Ji-Wook Jang

Publication Activity (10 Years)

Years Active: 2003-2020
Publications (10 Years): 1

Top Topics

Statistical Model

Similarity Measure

Top Venues

Ann. Oper. Res.

Publications

Hyunjoo Yoo, Bara Kim, Jeongsim Kim, Ji-Wook Jang
Transform approach for discounted aggregate claims in a risk model with descendant claims. Ann. Oper. Res. 293 (1) (2020)
Angelos Dassios, Ji-Wook Jang
Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity. Finance Stochastics 7 (1) (2003)