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De Vylder and Goovaerts' conjecture on homogeneous risk models with equalized claim amounts

Kim, Bara; Kim, Jeongsim; Kim, Jerim - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 186-201

Persistent link: https://www.econbiz.de/10012793923

Optimal stochastic control of the intensity of point processes

Kim, Bara; Kim, Jeongsim; Wang, Chia-Li - In: Operations research letters 50 (2022) 5, pp. 574-580

Persistent link: https://www.econbiz.de/10013449448

Pricing of Discretely Sampled Arithmetic Asian Options Under the Hull-White Interest Rate Model

Kim, Bara; Kim, Jeongsim; Lee, Jinyoung; Yoon, Hyungkuk - 2023

This paper studies the pricing of discrete arithmetic Asian options (AAOs) with fixed strikes under the Hull-White interest rate model. For the pricing of AAOs, we first investigate the stochastic dynamics of the price of the underlying asset under the T-forward measure, and then study the...

Persistent link: https://www.econbiz.de/10014353453

Optimal arrangement of servers for a tollbooth tandem queue with two heterogeneous servers

Kim, Bara; Kim, Jeongsim - In: Operations research letters : a journal of INFORMS … 59 (2025), pp. 1-6

Persistent link: https://www.econbiz.de/10015358617

On the stability of a polling system with an adaptive service mechanism

Chernova, Natalia; Foss, Sergey; Kim, Bara - 2012

Persistent link: https://www.econbiz.de/10009613859

A polling system whose stability region depends on the whole distribution of service times

Chernova, Natalia; Foss, Sergey; Kim, Bara - In: Operations research letters 41 (2013) 2, pp. 188-190

Persistent link: https://www.econbiz.de/10009727699

Valuation of power options under Heston’s stochastic volatility model

Kim, Jerim; Kim, Bara; Moon, Kyoung-sook; Wee, In-suk - In: Journal of economic dynamics & control 36 (2012) 11, pp. 1796-1813

Persistent link: https://www.econbiz.de/10009701929

Pricing perpetual American CatEPut options when stock prices are correlated with catastrophe losses

Kim, Hwa-sung; Kim, Bara; Kim, Jerim - In: Economic modelling 41 (2014), pp. 15-22

Persistent link: https://www.econbiz.de/10010438507

Moments of claims in a Markovian environment

Kim, Bara; Kim, Hwa-Sung - In: Insurance / Mathematics & economics 40 (2007) 3, pp. 485-497

Persistent link: https://www.econbiz.de/10003755780

Delay analysis of extended rtPS for VoIP service in IEEE 802.16e by matrix analytic method

Kim, Kyung Jae; Kim, Bara; Um, Ji Won; Son, Jung Je; … - 2008

Persistent link: https://www.econbiz.de/10003733017