| Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity A Dassios, JW Jang Finance and Stochastics 7, 73-95, 2003 | 260 | 2003 |
| Martingale approach for moments of discounted aggregate claims JW Jang Journal of Risk and Insurance 71 (2), 201-211, 2004 | 68 | 2004 |
| Jump diffusion processes and their applications in insurance and finance J Jang Insurance: Mathematics and Economics 41 (1), 62-70, 2007 | 62 | 2007 |
| Kalman-Bucy filtering for linear systems driven by the Cox process with shot noise intensity and its application to the pricing of reinsurance contracts A Dassios, JW Jang Journal of applied probability 42 (1), 93-107, 2005 | 54 | 2005 |
| Arbitrage-free premium calculation for extreme losses using the shot noise process and the Esscher transform JW Jang, Y Krvavych Insurance: Mathematics and Economics 35 (1), 97-111, 2004 | 46 | 2004 |
| A bivariate shot noise self-exciting process for insurance J Jang, A Dassios Insurance: Mathematics and Economics 53 (3), 524-532, 2013 | 27 | 2013 |
| The distribution of the interval between events of a Cox process with shot noise intensity A Dassios, J Jang Journal of Applied Mathematics and Stochastic Analysis 2008, 1-14, 2008 | 22 | 2008 |
| A risk model with renewal shot-noise Cox process A Dassios, J Jang, H Zhao Insurance: Mathematics and Economics 65, 55-65, 2015 | 20 | 2015 |
| Pricing basket default swaps in a tractable shot noise model A Herbertsson, J Jang, T Schmidt Statistics & probability letters 81 (8), 1196-1207, 2011 | 20 | 2011 |
| A review on Poisson, Cox, Hawkes, shot-noise Poisson and dynamic contagion process and their compound processes J Jang, R Oh Annals of Actuarial Science 15 (3), 623-644, 2021 | 18 | 2021 |
| Cyber risk frequency, severity and insurance viability M Malavasi, GW Peters, PV Shevchenko, S Trück, J Jang, G Sofronov Insurance: Mathematics and Economics 106, 90-114, 2022 | 17 | 2022 |
| The nature of losses from cyber-related events: risk categories and business sectors PV Shevchenko, J Jang, M Malavasi, GW Peters, G Sofronov, S Trück Journal of Cybersecurity 9 (1), tyac016, 2023 | 15 | 2023 |
| Transform approach for operational risk modeling: Value-at-Risk and Tail Conditional Expectation J Jang, G Fu, PC Center Journal of Operational Risk 3 (2), 45-61, 2008 | 15 | 2008 |
| Doubly stochastic point processes in reinsurance and the pricing of catastrophe insurance derivatives JW Jang PQDT-UK & Ireland, 1998 | 14 | 1998 |
| A generalised CIR process with externally-exciting and self-exciting jumps and its applications in insurance and finance A Dassios, J Jang, H Zhao Risks 7 (4), 103, 2019 | 11 | 2019 |
| Neumann series on the recursive moments of copula-dependent aggregate discounted claims SN Mohd Ramli, J Jang Risks 2 (2), 195-210, 2014 | 11 | 2014 |
| Asymptotic super (sub) additivity of Value-at-Risk of regularly varying dependent variables J Jang, JH Jho Preprint MacQuarie University, Sydney, 2007 | 11 | 2007 |
| A double shot noise process and its application in insurance A Dassios, J Jang Journal of Mathematics and System Science 2 (2), 82-93, 2012 | 10 | 2012 |
| Moments of renewal shot-noise processes and their applications J Jang, A Dassios, H Zhao Scandinavian Actuarial Journal 2018 (8), 727-752, 2018 | 9 | 2018 |
| The Cox process in reinsurance A Dassios, J Jang Working Paper, 1998 | 8 | 1998 |
