Multitype branching process with non-homogeneous Poisson and contagious Poisson immigration von Rabehasaina, Landy, Woo, Jae-Kyung

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Analysis of the infinite server queues with semi-Markovian multivariate discounted inputs von Rabehasaina, Landy, Woo, Jae-Kyung

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A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process von Albrecher, Hansjörg, Cheung, Eric C.K., Liu, Haibo, Woo, Jae-Kyung

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On a multivariate renewal-reward process involving time delays and discounting: applications to IBNR processes and infinite server queues von Rabehasaina, Landy, Woo, Jae-Kyung

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Finite-time ruin probabilities using bivariate Laguerre series von Cheung, Eric C. K., Lau, Hayden, Willmot, Gordon E., Woo, Jae-Kyung

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ON SOME PROPERTIES OF A CLASS OF MULTIVARIATE ERLANG MIXTURES WITH INSURANCE APPLICATIONS von Willmot, Gordon E., Woo, Jae-Kyung

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Discounted Aggregate Claim Costs Until Ruin in the Discrete-Time Renewal Risk Model von Woo, Jae-Kyung, Liu, Haibo

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A plan of capital injections based on the claims frequency von Xu, Ran, Woo, Jae-Kyung, Han, Xixuan, Yang, Hailiang

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Optimal dividend and capital injection strategy with a penalty payment at ruin: Restricted dividend payments von Xu, Ran, Woo, Jae-Kyung

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Surplus Analysis of Sparre Andersen Insurance Risk Processes von Willmot, Gordon E, Woo, Jae-Kyung

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Structural properties of Gerber–Shiu functions in dependent Sparre Andersen models von Cheung, Eric C.K., Landriault, David, Willmot, Gordon E., Woo, Jae-Kyung

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On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays von Woo, Jae-Kyung

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Gerber–Shiu analysis with two-sided acceptable levels von Woo, Jae-Kyung, Xu, Ran, Yang, Hailiang

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Some Remarks on Delayed Renewal Risk Models von Woo, Jae-Kyung

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Multivariate matrix-exponential affine mixtures and their applications in risk theory von Cheung, Eric C.K., Peralta, Oscar, Woo, Jae-Kyung

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On the joint analysis of the total discounted payments to policyholders and shareholders: Dividend barrier strategy von Cheung, Eric C. K, Liu, Haibo, Woo, Jae-Kyung

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Asymptotic correlation structure of discounted Incurred But Not Reported claims under fractional Poisson arrival process von Cheung, Eric C.K., Rabehasaina, Landy, Woo, Jae-Kyung, Xu, Ran

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SOME DISTRIBUTIONAL PROPERTIES OF A CLASS OF COUNTING DISTRIBUTIONS WITH CLAIMS ANALYSIS APPLICATIONS von Willmot, Gordon E., Woo, Jae-Kyung

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On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency von Avanzi, Benjamin, Cheung, Eric C.K., Wong, Bernard, Woo, Jae-Kyung

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On orderings and bounds in a generalized Sparre Andersen risk model von Cheung, Eric C. K., Landriault, David, Willmot, Gordon E., Woo, Jae-Kyung

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