The following pages link to Jae-Kyung Woo (Q659178):
Displaying 33 items.
- Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts (Q659179) (← links)
- Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models (Q659190) (← links)
- Asymptotic correlation structure of discounted incurred but not reported claims under fractional Poisson arrival process (Q666972) (← links)
- Surplus analysis of Sparre Andersen insurance risk processes (Q680027) (← links)
- Asymptotic analysis of risk quantities conditional on ruin for multidimensional heavy-tailed random walks (Q743132) (← links)
- Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments (Q784387) (← links)
- A threshold-based risk process with a waiting period to pay dividends (Q1717028) (← links)
- Discounted aggregate claim costs until ruin in the discrete-time renewal risk model (Q1739342) (← links)
- Remarks on a generalized inverse Gaussian type integral with applications (Q2148080) (← links)
- Multivariate matrix-exponential affine mixtures and their applications in risk theory (Q2172057) (← links)
- Bayesian credibility under a bivariate prior on the frequency and the severity of claims (Q2234765) (← links)
- On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency (Q2252284) (← links)
- Refinements of two-sided bounds for renewal equations (Q2276218) (← links)
- Analysis of the infinite server queues with semi-Markovian multivariate discounted inputs (Q2306746) (← links)
- On a multivariate renewal-reward process involving time delays and discounting: applications to IBNR processes and infinite server queues (Q2315072) (← links)
- Gerber-Shiu analysis with two-sided acceptable levels (Q2357427) (← links)
- A note on discounted compound renewal sums under dependency (Q2442513) (← links)
- On the analysis of a general class of dependent risk processes (Q2444713) (← links)
- On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays (Q2520463) (← links)
- A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process (Q2670126) (← links)
- On orderings and bounds in a generalized Sparre Andersen risk model (Q2862420) (← links)
- A generalized penalty function for a class of discrete renewal processes (Q2866302) (← links)
- Some Remarks on Delayed Renewal Risk Models (Q3569711) (← links)
- ON SOME PROPERTIES OF A CLASS OF MULTIVARIATE ERLANG MIXTURES WITH INSURANCE APPLICATIONS (Q4563733) (← links)
- A note on deficit analysis in dependency models involving Coxian claim amounts (Q4576861) (← links)
- On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes (Q4576958) (← links)
- Multitype branching process with non-homogeneous Poisson and contagious Poisson immigration (Q5014306) (← links)
- On the Class of Erlang Mixtures with Risk Theoretic Applications (Q5019730) (← links)
- Authors’ Reply: On the Class of Erlang Mixtures with Risk Theoretic Applications - Discussion by David C. M. Dickson; Howard R. Waters (Q5019732) (← links)
- Authors’ Reply: On the Class of Erlang Mixtures with Risk Theoretic Applications - Discussion by Saralees Nadarajah (Q5019775) (← links)
- SOME DISTRIBUTIONAL PROPERTIES OF A CLASS OF COUNTING DISTRIBUTIONS WITH CLAIMS ANALYSIS APPLICATIONS (Q5398349) (← links)
- Finite-time ruin probabilities using bivariate Laguerre series (Q5881715) (← links)
- Moment generating functions of compound renewal sums with discounted claims (Q5894382) (← links)
