Concepedia

Jiwook Jang

JJ

Statistics

Publications

9

Citations

450

H-Index

9

Active since

2003

Affiliations

London School of Economics and Political Science(Current)

Macquarie University

Jiwook Jang is an author at London School of Economics and Political Science specializing in business, shot noise, and stochastic processes.

Publications per year

2003–2022

9

Publications

9

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

Angelos Dassios, Jiwook Jang · Finance and Stochastics · 2003 · 203 citations · Full text

Business, Economics, Finance +16

Martingale Approach for Moments of Discounted Aggregate Claims

Jiwook Jang · Journal of Risk & Insurance · 2004 · 47 citations

Business, Insurance, Mathematics +17

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

Angelos Dassios, Jiwook Jang · Journal of Applied Probability · 2005 · 46 citations · Full text

Business, Finance, Insurance +17

Jump diffusion processes and their applications in insurance and finance

Jiwook Jang · Insurance Mathematics and Economics · 2006 · 45 citations

Business, Finance, Insurance +12

Arbitrage-free premium calculation for extreme losses using the shot noise process and the Esscher transform

Jiwook Jang, Yuriy Krvavych · Insurance Mathematics and Economics · 2004 · 33 citations

Business, Economics, Finance +17

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