Eric C. K. Cheung

发表

On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model

Luyin Liu, Eric C. K. Cheung, Luyin Liu, 2014, Appl. Math. Comput..

Asymptotic correlation structure of discounted Incurred But Not Reported claims under fractional Poisson arrival process

Ran Xu, Landy Rabehasaina, Jae-Kyung Woo, 2018, Eur. J. Oper. Res..

On the dual risk model with Parisian implementation delays in dividend payments

Eric C. K. Cheung, Jeff T. Y. Wong, 2017, Eur. J. Oper. Res..

Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps

Gordon E. Willmot, Haibo Liu, Eric C. K. Cheung, 2018, Appl. Math. Comput..

On a class of stochastic models with two-sided jumps

Eric C. K. Cheung, 2011, Queueing Syst. Theory Appl..

Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion

Eric C. K. Cheung, Zhimin Zhang, 2021, Scandinavian Actuarial Journal.

Randomized observation periods for the compound Poisson risk model: the discounted penalty function

Eric C. K. Cheung, H. Albrecher, S. Thonhauser, 2013 .

Lévy insurance risk process with Poissonian taxation

Eric C. K. Cheung, Hailiang Yang, Zhimin Zhang, 2017 .

Gerber–Shiu analysis with a generalized penalty function

Eric C. K. Cheung, G. Willmot, D. Landriault, 2010 .

On a Periodic Dividend Barrier Strategy in the Dual Model with Continuous Monitoring of Solvency

Eric C. K. Cheung, Bernard Wong, Benjamin Avanzi, 2012 .

A unifying approach to the analysis of business with random gains

Eric C. K. Cheung, 2012 .

Periodic threshold-type dividend strategy in the compound Poisson risk model

Eric C. K. Cheung, Zhimin Zhang, 2018, Scandinavian Actuarial Journal.

Analysis of a Generalized Penalty Function in a Semi-Markovian Risk Model

David Landriault, Eric C. K. Cheung, Eric C.K. Cheung, 2009 .

Title On a Gerber – Shiu type function and its applications in a dualsemi-Markovian risk model

Eric C. K. Cheung, L. Liu, Luyin Liu, 2016 .

A unified analysis of claim costs up to ruin in a Markovian arrival risk model

Eric C. K. Cheung, Runhuan Feng, 2013 .

Title A unified analysis of claim costs up to ruin in a Markovian arrivalrisk model

Eric C. K. Cheung, Runhuan Feng, 2013 .

Dependent Risk Models with Bivariate Phase-Type Distributions

Eric C. K. Cheung, D. Landriault, A. Badescu, 2009, Journal of Applied Probability.

Title Randomized observation periods for the compound poisson riskmodel : the discounted penalty function

Eric C. K. Cheung, H. Albrecher, S. Thonhauser, 2011 .

Recursive methods for a multi-dimensional risk process with common shocks

Eric C. K. Cheung, A. Badescu, Lan Gong, 2012 .

Analysis of some risk models involving dependence

Eric C. K. Cheung, 2010 .

Title Lévy insurance risk process with Poissonian taxation

Eric C. K. Cheung, Hailiang Yang, Zhimin Zhang, 2015 .

Perturbed MAP Risk Models with Dividend Barrier Strategies

Eric C. K. Cheung, D. Landriault, 2009, Journal of Applied Probability.

The Markov Additive Risk Process Under an Erlangized Dividend Barrier Strategy

Eric C. K. Cheung, Zhimin Zhang, 2016 .

Ruin probabilities in a Sparre Andersen model with dependency structure based on a threshold window

Eric C. K. Cheung, Suhang Dai, Weihong Ni, 2017, Annals of Actuarial Science.

A note on a Lévy insurance risk model under periodic dividend decisions

Eric C. K. Cheung, Zhimin Zhang, 2017 .

Finite-time ruin probabilities using bivariate Laguerre series

Eric C. K. Cheung, G. Willmot, J. Woo, 2022, Scandinavian Actuarial Journal.

Moments of Discounted Dividends for a Threshold Strategy in the Compound Poisson Risk Model

Eric C. K. Cheung, D. Dickson, Steve Drekic, 2008 .

ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS

Eric C. K. Cheung, Hailiang Yang, Zhimin Zhang, 2017, ASTIN Bulletin.

On the joint analysis of the total discounted payments to policyholders and shareholders: Dividend barrier strategy

Eric C. K. Cheung, J. Woo, Haibo Liu, 2015 .

On the expected discounted dividends in the Cramér–Lundberg risk model with more frequent ruin monitoring than dividend decisions

Eric C. K. Cheung, Michael C. H. Choi, 2014 .

On a bivariate risk process with a dividend barrier strategy

Eric C. K. Cheung, Luyin Liu, 2014, Annals of Actuarial Science.

On a Risk Model with Surplus-dependent Premium and Tax Rates

Eric C. K. Cheung, D. Landriault, 2012 .

Randomized Observation Periods for the Compound Poisson Risk Model: Dividends

Hansjörg Albrecher, Stefan Thonhauser, Eric C. K. Cheung, 2011 .

Dividend Moments in the Dual Risk Model: Exact and Approximate Approaches

Steve Drekic, Eric C. K. Cheung, Eric C.K. Cheung, 2008 .

Title On a Risk Model with Surplus-dependent Premium and TaxRates

Eric C. K. Cheung, D. Landriault, 2010 .

Dividend Moments in the Dual Model : Exact and Approximate Approaches

Eric C. K. Cheung, Steve Drekic, 2008 .

A note on discounted compound renewal sums under dependency

Jae-Kyung Woo, Eric C. K. Cheung, Eric C.K. Cheung, 2013 .

“On Optimal Dividend Strategies in the Compound Poisson Model”, by Elias S. W. Shiu and Hans U. Gerber, April 2006

Eric C. K. Cheung, 2007 .

A two-dimensional risk model with proportional reinsurance

Eric C. K. Cheung, L. Rabehasaina, A. Badescu, 2011 .

Multivariate matrix-exponential affine mixtures and their applications in risk theory

Eric C. K. Cheung, Oscar Peralta, Eric C.K. Cheung, 2021, Insurance: Mathematics and Economics.

On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps

Eric C. K. Cheung, Jeff T. Y. Wong, Eric C.K. Cheung, 2015 .

A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model

David Landriault, Eric C. K. Cheung, Eric C.K. Cheung, 2010 .

On the joint analysis of the total discounted payments to policyholders and shareholders: threshold dividend strategy

Eric C. K. Cheung, Haibo Liu, 2016, Annals of Actuarial Science.

Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times

Eric C. K. Cheung, 2013 .

“Recursive Calculation of the Dividend Moments in a Multi-Threshold Risk Model,” Andrei Badescu and David Landriault, January 2008

Eric C. K. Cheung, 2008 .

Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models

Eric C. K. Cheung, G. Willmot, D. Landriault, 2010 .

An IBNR–RBNS insurance risk model with marked Poisson arrivals

Eric C. K. Cheung, Soohan Ahn, A. Badescu, 2018 .