Edit Profile (opens in new tab) Woo, Jae-Kyung Co-Author Distance Author ID: 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 all top 5 Co-Authors 4 single-authored 14 Willmot, Gordon E. 11 Cheung, Eric C. K. 5 Rabehasaina, Landy 4 Landriault, David 4 Xu, Ran 3 Meguid, Shaker A. 2 Liew, Kim Meow 2 Liu, Haibo 1 Albrecher, Hansjörg 1 Avanzi, Benjamin 1 Drekic, Steve 1 Kulvatunyou, B. 1 Lau, Hayden 1 Lee, Wing Yan 1 Liu, Jingchen 1 Ni, Weihong 1 Oh, Rosy 1 Peralta, Oscar 1 Stranart, J. C. 1 Wong, Bernard 1 Yang, Hailiang all top 5 Serials 12 Insurance Mathematics & Economics 5 Scandinavian Actuarial Journal 3 ASTIN Bulletin 3 North American Actuarial Journal 2 Queueing Systems 1 Acta Mechanica 1 International Journal of Mechanical Sciences 1 International Journal of Solids and Structures 1 Applied Mathematics and Computation 1 Journal of Applied Probability 1 Journal of Computational and Applied Mathematics 1 International Journal of Production Research 1 European Journal of Operational Research 1 Methodology and Computing in Applied Probability 1 Applied Stochastic Models in Business and Industry 1 Journal of Industrial and Management Optimization 1 Springer Actuarial all top 5 Fields 26 Probability theory and stochastic processes (60-XX) 26 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 16 Statistics (62-XX) 4 Operations research, mathematical programming (90-XX) 3 Mechanics of deformable solids (74-XX) 2 Integral equations (45-XX) 1 Calculus of variations and optimal control; optimization (49-XX) Publications by Year all cited Publications top 5 cited Publications 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 cited Publications top 5 cited Publications 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 all top 5 Cited in 18 Fields 181 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 132 Probability theory and stochastic processes (60-XX) 94 Statistics (62-XX) 15 Systems theory; control (93-XX) 9 Integral equations (45-XX) 5 Numerical analysis (65-XX) 3 Integral transforms, operational calculus (44-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 3 Operations research, mathematical programming (90-XX) 2 Combinatorics (05-XX) 2 Biology and other natural sciences (92-XX) 1 Number theory (11-XX) 1 Real functions (26-XX) 1 Partial differential equations (35-XX) 1 Approximations and expansions (41-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Geophysics (86-XX) 1 Mathematics education (97-XX) Citations by Year