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Showing results 1 to 19 of 19
Title
Author(s)
Issue Date
Asymptotic analysis of risk quantities conditional on ruin for multidimensional heavy-tailed random walks
Journal:
Insurance: Mathematics and Economics
Liu, J
Woo, JK
2014
A generalized penalty function for a class of discrete renewal processes
Journal:
Scandinavian Actuarial Journal
Woo, JK
2012
Gerber-Shiu analysis with a generalized penalty function
Journal:
Scandinavian Actuarial Journal
Cheung, ECK
Landriault, D
Willmot, GE
Woo, JK
2010
Gerber–Shiu analysis with two-sided acceptable levels
Journal:
Journal of Computational and Applied Mathematics
Woo, JK
Xu, R
Yang, H
2017
A note on deficit analysis in dependency models involving Coxian claim amounts
Journal:
Scandinavian Actuarial Journal
Landriault, D
Lee, WY
Willmot, GE
Woo, JK
2014
A note on discounted compound renewal sums under dependency
Journal:
Insurance: Mathematics and Economics
Woo, JK
Cheung, ECK
2013
On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency
Journal:
Insurance: Mathematics and Economics
Avanzi, B
Cheung, ECK
Wong, B
Woo, JK
2013
On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays
Journal:
Insurance: Mathematics and Economics
Woo, JK
2016
On orderings and bounds in a generalized Sparre Andersen risk model
Proceeding/Conference:
Applied Stochastic Models in Business and Industry
Cheung, ECK
Landriault, D
Willmot, GE
Woo, JK
2011
On some properties of a class of multivariate Erlang mixtures with insurance applications
Journal:
ASTIN Bulletin
Willmot, GE
Woo, JK
2015
On the analysis of a general class of dependent risk processes
Journal:
Insurance: Mathematics and Economics
Willmot, GE
Woo, JK
2012
On the class of erlang mixtures with risk theoretic applications
Journal:
North American Actuarial Journal
Willmot, GE
Woo, JK
2007
On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes
Journal:
Scandinavian Actuarial Journal
Cheung, ECK
Woo, JK
2016
On the joint analysis of the total discounted payments to policyholders and shareholders: Dividend barrier strategy
Journal:
Risks
Cheung, ECK
Liu, H
Woo, JK
2015
Refinements of two-sided bounds for renewal equations
Journal:
Insurance: Mathematics and Economics
Woo, JK
2011
Some distributional properties of a class of counting distributions with claims analysis applications
Journal:
Astin Bulletin
Willmot, GE
Woo, JK
2013
Some remarks on delayed renewal risk models
Journal:
ASTIN Bulletin
Woo, JK
2010
Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models
Journal:
Insurance: Mathematics and Economics
Cheung, ECK
Landriault, D
Willmot, GE
Woo, JK
2010
Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts
Journal:
Insurance: Mathematics and Economics
Willmot, GE
Woo, JK
2010
