384225) (← links)
- Pricing maturity guarantee with dynamic withdrawal benefit (Q661240) (← links)
- On the discounted \(K\)th moment of the deficit at ruin in the delayed renewal risk model (Q722290) (← links)
- Pricing guaranteed minimum death benefit contracts under the phase-type law of mortality (Q748243) (← links)
- Valuing equity-indexed annuities with icicled barrier options (Q1657865) (← links)
- Construction of multiple decrement tables under generalized fractional age assumptions (Q1727898) (← links)
- On the mixtures of length-biased Weibull distributions for loss severity modeling (Q2131911) (← links)
- A note on weighted infinite sums of dependent regularly varying tailed random variables (Q2398402) (← links)
- A Note on Nonparametric Estimation of the CTE (Q3653517) (← links)
- ”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 (Q5019734) (← links)
- ”The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion“, Yi Lu and Cary Chi-Liang Tsai, April 2007 (Q5019737) (← links)
- “The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model”, Jiandong Ren, July 2007 (Q5019752) (← links)
- “Stochastic Annuities,” Daniel Dufresne, January 2007 (Q5019755) (← links)
- ON THE STRUCTURAL CHANGE OF THE LEE-CARTER MODEL AND ITS ACTUARIAL APPLICATION (Q5205251) (← links)
- Sums of Dependent Nonnegative Random Variables with Subexponential Tails (Q5459910) (← links)
