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De Vylder and Goovaerts' conjecture on homogeneous risk models with equalized claim amounts
Kim, Bara; Kim, Jeongsim; Kim, Jerim - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 186-201
Persistent link: https://www.econbiz.de/10012793923
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Ruin problems in a discrete risk model in a Markovian environment
Yoo, Hyun Joo; Kim, Jerim - In: Journal of risk 24 (2021) 2, pp. 1-10
Persistent link: https://www.econbiz.de/10013284824
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A note on the subexponential asymptotics of the stationary distribution of M/G/1 type Markov chains
Kim, Bara; Kim, Jeongsim - In: European journal of operational research : EJOR 220 (2012) 1, pp. 132-134
Persistent link: https://www.econbiz.de/10009531561
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A batch arrival Mx/M/c queue with impatient customers
Kim, Bara; Kim, Jeongsim - In: Operations research letters 42 (2014) 2, pp. 180-185
Persistent link: https://www.econbiz.de/10010364561
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Stochastic ordering of Gini indexes for multivariate elliptical risks
Kim, Bara; Kim, Jeongsim - In: Insurance / Mathematics & economics 88 (2019), pp. 151-158
Persistent link: https://www.econbiz.de/10012105530
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The maximum distribution of Kibble’s bivariate gamma random vector
Kim, Bara; Kim, Jeongsim - In: Operations research letters 45 (2017) 4, pp. 392-396
Persistent link: https://www.econbiz.de/10011740634