Jae-Kyung Woo
Management Science and Operations Research · 2007–2013
A researcher in the Science corpus: 3 papers; trusts 4 researchers and is trusted by 3 researchers here, as inferred from the citation graph.
Subfields
- Management Science and Operations Research — 27 citations into it; #7,210 of 11,946 by trust here, #6,563 by citations
- Demography — 20 citations into it
- Finance — 15 citations into it
- Statistics and Probability — 11 citations into it; #8,424 of 12,932 by trust here, #6,853 by citations
Whom Jae-Kyung Woo trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Jae-Kyung Woo overall
Papers from Jae-Kyung Woo's perspective
Ordered by how strongly the researchers Jae-Kyung Woo trusts endorse each paper. Same corpus, a different order for every researcher.
- Overshoots and undershoots of Lèvy processes
- Dependent Risk Models with Bivariate Phase-Type Distributions (Journal of Applied Probability)
- On a risk model with dependence between interclaim arrivals and claim sizes
- On the Gerber–Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution
- Lundberg Approximations for Compound Distributions With Insurance Applications
- The optimal dividend barrier in the Gamma–Omega model
- Fitting combinations of exponentials to probability distributions
- Stochastic processes in insurance and finance
- The moments of the time of ruin, the surplus before ruin, and the deficit at ruin
- Handbook of Mathematical Functions With Formulas, Graphs and Mathematical Tables (National Bureau of Standards Applied Mathematics Series No. 55)
Their papers
- Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models (2010) — 89 citations
- On the Class of Erlang Mixtures with Risk Theoretic Applications (2007) — 104 citations
- On a Periodic Dividend Barrier Strategy in the Dual Model with Continuous Monitoring of Solvency (2013) — 90 citations