On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals

von Ahn, Soohan
Veröffentlicht in Insurance / Mathematics & economics (2007)

Generalizing the reflection principle of Brownian motion, and closed-form pricing of barrier options and autocallable investments

von Lee, Hangsuck
Veröffentlicht in The North American journal of economics and finance (2019)

A new class of models for heavy tailed distributions in finance and insurance risk

von Ahn, Soohan
Veröffentlicht in Insurance / Mathematics & economics (2012)

Exact time-dependent solutions for the M/D/1 queue

von Baek, Jung Woo
Veröffentlicht in Operations research letters (2016)

A factorization property for BMAP/G/1 vacation queues under variable service speed

Veröffentlicht in Annals of operations research (2008)

A MAP-modulated fluid flow model with multiple vacations

Veröffentlicht in Madrid Conference on Queueing Theory (3 : 2010 : Toledo) MCQT'10 (2013)

A workload factorization for BMAP/G/1 vacation queues under variable service speed

Veröffentlicht in Operations research letters (2014)

An IBNR–RBNS insurance risk model with marked Poisson arrivals

von Ahn, Soohan
Veröffentlicht in Insurance / Mathematics & economics (2018)