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Jiwook Jang · Study

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Jiwook Jang

4 works· latest 2006· 2 institutionscluster: provisionalORCID 0000-0003-3452-8041

h-index4

i104

Citations335

Works here4

03

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06

Most cited in this library

Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity2003 · 198 citations
Martingale Approach for Moments of Discounted Aggregate Claims2004 · 47 citations
Kalman-Bucy Filtering for Linear Systems Driven by the Cox Process with Shot Noise Intensity and Its Application to the Pricing of Reinsurance Contracts2005 · 46 citations
Jump diffusion processes and their applications in insurance and finance2006 · 44 citations

Works

4 shown

Jump diffusion processes and their applications in insurance and finance

Insurance Mathematics and Economics·2006·1 author

44citations

Kalman-Bucy Filtering for Linear Systems Driven by the Cox Process with Shot Noise Intensity and Its Application to the Pricing of Reinsurance Contracts

Journal of Applied Probability·2005·2 authors·Open access

46citations

Martingale Approach for Moments of Discounted Aggregate Claims

Journal of Risk & Insurance·2004·1 author·Open access

47citations

Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity

Finance and Stochastics·2003·2 authors·Open access

198citations