Select Publications

Preprints

Ahn JY; Cheung ECK; Oh R; Woo J-K, 2022, Optimal relativities in a modified Bonus-Malus system with long memory transition rules and frequency-severity dependence, , http://dx.doi.org/10.48550/arxiv.2106.00911

Cheung ECK; Peralta O; Woo J-K, 2021, Multivariate matrix-exponential affine mixtures and their applications in risk theory, , http://dx.doi.org/10.48550/arxiv.2201.11122

Cheung E; Rabehasaina L; Woo J-K; Xu R, 2018, Asymptotic Correlation Structure of Discounted Incurred But Not Reported Claims under Fractional Poisson Arrival Process, , http://dx.doi.org/10.48550/arxiv.1801.04691


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