Items where Author is "Jang, Jiwook"

Number of items: 7.
Article
  • A Cox model for gradually disappearing events. Jang, Jiwook; Qu, Yan; Zhao, Hongbiao; Dassios, Angelos picture_as_pdf
  • Moments of renewal shot-noise processes and their applications. Jang, Jiwook; Dassios, Angelos; Zhao, Hongbiao
  • Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity. Dassios, Angelos; Jang, Jiwook
  • A bivariate shot noise self-exciting process for insurance. Jang, Jiwook; Dassios, Angelos
  • The distribution of the interval between events of a Cox process with shot noise intensity. Dassios, Angelos; Jang, Jiwook
  • A generalised CIR process with externally-exciting and self-exciting jumps and its applications in insurance and finance. Dassios, Angelos; Jang, Jiwook; Zhao, Hongbiao picture_as_pdf
  • A risk model with renewal shot-noise Cox process. Dassios, Angelos; Jang, Jiwook; Zhao, Hongbiao