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.
- 7 Similar Profiles
Shot Noise Process
Mathematics
Cox Process
Mathematics
Shot Noise
Mathematics
Insurance
Mathematics
Jump
Mathematics
Laplace transform
Mathematics
Jump-diffusion Process
Mathematics
Pricing
Mathematics
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Projects 2015 2018
- 2 Active
Deed of Standing Offer - Services for Health Economics Services Panel
Cutler, H., Schroeder, E., Pitt, D., Jang, J., Kyng, T., Purcal, S., Braithwaite, J., Coiera, E. & Westbrook, J.
1/07/15 → …
Project: Research
Research Outputs 2003 2019
- 5 h-Index
- 22 Article
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 › Research › peer-review
Compound Poisson
Recursive Algorithm
Risk Management
Recursion
Siméon Denis Poisson
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 › Research › peer-review
Monte Carlo method
Cox process
Derivatives
Jump diffusion
Derivative pricing
Hierarchical Markov model in life insurance and social benefit schemes
Jang, J. & Mohd Ramli, S. N., 25 Jun 2018, In : Risks. 6, 3, p. 1-17 17 p., 63.Research output: Contribution to journal › Article › Research › peer-review
Open Access
File
Insurance
Markov processes
Moments of renewal shot-noise processes and their applications
Jang, J., Dassios, A. & Zhao, H., 14 Sep 2018, In : Scandinavian Actuarial Journal. 2018, 8, p. 727-752 26 p.Research output: Contribution to journal › Article › Research › peer-review
Shot Noise Process
Conditional Moments
Renewal Process
Moment
Laplace transform
A Multivariate jump diffusion process for counterparty risk in CDS rates
Ramli, S. N. M. & Jang, J., 2015, In : Journal of the Korea Society for Industrial and Applied Mathematics. 19, 1, p. 23-45 23 p.Research output: Contribution to journal › Article › Research › peer-review
Jump-diffusion Process
Copula
Jump
Piecewise Deterministic Markov Process
Cox Process