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Ko, Bangwon
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1

The pricing and static hedging of multi-step double barrier..:

Lee, Hangsuck ; Ko, Bangwon ; Lee, Minha
Finance Research Letters.  55 (2023)  - p. 103890 , 2023
Link: https://doi.org/10.1016/..
 
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2

Valuing lookback options with barrier:

Lee, Hangsuck ; Kim, Eunchae ; Ko, Bangwon
The North American Journal of Economics and Finance.  60 (2022)  - p. 101660 , 2022
Link: https://doi.org/10.1016/..
 
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3

A semi-analytic valuation of two-asset barrier options and ..:

Lee, Hangsuck ; Lee, Minha ; Ko, Bangwon
The North American Journal of Economics and Finance.  61 (2022)  - p. 101704 , 2022
Link: https://doi.org/10.1016/..
 
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4

On the mixtures of length-biased Weibull distributions for ..:

Bae, Taehan ; Ko, Bangwon
Journal of the Korean Statistical Society.  49 (2020)  2 - p. 422-438 , 2020
Link: https://doi.org/10.1007/..
 
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5

Construction of multiple decrement tables under generalized..:

Lee, Hangsuck ; Ahn, Jae Youn ; Ko, Bangwon
Computational Statistics & Data Analysis.  133 (2019)  - p. 104-119 , 2019
Link: https://doi.org/10.1016/..
 
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6

Generalizing the reflection principle of Brownian motion, a..:

Lee, Hangsuck ; Ahn, Soohan ; Ko, Bangwon
The North American Journal of Economics and Finance.  50 (2019)  - p. 101014 , 2019
Link: https://doi.org/10.1016/..
 
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7

Valuing step barrier options and their icicled variations:

Lee, Hangsuck ; Ko, Bangwon ; Song, Seongjoo
The North American Journal of Economics and Finance.  49 (2019)  - p. 396-411 , 2019
Link: https://doi.org/10.1016/..
 
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8

Valuing equity-indexed annuities with icicled barrier optio..:

Lee, Hangsuck ; Ko, Bangwon
Journal of the Korean Statistical Society.  47 (2018)  3 - p. 330-346 , 2018
Link: https://doi.org/10.1016/..
 
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9

On the Discounted Kth Moment of the Deficit at Ruin in the ..:

Kim, So-Yeun ; Ko, Bangwon
Lobachevskii Journal of Mathematics.  39 (2018)  3 - p. 348-354 , 2018
Link: https://doi.org/10.1134/..
 
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10

A note on weighted infinite sums of dependent regularly var..:

Bae, Taehan ; Ko, Bangwon
Journal of the Korean Statistical Society.  46 (2017)  3 - p. 321-327 , 2017
Link: https://doi.org/10.1016/..
 
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11

On survival assumptions between integer ages in the theory ..:

Baek, HyeYoun ; Ko, Bangwon ; Lee, Hangsuck
Journal of the Korean Statistical Society.  45 (2016)  4 - p. 633-646 , 2016
Link: https://doi.org/10.1016/..
 
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12

Actuarial Applications of a Statistical Model for Long-Term..:

Kwon, Hyuk-Sung ; Ko, Bangwon ; Kim, Ji-Hae
Asia-Pacific Journal of Risk and Insurance.  10 (2016)  2 - p. 217-243 , 2016
Link: https://doi.org/10.1515/..
 
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13

On multivariate countermonotonic copulas and their actuaria..:

Ko, Bangwon ; Ahn, Jae Youn
Lobachevskii Journal of Mathematics.  37 (2016)  4 - p. 387-396 , 2016
Link: https://doi.org/10.1134/..
 
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14

Pricing guaranteed minimum death benefit contracts under th..:

Ko, Bangwon ; Bae, Taehan
Lobachevskii Journal of Mathematics.  36 (2015)  2 - p. 198-207 , 2015
Link: https://doi.org/10.1134/..
 
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15

On the Bayesian Risk Evaluation of Minimum Guarantees in Va..:

Yoo, Byoung Hark ; Ko, Bangwon ; Kwon, Hyuk-Sung
Asia-Pacific Journal of Risk and Insurance.  10 (2015)  1 - p. 21-43 , 2015
Link: https://doi.org/10.1515/..
 
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