Jiwook Jang

Associate Professor, Department of Actuarial Studies and Business Analytics
Centre for Risk Analytics

Phone+61 2 9850 8575
Emailjiwook.jang@mq.edu.au

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3 Active

Quantification of cyber risk and its driving risk factors: Optus-Macquarie Cybersecurity Hub
Shevchenko, P., Trueck, S., Jang, J., Sofronov, G., Malavasi, M. & Peters, G.
1/06/20 → 1/06/21
Project: Research
Catastrophe Insurance and Asian Option Pricing with Advanced Models
Jang, J.
5/07/18 → …
Project: Research
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

7 h-Index
26 Article
1 Review article

A review on Poisson, Cox, Hawkes, shot-noise Poisson and dynamic contagion process and their compound processes
Jang, J. & Oh, R., 9 Sep 2020, In: Annals of Actuarial Science.
Research output: Contribution to journal › Review article › peer-review
Defaultable bond pricing under the jump diffusion model with copula dependence structure
Mohd Ramli, S. N. & Jang, J., Apr 2020, In: Sains Malaysiana. 49, 4, p. 941-952 12 p.
Research output: Contribution to journal › Article › peer-review

Open Access
Pricing arithmetic Asian options under jump diffusion CIR processes
Park, J. J., Jang, H. J. & Jang, J., May 2020, In: Finance Research Letters. 34, p. 1-8 8 p., 101269.
Research output: Contribution to journal › Article › peer-review
Transform approach for discounted aggregate claims in a risk model with descendant claims
Yoo, H., Kim, B., Kim, J. & Jang, J., Oct 2020, In: Annals of Operations Research. 293, 1, p. 175–192 18 p.
Research output: Contribution to journal › Article › peer-review

Open Access
File
2 Downloads (Pure)
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 › peer-review

Open Access
File
3 Citations (Scopus)

4 Downloads (Pure)