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Items where Author is "Jang, Jiwook"

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Number of items: 5.

Article

Jang, Jiwook, Dassios, Angelos and Zhao, Hongbiao (2018) Moments of renewal shot-noise processes and their applications. Scandinavian Actuarial Journal (8). pp. 727-752. ISSN 0346-1238

Dassios, Angelos, Jang, Jiwook and Zhao, Hongbiao (2015) A risk model with renewal shot-noise Cox process. Insurance: Mathematics and Economics, 65. pp. 55-65. ISSN 0167-6687

Jang, Jiwook and Dassios, Angelos (2013) A bivariate shot noise self-exciting process for insurance. Insurance: Mathematics and Economics, 53 (3). pp. 524-532. ISSN 0167-6687

Dassios, Angelos and Jang, Jiwook (2008) The distribution of the interval between events of a Cox process with shot noise intensity. Journal of Applied Mathematics and Stochastic Analysis, 2008. pp. 1-14. ISSN 1687-2177

Dassios, Angelos and Jang, Jiwook (2003) Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity. Finance and Stochastics, 7 (1). pp. 73-95. ISSN 1432-1122

This list was generated on Mon Mar 25 15:04:59 2019 GMT.