Jiwook Jang

Macquarie University

Australia

Research Interests

Explore related searches

Professors in Australia

Contact this professor

Get a free first email built on one of their papers, ready for you to edit and send yourself.

Articles (10)

Year:

2025

Year:

2025

Year:

2023

Year:

2023

Year:

2023

Year:

2022

Year:

2021

Year:

2020

Year:

2020

Year:

2020

Collaborators (4)

Stefan Trueck

Macquarie University

AUSTRALIA

View details

Pavel Shevchenko

Macquarie University

AUSTRALIA

View details

Angelos Dassios

Professor

London School of Economics and Political Science

UNITED KINGDOM

View details

Georgy Sofronov

Macquarie University

AUSTRALIA

View details

ApplyKite TwinLearns as you apply

Make your next move.

Prepare your application

Review drafts before you send them.

Jiwook Jang

Research Interests

Explore related searches

Contact this professor

Articles (10)

Optimal asset allocation and reinsurance problem under enhanced dynamic contagion processes

A multivariate compound dynamic contagion process for modeling spillover dynamics in business and economic sectors

Cyber loss model risk translates to premium mispricing and risk sensitivity

The nature of losses from cyber-related events

A Cox model for gradually disappearing events

Cyber risk frequency, severity and insurance viability

A review on Poisson, Cox, Hawkes, shot-noise Poisson and dynamic contagion process and their compound processes

Transform approach for discounted aggregate claims in a risk model with descendant claims

Pricing arithmetic Asian options under jump diffusion CIR processes

Defaultable bond pricing under the jump diffusion model with copula dependence structure

Collaborators (4)

Stefan Trueck

Pavel Shevchenko

Angelos Dassios

Georgy Sofronov

Make your next move.