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Author ID: woo.jae-kyung Recent zbMATH articles by "Woo, Jae-Kyung"
Published as: Woo, Jae-Kyung
Documents Indexed: 38 Publications since 2001, including 1 Book and 1 Additional arXiv Preprint
Co-Authors: 17 Co-Authors with 30 Joint Publications
448 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

31 Publications have been cited 319 times in 215 Documents Cited by Year
On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency. Zbl 1291.91088
Avanzi, Benjamin; Cheung, Eric C. K.; Wong, Bernard; Woo, Jae-Kyung
52
2013
Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models. Zbl 1231.91157
Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung
47
2010
Nonlinear analysis of functionally graded plates and shallow shells. Zbl 1010.74034
Woo, J.; Meguid, S. A.
45
2001
On the class of Erlang mixtures with risk theoretic applications. Zbl 1480.91253
Willmot, Gordon E.; Woo, Jae-Kyung
45
2007
On some properties of a class of multivariate Erlang mixtures with insurance applications. Zbl 1390.62092
Willmot, Gordon E.; Woo, Jae-Kyung
25
2015
Thermomechanical postbuckling analysis of moderately thick functionally graded plates and shallow shells. Zbl 1192.74138
Woo, J.; Meguid, S. A.; Stranart, J. C.; Liew, K. M.
22
2005
Gerber-Shiu analysis with a generalized penalty function. Zbl 1226.60123
Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung
18
2010
Some remarks on delayed renewal risk models. Zbl 1230.91083
Woo, Jae-Kyung
13
2010
Thermomechanical postbuckling analysis of functionally graded plates and shallow cylindrical shells. Zbl 1064.74080
Woo, J.; Meguid, S. A.; Liew, K. M.
13
2003
A note on discounted compound renewal sums under dependency. Zbl 1284.60158
Woo, Jae-Kyung; Cheung, Eric C. K.
13
2013
Surplus analysis of Sparre Andersen insurance risk processes. Zbl 1391.91006
Willmot, Gordon E.; Woo, Jae-Kyung
12
2017
On the analysis of a general class of dependent risk processes. Zbl 1284.91277
Willmot, Gordon E.; Woo, Jae-Kyung
12
2012
A generalized penalty function for a class of discrete renewal processes. Zbl 1277.60146
Woo, Jae-Kyung
10
2012
Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts. Zbl 1231.91250
Willmot, Gordon E.; Woo, Jae-Kyung
8
2010
A note on deficit analysis in dependency models involving Coxian claim amounts. Zbl 1401.91157
Landriault, David; Lee, Wing Yan; Willmot, Gordon E.; Woo, Jae-Kyung
7
2014
On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes. Zbl 1401.91109
Cheung, Eric C. K.; Woo, Jae-Kyung
7
2016
On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays. Zbl 1371.91110
Woo, Jae-Kyung
6
2016
Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments. Zbl 1445.91055
Xu, Ran; Woo, Jae-Kyung
6
2020
On orderings and bounds in a generalized Sparre Andersen risk model. Zbl 1274.60050
Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung
6
2011
Refinements of two-sided bounds for renewal equations. Zbl 1235.60123
Woo, Jae-Kyung
4
2011
Multitype branching process with non-homogeneous Poisson and contagious Poisson immigration. Zbl 1478.60237
Rabehasaina, Landy; Woo, Jae-Kyung
4
2021
Gerber-Shiu analysis with two-sided acceptable levels. Zbl 1364.91071
Woo, Jae-Kyung; Xu, Ran; Yang, Hailiang
3
2017
Discounted aggregate claim costs until ruin in the discrete-time renewal risk model. Zbl 1411.91324
Woo, Jae-Kyung; Liu, Haibo
3
2018
A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process. Zbl 1484.91366
Albrecher, Hansjörg; Cheung, Eric C. K.; Liu, Haibo; Woo, Jae-Kyung
3
2022
Bayesian credibility under a bivariate prior on the frequency and the severity of claims. Zbl 1471.91453
Cheung, Eric C. K.; Ni, Weihong; Oh, Rosy; Woo, Jae-Kyung
3
2021
A threshold-based risk process with a waiting period to pay dividends. Zbl 1412.60064
Drekic, Steve; Woo, Jae-Kyung; Xu, Ran
3
2018
Asymptotic analysis of risk quantities conditional on ruin for multidimensional heavy-tailed random walks. Zbl 1296.91162
Liu, Jingchen; Woo, Jae-Kyung
2
2014
Asymptotic correlation structure of discounted incurred but not reported claims under fractional Poisson arrival process. Zbl 1430.90188
Cheung, Eric C. K.; Rabehasaina, Landy; Woo, Jae-Kyung; Xu, Ran
2
2019
Multivariate matrix-exponential affine mixtures and their applications in risk theory. Zbl 1498.91354
Cheung, Eric C. K.; Peralta, Oscar; Woo, Jae-Kyung
2
2022
On a multivariate renewal-reward process involving time delays and discounting: applications to IBNR processes and infinite server queues. Zbl 1418.60037
Rabehasaina, Landy; Woo, Jae-Kyung
2
2018
Finite-time ruin probabilities using bivariate Laguerre series. Zbl 1511.91114
Cheung, Eric C. K.; Lau, Hayden; Willmot, Gordon E.; Woo, Jae-Kyung
1
2023
Finite-time ruin probabilities using bivariate Laguerre series. Zbl 1511.91114
Cheung, Eric C. K.; Lau, Hayden; Willmot, Gordon E.; Woo, Jae-Kyung
1
2023
A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process. Zbl 1484.91366
Albrecher, Hansjörg; Cheung, Eric C. K.; Liu, Haibo; Woo, Jae-Kyung
3
2022
Multivariate matrix-exponential affine mixtures and their applications in risk theory. Zbl 1498.91354
Cheung, Eric C. K.; Peralta, Oscar; Woo, Jae-Kyung
2
2022
Multitype branching process with non-homogeneous Poisson and contagious Poisson immigration. Zbl 1478.60237
Rabehasaina, Landy; Woo, Jae-Kyung
4
2021
Bayesian credibility under a bivariate prior on the frequency and the severity of claims. Zbl 1471.91453
Cheung, Eric C. K.; Ni, Weihong; Oh, Rosy; Woo, Jae-Kyung
3
2021
Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments. Zbl 1445.91055
Xu, Ran; Woo, Jae-Kyung
6
2020
Asymptotic correlation structure of discounted incurred but not reported claims under fractional Poisson arrival process. Zbl 1430.90188
Cheung, Eric C. K.; Rabehasaina, Landy; Woo, Jae-Kyung; Xu, Ran
2
2019
Discounted aggregate claim costs until ruin in the discrete-time renewal risk model. Zbl 1411.91324
Woo, Jae-Kyung; Liu, Haibo
3
2018
A threshold-based risk process with a waiting period to pay dividends. Zbl 1412.60064
Drekic, Steve; Woo, Jae-Kyung; Xu, Ran
3
2018
On a multivariate renewal-reward process involving time delays and discounting: applications to IBNR processes and infinite server queues. Zbl 1418.60037
Rabehasaina, Landy; Woo, Jae-Kyung
2
2018
Surplus analysis of Sparre Andersen insurance risk processes. Zbl 1391.91006
Willmot, Gordon E.; Woo, Jae-Kyung
12
2017
Gerber-Shiu analysis with two-sided acceptable levels. Zbl 1364.91071
Woo, Jae-Kyung; Xu, Ran; Yang, Hailiang
3
2017
On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes. Zbl 1401.91109
Cheung, Eric C. K.; Woo, Jae-Kyung
7
2016
On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays. Zbl 1371.91110
Woo, Jae-Kyung
6
2016
On some properties of a class of multivariate Erlang mixtures with insurance applications. Zbl 1390.62092
Willmot, Gordon E.; Woo, Jae-Kyung
25
2015
A note on deficit analysis in dependency models involving Coxian claim amounts. Zbl 1401.91157
Landriault, David; Lee, Wing Yan; Willmot, Gordon E.; Woo, Jae-Kyung
7
2014
Asymptotic analysis of risk quantities conditional on ruin for multidimensional heavy-tailed random walks. Zbl 1296.91162
Liu, Jingchen; Woo, Jae-Kyung
2
2014
On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency. Zbl 1291.91088
Avanzi, Benjamin; Cheung, Eric C. K.; Wong, Bernard; Woo, Jae-Kyung
52
2013
A note on discounted compound renewal sums under dependency. Zbl 1284.60158
Woo, Jae-Kyung; Cheung, Eric C. K.
13
2013
On the analysis of a general class of dependent risk processes. Zbl 1284.91277
Willmot, Gordon E.; Woo, Jae-Kyung
12
2012
A generalized penalty function for a class of discrete renewal processes. Zbl 1277.60146
Woo, Jae-Kyung
10
2012
On orderings and bounds in a generalized Sparre Andersen risk model. Zbl 1274.60050
Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung
6
2011
Refinements of two-sided bounds for renewal equations. Zbl 1235.60123
Woo, Jae-Kyung
4
2011
Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models. Zbl 1231.91157
Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung
47
2010
Gerber-Shiu analysis with a generalized penalty function. Zbl 1226.60123
Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung
18
2010
Some remarks on delayed renewal risk models. Zbl 1230.91083
Woo, Jae-Kyung
13
2010
Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts. Zbl 1231.91250
Willmot, Gordon E.; Woo, Jae-Kyung
8
2010
On the class of Erlang mixtures with risk theoretic applications. Zbl 1480.91253
Willmot, Gordon E.; Woo, Jae-Kyung
45
2007
Thermomechanical postbuckling analysis of moderately thick functionally graded plates and shallow shells. Zbl 1192.74138
Woo, J.; Meguid, S. A.; Stranart, J. C.; Liew, K. M.
22
2005
Thermomechanical postbuckling analysis of functionally graded plates and shallow cylindrical shells. Zbl 1064.74080
Woo, J.; Meguid, S. A.; Liew, K. M.
13
2003
Nonlinear analysis of functionally graded plates and shallow shells. Zbl 1010.74034
Woo, J.; Meguid, S. A.
45
2001
all top 5

Cited by 258 Authors

23 Cheung, Eric C. K.
22 Woo, Jae-Kyung
20 Willmot, Gordon E.
20 Zhang, Zhimin
16 Landriault, David
9 Cossette, Hélène
9 Marceau, Étienne
6 Avanzi, Benjamin
6 Badescu, Andrei L.
6 Lin, X. Sheldon
6 Wong, Bernard
6 Xu, Ran
6 Yamazaki, Kazutoshi
6 Yang, Hailiang
5 Albrecher, Hansjörg
5 Chen, Ping
5 Hu, Xiang
4 Chen, Mi
4 Lau, Hayden
4 Liu, Haibo
4 Pérez Garmendia, Jose Luis
4 Rabehasaina, Landy
4 Sendova, Kristina P.
4 Wang, Wenyuan
4 Xu, Di
3 Ahn, Jae Youn
3 Boutsikas, Michael V.
3 Chadjiconstantinidis, Stathis
3 Ivanovs, Jevgeņijs
3 Lee, Wing Yan
3 Léveillé, Ghislain
3 Li, Shuanming
3 Li, Zhong
3 Liu, Chaolin
3 Oh, Rosy
3 Politis, Konstadinos G.
3 Ratovomirija, Gildas
3 Rincón, Luis A.
3 Santana, David J.
3 Tu, Vincent
3 Xie, Jiayi
2 Antonio, Katrien
2 Avram, Florin
2 Bao, Zhenhua
2 Cha, Ji Hwan
2 Cheung, Eric C. K.
2 Dickson, David C. M.
2 Feng, Runhuan
2 Furman, Edward
2 Gui, Wenyong
2 Hamel, Emmanuel
2 Hu, Kang
2 Huang, Rongtan
2 Ignatieva, Katja
2 Kim, Joseph Hyun Tae
2 Kim, Soyeun
2 Landsman, Zinoviy M.
2 Lefèvre, Claude
2 Li, Bin
2 Liu, He
2 Liu, Zhang
2 Losidis, Sotirios
2 Moutanabbir, Khouzeima
2 Ou, Hui
2 Palmowski, Zbigniew
2 Resnick, Sidney Ira
2 Shi, Tianxiang
2 Su, Jianxi
2 Sun, Fuyun
2 Surya, Budhi Arta
2 Tamraz, Maissa
2 Tan, Jiyang
2 Teng, Ye
2 Trufin, Julien
2 Verbelen, Roel
2 Vernic, Raluca
2 Wang, Tiandong
2 Wong, Jeff T. Y.
2 Yang, Chen
2 Yang, Hu
2 Yin, Chuancun
2 Yoshioka, Hidekazu
2 Yu, Wenguang
2 Zhang, Lianzeng
2 Zhang, Zhehao
2 Zhao, Yongxia
2 Zhou, Jieming
2 Zhou, Xiaowen
2 Zhu, Lingjiong
1 Adékambi, Franck
1 Ahn, Soohan
1 Aliyev, Rovshan Telman
1 Antzoulakos, Demetrios L.
1 Badía, Francisco German
1 Bayramov, Veli
1 Beirlant, Jan
1 Bladt, Martin
1 Bladt, Mogens
1 Blier-Wong, Christopher
1 Borovkov, Konstantin A.
...and 158 more Authors
all top 5

Cited in 50 Serials

55 Insurance Mathematics & Economics
27 Scandinavian Actuarial Journal
14 Journal of Computational and Applied Mathematics
14 Methodology and Computing in Applied Probability
11 Applied Mathematics and Computation
9 ASTIN Bulletin
7 Journal of Industrial and Management Optimization
6 Probability in the Engineering and Informational Sciences
5 Communications in Statistics. Theory and Methods
5 North American Actuarial Journal
4 Journal of Applied Probability
4 European Journal of Operational Research
4 Advances in Difference Equations
3 Communications in Statistics. Simulation and Computation
3 Stochastic Models
3 European Actuarial Journal
2 Lithuanian Mathematical Journal
2 Journal of Multivariate Analysis
2 Statistics & Probability Letters
2 Queueing Systems
2 Stochastic Processes and their Applications
2 Lifetime Data Analysis
2 Extremes
1 International Journal of Control
1 Mathematical Biosciences
1 Theory of Probability and its Applications
1 INFOR
1 Mathematics and Computers in Simulation
1 Acta Mathematicae Applicatae Sinica. English Series
1 Statistics
1 Optimization
1 Asia-Pacific Journal of Operational Research
1 SIAM Journal on Scientific Computing
1 Applicationes Mathematicae
1 Bernoulli
1 Finance and Stochastics
1 Mathematical Finance
1 Informatica (Vilnius)
1 Acta Mathematica Sinica. English Series
1 Optimization and Engineering
1 Applied Stochastic Models in Business and Industry
1 Frontiers of Mathematics in China
1 Journal of Statistical Theory and Practice
1 SIAM Journal on Financial Mathematics
1 Mathematical Control and Related Fields
1 Dependence Modeling
1 Modern Stochastics. Theory and Applications
1 AIMS Mathematics
1 Stochastics and Quality Control
1 Results in Applied Mathematics

Citations by Year