Projects per year
Fingerprint Dive into the research topics where Jiwook Jang is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
- 6 Similar Profiles
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Projects
- 2 Active
Deed of Standing Offer - Services for Health Economics Services Panel
Cutler, H., Schroeder, L., Pitt, D., Jang, J., Kyng, T., Purcal, S., Braithwaite, J., Coiera, E. & Westbrook, J.
1/07/15 → …
Project: Research
Research Outputs
- 6 h-Index
- 25 Article
Pricing arithmetic Asian options under jump diffusion CIR processes
Park, J. J., Jang, H. J. & Jang, J., May 2020, In : Finance Research Letters. 34, 8 p., 101269.Research output: Contribution to journal › Article
A Generalised CIR process with externally-exciting and self-exciting jumps and its applications in insurance and finance
Dassios, A., Jang, J. & Zhao, H., Dec 2019, In : Risks. 7, 4, p. 1-18 18 p., 103.Research output: Contribution to journal › Article
Open Access
File
2
Citations
(Scopus)
Capital allocation for a sum of dependent compound mixed poisson variables: A recursive algorithm approach
Kim, J. H. T., Jang, J. & Pyun, C., 2019, In : North American Actuarial Journal. 23, 1, p. 82-97 16 p.Research output: Contribution to journal › Article
1
Citation
(Scopus)
Transform approach for discounted aggregate claims in a risk model with descendant claims
Yoo, H., Kim, B., Kim, J. & Jang, J., 25 Sep 2019, In : Annals of Operations Research.Research output: Contribution to journal › Article
Catastrophe insurance derivatives pricing using a Cox process with jump diffusion CIR intensity
Jang, J., Park, J. J. & Jang, H. J., Nov 2018, In : International Journal of Theoretical and Applied Finance. 21, 7, 20 p., 1850041.Research output: Contribution to journal › Article
1
Citation
(Scopus)