Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity. - Angelos Dassios; Ji-Wook Jang (Finance Stochastics, 2003)

Transform approach for discounted aggregate claims in a risk model with descendant claims. - Hyunjoo Yoo; Bara Kim; Jeongsim Kim; Ji-Wook Jang (Ann. Oper. Res., 2020)