المؤلفون: Eric C.K. Cheung, Haibo Liu, Jae-Kyung Woo

المصدر: Risks, Vol 3, Iss 4, Pp 491-514 (2015)

مصطلحات موضوعية: compound Poisson risk model, dividend barrier strategy, aggregate discounted claims until ruin, discounted dividend payments, joint moments, covariance, Gerber–Shiu function, Insurance, HG8011-9999

وصف الملف: electronic resource

Relation: http://www.mdpi.com/2227-9091/3/4/491; https://doaj.org/toc/2227-9091

URL الوصول: https://doaj.org/article/bdf024f0e8b14b2d8a981783d1c5624e

المؤلفون: Eric C. K. Cheung, Hayden Lau, Gordon E. Willmot, Jae-Kyung Woo

المصدر: Scandinavian Actuarial Journal. 2023:153-190

مصطلحات موضوعية: Statistics and Probability, Economics and Econometrics, Statistics, Probability and Uncertainty

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::a757ce3e6cc1318b49b142166cc3871c
https://doi.org/10.1080/03461238.2022.2089051

المؤلفون: Hansjörg Albrecher, Eric C.K. Cheung, Haibo Liu, Jae-Kyung Woo

المصدر: Insurance: Mathematics and Economics. 103:96-118

مصطلحات موضوعية: Statistics and Probability, Economics and Econometrics, Statistics, Probability and Uncertainty

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::bfe9adcd09470a2dbd0a8f0a6a0b3100
https://doi.org/10.1016/j.insmatheco.2022.01.004

المؤلفون: Jae-Kyung Woo, Landy Rabehasaina

المصدر: Journal of Applied Probability. 58:1007-1042

مصطلحات موضوعية: Statistics and Probability, General Mathematics, Poisson process, Poisson distribution, symbols.namesake, Convergence of random variables, Non homogeneous, Inhomogeneous Poisson process, symbols, Statistical physics, Statistics, Probability and Uncertainty, Distribution (differential geometry), Mathematics, Branching process

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::a3b0d273cacae8e57e31b1b06968c22d
https://doi.org/10.1017/jpr.2021.19

المؤلفون: Jae-Kyung Woo, Rosy Oh, Eric C.K. Cheung, Weihong Ni

المصدر: Insurance: Mathematics and Economics. 100:274-295

مصطلحات موضوعية: Statistics and Probability, Economics and Econometrics, 050208 finance, 05 social sciences, Bayesian probability, Bivariate analysis, Variance (accounting), 01 natural sciences, Unobservable, Conjugate prior, Statistics::Computation, Copula (probability theory), 010104 statistics & probability, Exponential family, 0502 economics and business, Econometrics, 0101 mathematics, Statistics, Probability and Uncertainty, Marginal distribution, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::20ce3f885e3b7db508ab0ea541f6b902
https://doi.org/10.1016/j.insmatheco.2021.06.003

المؤلفون: Ran Xu, Jae-Kyung Woo

المصدر: Insurance: Mathematics and Economics. 92:1-16

مصطلحات موضوعية: Statistics and Probability, Economics and Econometrics, Mathematics::Optimization and Control, Dividend yield, Hamilton–Jacobi–Bellman equation, Lipschitz continuity, Computer Science::Systems and Control, Bellman equation, Bounded function, Applied mathematics, Dividend, Uniqueness, Statistics, Probability and Uncertainty, Viscosity solution, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::39c2823e0ca0b0b8e34c85f0b75a5d8b
https://doi.org/10.1016/j.insmatheco.2020.02.008

المؤلفون: Eric C.K. Cheung, Oscar Peralta, Jae-Kyung Woo

مصطلحات موضوعية: Statistics and Probability, FOS: Economics and business, Economics and Econometrics, Risk Management (q-fin.RM), Probability (math.PR), FOS: Mathematics, Statistics, Probability and Uncertainty, Mathematics - Probability, Quantitative Finance - Risk Management

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f46eb9e70e46d27a39af9e7f7d6662a6

المؤلفون: Landy Rabehasaina, Ran Xu, Eric C.K. Cheung, Jae-Kyung Woo

المساهمون: UNSW Business School, University of New South Wales [Sydney] (UNSW), Laboratoire de Mathématiques de Besançon (UMR 6623) (LMB), Centre National de la Recherche Scientifique (CNRS)-Université de Franche-Comté (UFC), Université Bourgogne Franche-Comté [COMUE] (UBFC)-Université Bourgogne Franche-Comté [COMUE] (UBFC), Concordia University [Montreal], Université de Bourgogne (UB)-Université de Franche-Comté (UFC), Université Bourgogne Franche-Comté [COMUE] (UBFC)-Université Bourgogne Franche-Comté [COMUE] (UBFC)-Centre National de la Recherche Scientifique (CNRS)

المصدر: European Journal of Operational Research
European Journal of Operational Research, 2019, 276 (2), pp.582-601
European Journal of Operational Research, Elsevier, 2019, 276 (2), pp.582-601

مصطلحات موضوعية: Incurred but not reported, Information Systems and Management, General Computer Science, 0211 other engineering and technologies, Applied probability, Time horizon, 02 engineering and technology, Management Science and Operations Research, Industrial and Manufacturing Engineering, Incurred But Not Reported (IBNR) claims, 0502 economics and business, FOS: Mathematics, Applied mathematics, Renewal theory, Queue, Mathematics, 050210 logistics & transportation, 021103 operations research, Probability (math.PR), 05 social sciences, Infinite server queues, Correlation, Exponential function, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], Modeling and Simulation, Covariance and correlation, Fractional Poisson process, Mathematics - Probability

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0a91c72de61f3044024fb7b3837d6a5b
https://doi.org/10.1016/j.ejor.2019.01.033

المؤلفون: Gordon E. Willmot, Jae-Kyung Woo

المصدر: Applied Mathematics and Computation. 430:127302

مصطلحات موضوعية: Computational Mathematics, Applied Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::eb9c4a94358ff22b7bba59b0429641b2
https://doi.org/10.1016/j.amc.2022.127302

المؤلفون: Hailiang Yang, Xixuan Han, Ran Xu, Jae-Kyung Woo

المصدر: Annals of Actuarial Science. 12:296-325

مصطلحات موضوعية: Statistics and Probability, Reliability theory, Economics and Econometrics, 050208 finance, Laplace transform, Differential equation, 05 social sciences, Expression (computer science), Poisson distribution, 01 natural sciences, Exponential function, 010104 statistics & probability, Capital expenditure, symbols.namesake, Capital (economics), 0502 economics and business, symbols, Econometrics, 0101 mathematics, Statistics, Probability and Uncertainty, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::4ca657ec2631135038a5a3e1568043d0
https://doi.org/10.1017/s1748499518000180

المؤلفون: Jae-Kyung Woo, Landy Rabehasaina

المصدر: Queueing Systems. 90:307-350

مصطلحات موضوعية: Incurred but not reported, Queueing theory, Discounting, 050208 finance, Exponential distribution, 05 social sciences, Management Science and Operations Research, Covariance, 01 natural sciences, Computer Science Applications, Computer Science::Performance, 010104 statistics & probability, Computational Theory and Mathematics, Convergence of random variables, 0502 economics and business, Convergence (routing), Applied mathematics, 0101 mathematics, Queue, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::4edebc3e0f4a2c7b79ff4d7c6354578c
https://doi.org/10.1007/s11134-018-9583-0

المؤلفون: Jae-Kyung Woo, Haibo Liu

المصدر: Methodology and Computing in Applied Probability. 20:1285-1318

مصطلحات موضوعية: Statistics and Probability, 050208 finance, Distribution (number theory), General Mathematics, 05 social sciences, Aggregate (data warehouse), Function (mathematics), Covariance, 01 natural sciences, Expression (mathematics), Moment (mathematics), 010104 statistics & probability, Discrete time and continuous time, Joint probability distribution, 0502 economics and business, 0101 mathematics, Mathematical economics, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::26dad37073db3615cd8497f802b67084
https://doi.org/10.1007/s11009-018-9618-3

المؤلفون: Steve Drekic, Ran Xu, Jae-Kyung Woo

المصدر: Journal of Industrial & Management Optimization. 14:1179-1201

مصطلحات موضوعية: 021103 operations research, Control and Optimization, Applied Mathematics, Strategy and Management, 0211 other engineering and technologies, 02 engineering and technology, 01 natural sciences, Atomic and Molecular Physics, and Optics, Waiting period, Dividend payment, Binomial distribution, 010104 statistics & probability, Risk process, Econometrics, Economics, Dividend, 0101 mathematics, Business and International Management, Electrical and Electronic Engineering

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::9610fbf8dd9b26ab478889b00084fb36
https://doi.org/10.3934/jimo.2018005

المؤلفون: Ran Xu, Jae-Kyung Woo, Hailiang Yang

المصدر: Journal of Computational and Applied Mathematics. 321:185-210

مصطلحات موضوعية: Mathematical optimization, Applied Mathematics, Process (computing), Function (mathematics), Type (model theory), Poisson distribution, 01 natural sciences, 010101 applied mathematics, 010104 statistics & probability, Computational Mathematics, symbols.namesake, Kernel (statistics), Step function, Component (UML), symbols, Markovian arrival process, 0101 mathematics, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::e2bce4095b5d37e5f40dea063ec5d62e
https://doi.org/10.1016/j.cam.2017.02.014

المؤلفون: Jae-Kyung Woo, Landy Rabehasaina

المساهمون: Laboratoire de Mathématiques de Besançon (UMR 6623) (LMB), Université de Bourgogne (UB)-Université de Franche-Comté (UFC), Université Bourgogne Franche-Comté [COMUE] (UBFC)-Université Bourgogne Franche-Comté [COMUE] (UBFC)-Centre National de la Recherche Scientifique (CNRS), School of Risk and Actuarial Studies, University of New South Wales, University of New South Wales [Sydney] (UNSW), Centre National de la Recherche Scientifique (CNRS)-Université de Franche-Comté (UFC), Université Bourgogne Franche-Comté [COMUE] (UBFC)-Université Bourgogne Franche-Comté [COMUE] (UBFC)

المصدر: Queueing Systems
Queueing Systems, Springer Verlag, 2020, 94 (3), pp.393-420
Queueing Systems, 2020, 94 (3), pp.393-420

مصطلحات موضوعية: Exponential distribution, Innite server queues, Computer science, 0211 other engineering and technologies, Markov process, 02 engineering and technology, Management Science and Operations Research, 01 natural sciences, 010104 statistics & probability, symbols.namesake, FOS: Mathematics, Applied mathematics, Renewal theory, IBNR process, 0101 mathematics, Semi-Markovian multivariate discounted inputs, Queue, Queueing theory, 021103 operations research, Markov chain, Probability (math.PR), Function (mathematics), Markov modulation, and phrases: Semi-Markovian multivariate discounted inputs, Computer Science Applications, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], Computational Theory and Mathematics, symbols, Queueing, State (computer science), Mathematics - Probability

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c70a7befb9eced36cf00f4b65e1e38fc
https://hal.archives-ouvertes.fr/hal-01894005v2/file/IS_queue_Markov_RW_R2_QS.pdf

المؤلفون: Jae-Kyung Woo

المصدر: Insurance: Mathematics and Economics. 70:354-363

مصطلحات موضوعية: Statistics and Probability, Incurred but not reported, Economics and Econometrics, Multivariate statistics, 050208 finance, Actuarial science, Counting process, media_common.quotation_subject, 05 social sciences, Aggregate (data warehouse), Multivariate normal distribution, Payment, 01 natural sciences, 010104 statistics & probability, 0502 economics and business, Renewal theory, 0101 mathematics, Statistics, Probability and Uncertainty, Special case, health care economics and organizations, Mathematics, media_common

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::561e5223d930633c619b887d5f997d96
https://doi.org/10.1016/j.insmatheco.2016.07.004

المؤلفون: Gordon E. Willmot, Jae-Kyung Woo

Resource Type: eBook.

الموضوعات: Actuaries--Examinations, questions, etc, Risk (Insurance)--Mathematical models, Insurance--Mathematics--Mathematical models

Categories: MATHEMATICS / Applied, BUSINESS & ECONOMICS / Business Mathematics, MATHEMATICS / Probability & Statistics / General

المؤلفون: Gordon E. Willmot, Jae-Kyung Woo

المصدر: ASTIN Bulletin. 45:151-173

مصطلحات موضوعية: Economics and Econometrics, Multivariate statistics, Accounting, Risk allocation, Econometrics, Residual, Risk theory, Erlang (unit), Finance, Mathematics, Capital allocation line

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::7ffcd828d3560e155fa532fc5060e602
https://doi.org/10.1017/asb.2014.23

المؤلفون: Eric C.K. Cheung, Jae-Kyung Woo

المصدر: Scandinavian Actuarial Journal. 2016:63-91

مصطلحات موضوعية: Statistics and Probability, Economics and Econometrics, 050208 finance, Actuarial science, Generalization, 05 social sciences, Function (mathematics), Variance (accounting), Ruin theory, 01 natural sciences, Moment (mathematics), 010104 statistics & probability, 0502 economics and business, Penalty method, Central moment, 0101 mathematics, Statistics, Probability and Uncertainty, Marginal distribution, Mathematical economics, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::290d24f2594b5f0b744bf801284dff44
https://doi.org/10.1080/03461238.2014.900519

المؤلفون: Jingchen Liu, Jae-Kyung Woo

المصدر: Insurance: Mathematics and Economics. 55:1-9

مصطلحات موضوعية: Statistics and Probability, Set (abstract data type), Economics and Econometrics, Risk model, Asymptotic analysis, Line of business, Lyapunov inequality, Statistics, Econometrics, Statistics, Probability and Uncertainty, Random walk, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::14fd70a043132f26e5e6d3ec11cc3325
https://doi.org/10.1016/j.insmatheco.2013.11.010