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
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
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 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