Rabehasaina, Landy; Woo, Jae-Kyung Analysis of the infinite server queues with semi-Markovian multivariate discounted inputs. (English) Zbl 1435.60034 Queueing Syst. 94, No. 3-4, 393-420 (2020). MSC: 60K25 60K30 60J10 62P05 PDF BibTeX XML Cite \textit{L. Rabehasaina} and \textit{J.-K. Woo}, Queueing Syst. 94, No. 3--4, 393--420 (2020; Zbl 1435.60034) Full Text: DOI
Cheung, Eric C. K.; Rabehasaina, Landy; Woo, Jae-Kyung; Xu, Ran Asymptotic correlation structure of discounted incurred but not reported claims under fractional Poisson arrival process. (English) Zbl 1430.90188 Eur. J. Oper. Res. 276, No. 2, 582-601 (2019). MSC: 90B22 60K10 60G22 PDF BibTeX XML Cite \textit{E. C. K. Cheung} et al., Eur. J. Oper. Res. 276, No. 2, 582--601 (2019; Zbl 1430.90188) Full Text: DOI
Rabehasaina, Landy; Woo, Jae-Kyung On a multivariate renewal-reward process involving time delays and discounting: applications to IBNR processes and infinite server queues. (English) Zbl 1418.60037 Queueing Syst. 90, No. 3-4, 307-350 (2018). MSC: 60G50 60K30 62P05 60K25 PDF BibTeX XML Cite \textit{L. Rabehasaina} and \textit{J.-K. Woo}, Queueing Syst. 90, No. 3--4, 307--350 (2018; Zbl 1418.60037) Full Text: DOI
Woo, Jae-Kyung; Liu, Haibo Discounted aggregate claim costs until ruin in the discrete-time renewal risk model. (English) Zbl 1411.91324 Methodol. Comput. Appl. Probab. 20, No. 4, 1285-1318 (2018). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{J.-K. Woo} and \textit{H. Liu}, Methodol. Comput. Appl. Probab. 20, No. 4, 1285--1318 (2018; Zbl 1411.91324) Full Text: DOI
Drekic, Steve; Woo, Jae-Kyung; Xu, Ran A threshold-based risk process with a waiting period to pay dividends. (English) Zbl 1412.60064 J. Ind. Manag. Optim. 14, No. 3, 1179-1201 (2018). MSC: 60G50 60K05 91B30 62P05 PDF BibTeX XML Cite \textit{S. Drekic} et al., J. Ind. Manag. Optim. 14, No. 3, 1179--1201 (2018; Zbl 1412.60064) Full Text: DOI
Willmot, Gordon E.; Woo, Jae-Kyung Surplus analysis of Sparre Andersen insurance risk processes. (English) Zbl 1391.91006 Springer Actuarial. Cham: Springer (ISBN 978-3-319-71361-8/hbk; 978-3-319-71362-5/ebook). viii, 225 p. (2017). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91-02 91B30 60K10 60K05 PDF BibTeX XML Cite \textit{G. E. Willmot} and \textit{J.-K. Woo}, Surplus analysis of Sparre Andersen insurance risk processes. Cham: Springer (2017; Zbl 1391.91006) Full Text: DOI
Woo, Jae-Kyung; Xu, Ran; Yang, Hailiang Gerber-Shiu analysis with two-sided acceptable levels. (English) Zbl 1364.91071 J. Comput. Appl. Math. 321, 185-210 (2017). MSC: 91B30 60K10 60K20 PDF BibTeX XML Cite \textit{J.-K. Woo} et al., J. Comput. Appl. Math. 321, 185--210 (2017; Zbl 1364.91071) Full Text: DOI
Cheung, Eric C. K.; Woo, Jae-Kyung On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes. (English) Zbl 1401.91109 Scand. Actuar. J. 2016, No. 1, 63-91 (2016). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{E. C. K. Cheung} and \textit{J.-K. Woo}, Scand. Actuar. J. 2016, No. 1, 63--91 (2016; Zbl 1401.91109) Full Text: DOI
Woo, Jae-Kyung On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays. (English) Zbl 1371.91110 Insur. Math. Econ. 70, 354-363 (2016). MSC: 91B30 60K10 62E15 62P05 PDF BibTeX XML Cite \textit{J.-K. Woo}, Insur. Math. Econ. 70, 354--363 (2016; Zbl 1371.91110) Full Text: DOI
Landriault, David; Lee, Wing Yan; Willmot, Gordon E.; Woo, Jae-Kyung A note on deficit analysis in dependency models involving Coxian claim amounts. (English) Zbl 1401.91157 Scand. Actuar. J. 2014, No. 5, 405-423 (2014). MSC: 91B30 60K10 62P05 PDF BibTeX XML Cite \textit{D. Landriault} et al., Scand. Actuar. J. 2014, No. 5, 405--423 (2014; Zbl 1401.91157) Full Text: DOI
Liu, Jingchen; Woo, Jae-Kyung Asymptotic analysis of risk quantities conditional on ruin for multidimensional heavy-tailed random walks. (English) Zbl 1296.91162 Insur. Math. Econ. 55, 1-9 (2014). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{J. Liu} and \textit{J.-K. Woo}, Insur. Math. Econ. 55, 1--9 (2014; Zbl 1296.91162) Full Text: DOI
Woo, Jae-Kyung; Cheung, Eric C. K. A note on discounted compound renewal sums under dependency. (English) Zbl 1284.60158 Insur. Math. Econ. 52, No. 2, 170-179 (2013). MSC: 60K05 62H05 PDF BibTeX XML Cite \textit{J.-K. Woo} and \textit{E. C. K. Cheung}, Insur. Math. Econ. 52, No. 2, 170--179 (2013; Zbl 1284.60158) Full Text: DOI
Willmot, Gordon E.; Woo, Jae-Kyung Some distributional properties of a class of counting distributions with claims analysis applications. (English) Zbl 1286.91071 Astin Bull. 43, No. 2, 189-212 (2013). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 60E05 91G50 PDF BibTeX XML Cite \textit{G. E. Willmot} and \textit{J.-K. Woo}, ASTIN Bull. 43, No. 2, 189--212 (2013; Zbl 1286.91071) Full Text: DOI
Willmot, Gordon E.; Woo, Jae-Kyung On the analysis of a general class of dependent risk processes. (English) Zbl 1284.91277 Insur. Math. Econ. 51, No. 1, 134-141 (2012). MSC: 91B30 60K10 62H20 PDF BibTeX XML Cite \textit{G. E. Willmot} and \textit{J.-K. Woo}, Insur. Math. Econ. 51, No. 1, 134--141 (2012; Zbl 1284.91277) Full Text: DOI
Woo, Jae-Kyung A generalized penalty function for a class of discrete renewal processes. (English) Zbl 1277.60146 Scand. Actuar. J. 2012, No. 2, 130-152 (2012). MSC: 60K10 60K15 62P05 91B30 PDF BibTeX XML Cite \textit{J.-K. Woo}, Scand. Actuar. J. 2012, No. 2, 130--152 (2012; Zbl 1277.60146) Full Text: DOI
Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung On orderings and bounds in a generalized Sparre Andersen risk model. (English) Zbl 1274.60050 Appl. Stoch. Models Bus. Ind. 27, No. 1, 51-60 (2011). MSC: 60E15 91B30 PDF BibTeX XML Cite \textit{E. C. K. Cheung} et al., Appl. Stoch. Models Bus. Ind. 27, No. 1, 51--60 (2011; Zbl 1274.60050) Full Text: DOI
Woo, Jae-Kyung Refinements of two-sided bounds for renewal equations. (English) Zbl 1235.60123 Insur. Math. Econ. 48, No. 2, 189-196 (2011). MSC: 60K10 90B25 PDF BibTeX XML Cite \textit{J.-K. Woo}, Insur. Math. Econ. 48, No. 2, 189--196 (2011; Zbl 1235.60123) Full Text: DOI
Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models. (English) Zbl 1231.91157 Insur. Math. Econ. 46, No. 1, 117-126 (2010). MSC: 91B30 60K10 62P05 PDF BibTeX XML Cite \textit{E. C. K. Cheung} et al., Insur. Math. Econ. 46, No. 1, 117--126 (2010; Zbl 1231.91157) Full Text: DOI
Willmot, Gordon E.; Woo, Jae-Kyung Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts. (English) Zbl 1231.91250 Insur. Math. Econ. 46, No. 1, 32-41 (2010). MSC: 91B30 60K05 62P05 PDF BibTeX XML Cite \textit{G. E. Willmot} and \textit{J.-K. Woo}, Insur. Math. Econ. 46, No. 1, 32--41 (2010; Zbl 1231.91250) Full Text: DOI
Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung Gerber-Shiu analysis with a generalized penalty function. (English) Zbl 1226.60123 Scand. Actuar. J. 2010, No. 3, 185-199 (2010). MSC: 60K10 91B30 60K05 PDF BibTeX XML Cite \textit{E. C. K. Cheung} et al., Scand. Actuar. J. 2010, No. 3, 185--199 (2010; Zbl 1226.60123) Full Text: DOI
Woo, Jae-Kyung Some remarks on delayed renewal risk models. (English) Zbl 1230.91083 Astin Bull. 40, No. 1, 199-219 (2010). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{J.-K. Woo}, ASTIN Bull. 40, No. 1, 199--219 (2010; Zbl 1230.91083) Full Text: DOI