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Author ID: ko.bangwon Recent zbMATH articles by "Ko, Bangwon"
Published as: Ko, Bangwon
External Links: MGP
Documents Indexed: 17 Publications since 2007
Co-Authors: 12 Co-Authors with 14 Joint Publications
127 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

10 Publications have been cited 61 times in 57 Documents Cited by Year
Sums of dependent nonnegative random variables with subexponential tails. Zbl 1137.62310
Ko, Bangwon; Tang, Qihe
34
2008
Pricing maturity guarantee with dynamic withdrawal benefit. Zbl 1231.91437
Ko, Bangwon; Shiu, Elias S. W.; Wei, Li
8
2010
A note on nonparametric estimation of the CTE. Zbl 1178.62025
Ko, Bangwon; Russo, Ralph P.; Shyamalkumar, Nariankadu D.
7
2009
Valuing equity-indexed annuities with icicled barrier options. Zbl 1410.91457
Lee, Hangsuck; Ko, Bangwon
3
2018
A note on weighted infinite sums of dependent regularly varying tailed random variables. Zbl 1368.91112
Bae, Taehan; Ko, Bangwon
3
2017
On survival assumptions between integer ages in the theory of competing risks. Zbl 1349.62518
Baek, HyeYoun; Ko, Bangwon; Lee, Hangsuck
2
2016
Pricing maturity guarantee under a refracted Brownian motion. Zbl 1284.91538
Bae, Taehan; Ko, Bangwon
1
2013
On multivariate countermonotonic copulas and their actuarial application. Zbl 1419.62298
Ko, Bangwon; Ahn, Jae Youn
1
2016
Construction of multiple decrement tables under generalized fractional age assumptions. Zbl 07027248
Lee, Hangsuck; Ahn, Jae Youn; Ko, Bangwon
1
2019
Pricing guaranteed minimum death benefit contracts under the phase-type law of mortality. Zbl 1335.91082
Ko, Bangwon; Bae, Taehan
1
2015
Construction of multiple decrement tables under generalized fractional age assumptions. Zbl 07027248
Lee, Hangsuck; Ahn, Jae Youn; Ko, Bangwon
1
2019
Valuing equity-indexed annuities with icicled barrier options. Zbl 1410.91457
Lee, Hangsuck; Ko, Bangwon
3
2018
A note on weighted infinite sums of dependent regularly varying tailed random variables. Zbl 1368.91112
Bae, Taehan; Ko, Bangwon
3
2017
On survival assumptions between integer ages in the theory of competing risks. Zbl 1349.62518
Baek, HyeYoun; Ko, Bangwon; Lee, Hangsuck
2
2016
On multivariate countermonotonic copulas and their actuarial application. Zbl 1419.62298
Ko, Bangwon; Ahn, Jae Youn
1
2016
Pricing guaranteed minimum death benefit contracts under the phase-type law of mortality. Zbl 1335.91082
Ko, Bangwon; Bae, Taehan
1
2015
Pricing maturity guarantee under a refracted Brownian motion. Zbl 1284.91538
Bae, Taehan; Ko, Bangwon
1
2013
Pricing maturity guarantee with dynamic withdrawal benefit. Zbl 1231.91437
Ko, Bangwon; Shiu, Elias S. W.; Wei, Li
8
2010
A note on nonparametric estimation of the CTE. Zbl 1178.62025
Ko, Bangwon; Russo, Ralph P.; Shyamalkumar, Nariankadu D.
7
2009
Sums of dependent nonnegative random variables with subexponential tails. Zbl 1137.62310
Ko, Bangwon; Tang, Qihe
34
2008

Citations by Year