Concepedia
Statistics
Publications
17
Citations
533
H-Index
13
Active since
2007
Affiliations
University of Waterloo(Current)
University of Hong Kong
UNSW Sydney
Jae‐Kyung Woo is an author at University of Waterloo specializing in financial economics, business, and risk theory.
Publications per year
2007–2022
On the Class of Erlang Mixtures with Risk Theoretic Applications
Gordon E. Willmot, Jae‐Kyung Woo · North American Actuarial Journal · 2007 · 105 citations
Natural Sciences, Mathematics, Risk Management +12
On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency
Benjamin Avanzi, Eric C.K. Cheung, Bernard Wong et al. · Insurance Mathematics and Economics · 2012 · 86 citations · Full text
Business, Economics, Finance +7
Structural properties of Gerber–Shiu functions in dependent Sparre Andersen models
Eric C.K. Cheung, David Landriault, Gordon E. Willmot et al. · Insurance Mathematics and Economics · 2009 · 82 citations
Business, Physics, Stochastic Processes +3
ON SOME PROPERTIES OF A CLASS OF MULTIVARIATE ERLANG MIXTURES WITH INSURANCE APPLICATIONS
Gordon E. Willmot, Jae‐Kyung Woo · Astin Bulletin · 2014 · 47 citations
Business, Insurance, Risk Management +17
A note on discounted compound renewal sums under dependency
Jae‐Kyung Woo, Eric C.K. Cheung · Insurance Mathematics and Economics · 2012 · 29 citations
Social Sciences, Economics, Financial Economics +7
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