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On some properties of a class of multivariate Erlang mixtures with insurance applications
Willmot, Gordon E.; Woo, Jae-Kyung - In: Astin bulletin : the journal of the International … 45 (2015) 1, pp. 151-173
Persistent link: https://www.econbiz.de/10010506425
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On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays
Woo, Jae-Kyung - In: Insurance / Mathematics & economics 70 (2016), pp. 354-363
Persistent link: https://www.econbiz.de/10011597325
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On a partial integrodifferential equation of Seal’s type
Willmot, Gordon E. - In: Insurance / Mathematics & economics 62 (2015), pp. 54-61
Persistent link: https://www.econbiz.de/10011312088
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Asymptotic analysis of risk quantities conditional on ruin for multidimensional heavy-tailed random walks
Liu, Jingchen; Woo, Jae-kyung - In: Insurance / Mathematics & economics 55 (2014), pp. 1-9
Persistent link: https://www.econbiz.de/10010366217
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Multivariate matrix-exponential affine mixtures and their applications in risk theory
Cheung, Eric C. K.; Peralta, Oscar; Woo, Jae-Kyung - In: Insurance / Mathematics & economics 106 (2022), pp. 364-389
Persistent link: https://www.econbiz.de/10013380617
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Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions
Landriault, David; Shi, Tianxiang; Willmot, Gordon E. - In: Insurance / Mathematics & economics 49 (2011) 3, pp. 371-379
Persistent link: https://www.econbiz.de/10009404703
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On the analysis of time dependent claims in a class of birth process claim count models
Landriault, David; Willmot, Gordon E.; Xu, Di - In: Insurance / Mathematics & economics 58 (2014), pp. 168-173
Persistent link: https://www.econbiz.de/10010437573
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On the analysis of ruin-related quantities in the delayed renewal risk model
Kim, So-Yeun; Willmot, Gordon E. - In: Insurance / Mathematics & economics 66 (2016), pp. 77-85
Persistent link: https://www.econbiz.de/10011442700
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Analysis of IBNR claims in renewal insurance models
Landriault, David; Willmot, Gordon E.; Xu, Di - In: Scandinavian actuarial journal (2017) 7, pp. 628-650
Persistent link: https://www.econbiz.de/10011848487