Eric C.K. Cheung
Eric C.K. Cheung
Verified email at unsw.edu.au - Homepage
Title
Cited by
Cited by
Year
Randomized observation periods for the compound Poisson risk model: Dividends
H Albrecher, ECK Cheung, S Thonhauser
Astin Bulletin 41 (2), 645-672, 2011
1092011
Structural properties of Gerber–Shiu functions in dependent Sparre Andersen models
ECK Cheung, D Landriault, GE Willmot, JK Woo
Insurance: Mathematics and Economics 46 (1), 117-126, 2010
812010
Randomized observation periods for the compound Poisson risk model: the discounted penalty function
H Albrecher, ECK Cheung, S Thonhauser
Scandinavian Actuarial Journal 2013 (6), 424-452, 2013
782013
On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency
B Avanzi, ECK Cheung, B Wong, JK Woo
Insurance: Mathematics and Economics 52 (1), 98-113, 2013
742013
Dependent risk models with bivariate phase-type distributions
AL Badescu, ECK Cheung, D Landriault
Journal of Applied Probability 46 (1), 113-131, 2009
712009
A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model
ECK Cheung, D Landriault
Insurance: Mathematics and Economics 46 (1), 127-134, 2010
422010
A two-dimensional risk model with proportional reinsurance
AL Badescu, ECK Cheung, L Rabehasaina
Journal of Applied Probability 48 (3), 749-765, 2011
392011
Dividend moments in the dual risk model: exact and approximate approaches
ECK Cheung, S Drekic
ASTIN Bulletin: The Journal of the IAA 38 (2), 399-422, 2008
392008
Gerber–Shiu analysis with a generalized penalty function
ECK Cheung, D Landriault, GE Willmot, JK Woo
Scandinavian Actuarial Journal 2010 (3), 185-199, 2010
332010
Perturbed MAP risk models with dividend barrier strategies
ECK Cheung, D Landriault
Journal of Applied Probability 46 (2), 521-541, 2009
332009
A note on discounted compound renewal sums under dependency
JK Woo, ECK Cheung
Insurance: Mathematics and Economics 52 (2), 170-179, 2013
302013
Recursive methods for a multi-dimensional risk process with common shocks
L Gong, AL Badescu, ECK Cheung
Insurance: Mathematics and Economics 50 (1), 109-120, 2012
302012
A unified analysis of claim costs up to ruin in a Markovian arrival risk model
ECK Cheung, R Feng
Insurance: Mathematics and Economics 53 (1), 98-109, 2013
282013
A unifying approach to the analysis of business with random gains
ECK Cheung
Scandinavian Actuarial Journal 2012 (3), 153-182, 2012
272012
The Markov additive risk process under an Erlangized dividend barrier strategy
Z Zhang, ECK Cheung
Methodology and Computing in Applied Probability 18 (2), 275-306, 2016
262016
On a risk model with surplus-dependent premium and tax rates
ECK Cheung, D Landriault
Methodology and Computing in Applied Probability 14 (2), 233-251, 2012
232012
A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium
ECK Cheung
Insurance: Mathematics and Economics 48 (3), 384-397, 2011
222011
Moments of discounted dividends for a threshold strategy in the compound Poisson risk model
ECK Cheung, DCM Dickson, S Drekic
North American Actuarial Journal 12 (3), 299-318, 2008
222008
Analysis of a generalized penalty function in a semi-Markovian risk model
ECK Cheung, D Landriault
North American Actuarial Journal 13 (4), 497-513, 2009
212009
Lévy insurance risk process with Poissonian taxation
Z Zhang, ECK Cheung, H Yang
Scandinavian Actuarial Journal 2017 (1), 51-87, 2017
192017
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Articles 1–20