Edit Profile (opens in new tab) Woo, Jae-Kyung Compute Distance To: Compute Author ID: woo.jae-kyung Published as: Woo, Jae-Kyung Documents Indexed: 37 Publications since 2001, including 1 Book Co-Authors: 17 Co-Authors with 29 Joint Publications 422 Co-Co-Authors all top 5 Co-Authors 4 single-authored 14 Willmot, Gordon E. 11 Cheung, Eric C. K. 4 Landriault, David 4 Rabehasaina, Landy 4 Xu, Ran 3 Meguid, Shaker A. 2 Liew, Kim Meow 2 Liu, Haibo 1 Albrecher, Hansjörg 1 Avanzi, Benjamin 1 Drekic, Steve 1 Kulvatunyou, B. 1 Lau, Hayden 1 Lee, Wing Yan 1 Liu, Jingchen 1 Ni, Weihong 1 Oh, Rosy 1 Peralta, Oscar 1 Stranart, J. C. 1 Wong, Bernard 1 Yang, Hailiang all top 5 Serials 12 Insurance Mathematics & Economics 5 Scandinavian Actuarial Journal 3 ASTIN Bulletin 3 North American Actuarial Journal 2 Queueing Systems 1 Acta Mechanica 1 International Journal of Mechanical Sciences 1 International Journal of Solids and Structures 1 Applied Mathematics and Computation 1 Journal of Applied Probability 1 Journal of Computational and Applied Mathematics 1 International Journal of Production Research 1 European Journal of Operational Research 1 Methodology and Computing in Applied Probability 1 Applied Stochastic Models in Business and Industry 1 Journal of Industrial and Management Optimization 1 Springer Actuarial all top 5 Fields 27 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 25 Probability theory and stochastic processes (60-XX) 17 Statistics (62-XX) 4 Operations research, mathematical programming (90-XX) 3 Mechanics of deformable solids (74-XX) 2 Integral equations (45-XX) 1 Calculus of variations and optimal control; optimization (49-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 27 Publications have been cited 243 times in 160 Documents Cited by ▼ Year ▼ On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency. Zbl 1291.91088Avanzi, Benjamin; Cheung, Eric C. K.; Wong, Bernard; Woo, Jae-Kyung 44 2013 Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models. Zbl 1231.91157Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung 44 2010 Nonlinear analysis of functionally graded plates and shallow shells. Zbl 1010.74034Woo, J.; Meguid, S. A. 42 2001 On some properties of a class of multivariate Erlang mixtures with insurance applications. Zbl 1390.62092Willmot, Gordon E.; Woo, Jae-Kyung 24 2015 Thermomechanical postbuckling analysis of moderately thick functionally graded plates and shallow shells. Zbl 1192.74138Woo, J.; Meguid, S. A.; Stranart, J. C.; Liew, K. M. 20 2005 Gerber-Shiu analysis with a generalized penalty function. Zbl 1226.60123Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung 18 2010 Thermomechanical postbuckling analysis of functionally graded plates and shallow cylindrical shells. Zbl 1064.74080Woo, J.; Meguid, S. A.; Liew, K. M. 12 2003 A note on discounted compound renewal sums under dependency. Zbl 1284.60158Woo, Jae-Kyung; Cheung, Eric C. K. 12 2013 On the analysis of a general class of dependent risk processes. Zbl 1284.91277Willmot, Gordon E.; Woo, Jae-Kyung 12 2012 Some remarks on delayed renewal risk models. Zbl 1230.91083Woo, Jae-Kyung 12 2010 A generalized penalty function for a class of discrete renewal processes. Zbl 1277.60146Woo, Jae-Kyung 10 2012 Surplus analysis of Sparre Andersen insurance risk processes. Zbl 1391.91006Willmot, Gordon E.; Woo, Jae-Kyung 10 2017 Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts. Zbl 1231.91250Willmot, Gordon E.; Woo, Jae-Kyung 8 2010 A note on deficit analysis in dependency models involving Coxian claim amounts. Zbl 1401.91157Landriault, David; Lee, Wing Yan; Willmot, Gordon E.; Woo, Jae-Kyung 7 2014 On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes. Zbl 1401.91109Cheung, Eric C. K.; Woo, Jae-Kyung 6 2016 On the class of Erlang mixtures with risk theoretic applications. Zbl 1480.91253Willmot, Gordon E.; Woo, Jae-Kyung 6 2007 On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays. Zbl 1371.91110Woo, Jae-Kyung 5 2016 On orderings and bounds in a generalized Sparre Andersen risk model. Zbl 1274.60050Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung 5 2011 Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments. Zbl 1445.91055Xu, Ran; Woo, Jae-Kyung 4 2020 Discounted aggregate claim costs until ruin in the discrete-time renewal risk model. Zbl 1411.91324Woo, Jae-Kyung; Liu, Haibo 3 2018 Multitype branching process with non-homogeneous Poisson and contagious Poisson immigration. Zbl 1478.60237Rabehasaina, Landy; Woo, Jae-Kyung 3 2021 Asymptotic analysis of risk quantities conditional on ruin for multidimensional heavy-tailed random walks. Zbl 1296.91162Liu, Jingchen; Woo, Jae-Kyung 2 2014 Asymptotic correlation structure of discounted incurred but not reported claims under fractional Poisson arrival process. Zbl 1430.90188Cheung, Eric C. K.; Rabehasaina, Landy; Woo, Jae-Kyung; Xu, Ran 2 2019 Gerber-Shiu analysis with two-sided acceptable levels. Zbl 1364.91071Woo, Jae-Kyung; Xu, Ran; Yang, Hailiang 2 2017 A threshold-based risk process with a waiting period to pay dividends. Zbl 1412.60064Drekic, Steve; Woo, Jae-Kyung; Xu, Ran 2 2018 Refinements of two-sided bounds for renewal equations. Zbl 1235.60123Woo, Jae-Kyung 1 2011 On a multivariate renewal-reward process involving time delays and discounting: applications to IBNR processes and infinite server queues. Zbl 1418.60037Rabehasaina, Landy; Woo, Jae-Kyung 1 2018 Multitype branching process with non-homogeneous Poisson and contagious Poisson immigration. Zbl 1478.60237Rabehasaina, Landy; Woo, Jae-Kyung 3 2021 Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments. Zbl 1445.91055Xu, Ran; Woo, Jae-Kyung 4 2020 Asymptotic correlation structure of discounted incurred but not reported claims under fractional Poisson arrival process. Zbl 1430.90188Cheung, Eric C. K.; Rabehasaina, Landy; Woo, Jae-Kyung; Xu, Ran 2 2019 Discounted aggregate claim costs until ruin in the discrete-time renewal risk model. Zbl 1411.91324Woo, Jae-Kyung; Liu, Haibo 3 2018 A threshold-based risk process with a waiting period to pay dividends. Zbl 1412.60064Drekic, Steve; Woo, Jae-Kyung; Xu, Ran 2 2018 On a multivariate renewal-reward process involving time delays and discounting: applications to IBNR processes and infinite server queues. Zbl 1418.60037Rabehasaina, Landy; Woo, Jae-Kyung 1 2018 Surplus analysis of Sparre Andersen insurance risk processes. Zbl 1391.91006Willmot, Gordon E.; Woo, Jae-Kyung 10 2017 Gerber-Shiu analysis with two-sided acceptable levels. Zbl 1364.91071Woo, Jae-Kyung; Xu, Ran; Yang, Hailiang 2 2017 On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes. Zbl 1401.91109Cheung, Eric C. K.; Woo, Jae-Kyung 6 2016 On multivariate discounted compound renewal sums with time-dependent claims in the presence of reporting/payment delays. Zbl 1371.91110Woo, Jae-Kyung 5 2016 On some properties of a class of multivariate Erlang mixtures with insurance applications. Zbl 1390.62092Willmot, Gordon E.; Woo, Jae-Kyung 24 2015 A note on deficit analysis in dependency models involving Coxian claim amounts. Zbl 1401.91157Landriault, David; Lee, Wing Yan; Willmot, Gordon E.; Woo, Jae-Kyung 7 2014 Asymptotic analysis of risk quantities conditional on ruin for multidimensional heavy-tailed random walks. Zbl 1296.91162Liu, Jingchen; Woo, Jae-Kyung 2 2014 On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency. Zbl 1291.91088Avanzi, Benjamin; Cheung, Eric C. K.; Wong, Bernard; Woo, Jae-Kyung 44 2013 A note on discounted compound renewal sums under dependency. Zbl 1284.60158Woo, Jae-Kyung; Cheung, Eric C. K. 12 2013 On the analysis of a general class of dependent risk processes. Zbl 1284.91277Willmot, Gordon E.; Woo, Jae-Kyung 12 2012 A generalized penalty function for a class of discrete renewal processes. Zbl 1277.60146Woo, Jae-Kyung 10 2012 On orderings and bounds in a generalized Sparre Andersen risk model. Zbl 1274.60050Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung 5 2011 Refinements of two-sided bounds for renewal equations. Zbl 1235.60123Woo, Jae-Kyung 1 2011 Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models. Zbl 1231.91157Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung 44 2010 Gerber-Shiu analysis with a generalized penalty function. Zbl 1226.60123Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung 18 2010 Some remarks on delayed renewal risk models. Zbl 1230.91083Woo, Jae-Kyung 12 2010 Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts. Zbl 1231.91250Willmot, Gordon E.; Woo, Jae-Kyung 8 2010 On the class of Erlang mixtures with risk theoretic applications. Zbl 1480.91253Willmot, Gordon E.; Woo, Jae-Kyung 6 2007 Thermomechanical postbuckling analysis of moderately thick functionally graded plates and shallow shells. Zbl 1192.74138Woo, J.; Meguid, S. A.; Stranart, J. C.; Liew, K. M. 20 2005 Thermomechanical postbuckling analysis of functionally graded plates and shallow cylindrical shells. Zbl 1064.74080Woo, J.; Meguid, S. A.; Liew, K. M. 12 2003 Nonlinear analysis of functionally graded plates and shallow shells. Zbl 1010.74034Woo, J.; Meguid, S. A. 42 2001 all cited Publications top 5 cited Publications all top 5 Cited by 201 Authors 28 Cheung, Eric C. K. 19 Woo, Jae-Kyung 16 Willmot, Gordon E. 14 Zhang, Zhimin 12 Landriault, David 6 Avanzi, Benjamin 6 Wong, Bernard 6 Yang, Hailiang 5 Badescu, Andrei L. 5 Chen, Ping 5 Cossette, Hélène 5 Lin, X. Sheldon 5 Marceau, Étienne 4 Albrecher, Hansjörg 4 Wang, Wenyuan 4 Xu, Di 4 Xu, Ran 4 Yamazaki, Kazutoshi 3 Hu, Xiang 3 Lau, Hayden 3 Lee, Wing Yan 3 Léveillé, Ghislain 3 Li, Zhong 3 Liu, Chaolin 3 Liu, Haibo 3 Pérez Garmendia, Jose Luis 3 Rabehasaina, Landy 3 Sendova, Kristina P. 3 Tu, Vincent 2 Avram, Florin 2 Bao, Zhenhua 2 Cha, Ji Hwan 2 Chadjiconstantinidis, Stathis 2 Chen, Mi 2 Feng, Runhuan 2 Furman, Edward 2 Gui, Wenyong 2 Hamel, Emmanuel 2 Huang, Rongtan 2 Ignatieva, Katja 2 Ivanovs, Jevgeņijs 2 Kim, Soyeun 2 Landsman, Zinoviy M. 2 Li, Bin 2 Liu, He 2 Liu, Zhang 2 Oh, Rosy 2 Ratovomirija, Gildas 2 Shi, Tianxiang 2 Su, Jianxi 2 Surya, Budhi Arta 2 Tamraz, Maissa 2 Tan, Jiyang 2 Trufin, Julien 2 Vernic, Raluca 2 Wong, Jeff T. Y. 2 Xie, Jiayi 2 Yang, Chen 2 Yang, Hu 2 Yin, Chuancun 2 Zhang, Lianzeng 2 Zhang, Zhehao 2 Zhao, Yongxia 2 Zhu, Lingjiong 1 Adékambi, Franck 1 Ahn, Jae Youn 1 Ahn, Soohan 1 Antonio, Katrien 1 Badía, Francisco German 1 Boudreault, Mathieu 1 Boxma, Onno Johan 1 Castañer, Anna 1 Chen, Gemai 1 Chen, Peimin 1 Chen, Shumin 1 Cheng, Ming 1 Choi, Michael C. H. 1 Claeskens, Gerda 1 Claramunt, M. Mercè 1 Constantinescu, Corina D. 1 Cook, Richard J. 1 Dai, Hongshuai 1 Dassios, Angelos 1 Deng, Yinglu 1 Diao, Liqun 1 Dong, Hua 1 Drekic, Steve 1 Fahim, Arash 1 Fung, Tsz Chai 1 Gajek, Lesław 1 Gatto, Riccardo 1 Giorgio, Massimiliano 1 Gordienko, Evgueni I. 1 Guan, Guofeng 1 Guan, Guohui 1 Guo, Peng 1 Guohe, Deng 1 Hainaut, Donatien 1 Han, Xiao 1 He, Yue ...and 101 more Authors all top 5 Cited in 39 Serials 41 Insurance Mathematics & Economics 23 Scandinavian Actuarial Journal 11 Journal of Computational and Applied Mathematics 10 Applied Mathematics and Computation 9 Methodology and Computing in Applied Probability 7 ASTIN Bulletin 7 Journal of Industrial and Management Optimization 4 Advances in Difference Equations 3 Journal of Applied Probability 3 Communications in Statistics. Simulation and Computation 3 Communications in Statistics. Theory and Methods 3 European Journal of Operational Research 3 Stochastic Models 3 European Actuarial Journal 2 Journal of Multivariate Analysis 2 Statistics & Probability Letters 2 Queueing Systems 2 Lifetime Data Analysis 2 North American Actuarial Journal 1 Acta Mathematicae Applicatae Sinica. English Series 1 Optimization 1 Asia-Pacific Journal of Operational Research 1 Stochastic Processes and their Applications 1 SIAM Journal on Scientific Computing 1 Applicationes Mathematicae 1 Bernoulli 1 Finance and Stochastics 1 Informatica (Vilnius) 1 Extremes 1 Acta Mathematica Sinica. English Series 1 Probability in the Engineering and Informational Sciences 1 Optimization and Engineering 1 Applied Stochastic Models in Business and Industry 1 Frontiers of Mathematics in China 1 Journal of Statistical Theory and Practice 1 SIAM Journal on Financial Mathematics 1 AIMS Mathematics 1 Stochastics and Quality Control 1 Results in Applied Mathematics all top 5 Cited in 14 Fields 138 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 107 Probability theory and stochastic processes (60-XX) 74 Statistics (62-XX) 13 Systems theory; control (93-XX) 5 Integral equations (45-XX) 3 Numerical analysis (65-XX) 2 Integral transforms, operational calculus (44-XX) 1 Combinatorics (05-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Computer science (68-XX) 1 Geophysics (86-XX) 1 Operations research, mathematical programming (90-XX) 1 Biology and other natural sciences (92-XX) 1 Mathematics education (97-XX) Citations by Year