Willmot, Gordon E.; Woo, Jae-Kyung On some properties of a class of multivariate Erlang mixtures with insurance applications. (English) Zbl 1390.62092 ASTIN Bull. 45, No. 1, 151-173 (2015). MSC: 62H05 62E15 62P05 91B30 PDFBibTeX XMLCite \textit{G. E. Willmot} and \textit{J.-K. Woo}, ASTIN Bull. 45, No. 1, 151--173 (2015; Zbl 1390.62092) Full Text: DOI Link
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 PDFBibTeX XMLCite \textit{D. Landriault} et al., Scand. Actuar. J. 2014, No. 5, 405--423 (2014; Zbl 1401.91157) Full Text: DOI Link
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 PDFBibTeX XMLCite \textit{G. E. Willmot} and \textit{J.-K. Woo}, Insur. Math. Econ. 51, No. 1, 134--141 (2012; Zbl 1284.91277) 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 PDFBibTeX XMLCite \textit{E. C. K. Cheung} et al., Appl. Stoch. Models Bus. Ind. 27, No. 1, 51--60 (2011; Zbl 1274.60050) 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 PDFBibTeX XMLCite \textit{E. C. K. Cheung} et al., Insur. Math. Econ. 46, No. 1, 117--126 (2010; Zbl 1231.91157) Full Text: DOI