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Finite-time ruin probabilities using bivariate Laguerre series

Cheung, Eric C. K.; Lau, Hayden; Willmot, Gordon E.; … - In: Scandinavian actuarial journal 2023 (2023) 2, pp. 153-190

Persistent link: https://www.econbiz.de/10014325041

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

Further use of Shiu's approach to the evaluation of ultimate ruin probabilities

Willmot, Gordon E. - In: Insurance / Mathematics & economics 7 (1988) 4, pp. 275-281

Persistent link: https://www.econbiz.de/10001069440

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

On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency

Avanzi, Benjamin; Cheung, Eric C. K.; Wong, Bernard; … - In: Insurance / Mathematics & economics 52 (2013) 1, pp. 98-113

Persistent link: https://www.econbiz.de/10009718991

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

A note on discounted compound renewal sums under dependency

Woo, Jae-kyung; Cheung, Eric C. K. - In: Insurance / Mathematics & economics 52 (2013) 2, pp. 170-179

Persistent link: https://www.econbiz.de/10009736118

On the joint analysis of the total discounted payments to policyholders and shareholders : dividend barrier strategy

Cheung, Eric C. K.; Liu, Haibo; Woo, Jae-kyung - In: Risks : open access journal 3 (2015) 4, pp. 491-514

In the compound Poisson insurance risk model under a dividend barrier strategy, this paper aims to analyze jointly the aggregate discounted claim amounts until ruin and the total discounted dividends until ruin, which represent the insurer's payments to its policyholders and shareholders,...

Persistent link: https://www.econbiz.de/10011402674

Optimal dividend and capital injection strategy with a penalty payment at ruin : restricted dividend payments

Xu, Ran; Woo, Jae-Kyung - In: Insurance / Mathematics & economics 92 (2020), pp. 1-16

Persistent link: https://www.econbiz.de/10012242033

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