Cheung, Eric C. K.; Rabehasaina, Landy; Woo, Jae-Kyung; Xu, Ran Asymptotic correlation structure of discounted incurred but not reported claims under fractional Poisson arrival process. (English) Zbl 1430.90188 Eur. J. Oper. Res. 276, No. 2, 582-601 (2019). MSC: 90B22 60K10 60G22 PDF BibTeX XML Cite \textit{E. C. K. Cheung} et al., Eur. J. Oper. Res. 276, No. 2, 582--601 (2019; Zbl 1430.90188) Full Text: DOI
Cheung, Eric C. K.; Woo, Jae-Kyung On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes. (English) Zbl 1401.91109 Scand. Actuar. J. 2016, No. 1, 63-91 (2016). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{E. C. K. Cheung} and \textit{J.-K. Woo}, Scand. Actuar. J. 2016, No. 1, 63--91 (2016; Zbl 1401.91109) Full Text: DOI
Avanzi, Benjamin; Cheung, Eric C. K.; Wong, Bernard; Woo, Jae-Kyung On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency. (English) Zbl 1291.91088 Insur. Math. Econ. 52, No. 1, 98-113 (2013). MSC: 91B30 91G50 PDF BibTeX XML Cite \textit{B. Avanzi} et al., Insur. Math. Econ. 52, No. 1, 98--113 (2013; Zbl 1291.91088) Full Text: DOI
Woo, Jae-Kyung; Cheung, Eric C. K. A note on discounted compound renewal sums under dependency. (English) Zbl 1284.60158 Insur. Math. Econ. 52, No. 2, 170-179 (2013). MSC: 60K05 62H05 PDF BibTeX XML Cite \textit{J.-K. Woo} and \textit{E. C. K. Cheung}, Insur. Math. Econ. 52, No. 2, 170--179 (2013; Zbl 1284.60158) Full Text: DOI
Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung On orderings and bounds in a generalized Sparre Andersen risk model. (English) Zbl 1274.60050 Appl. Stoch. Models Bus. Ind. 27, No. 1, 51-60 (2011). MSC: 60E15 91B30 PDF BibTeX XML Cite \textit{E. C. K. Cheung} et al., Appl. Stoch. Models Bus. Ind. 27, No. 1, 51--60 (2011; Zbl 1274.60050) Full Text: DOI
Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models. (English) Zbl 1231.91157 Insur. Math. Econ. 46, No. 1, 117-126 (2010). MSC: 91B30 60K10 62P05 PDF BibTeX XML Cite \textit{E. C. K. Cheung} et al., Insur. Math. Econ. 46, No. 1, 117--126 (2010; Zbl 1231.91157) Full Text: DOI
Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung Gerber-Shiu analysis with a generalized penalty function. (English) Zbl 1226.60123 Scand. Actuar. J. 2010, No. 3, 185-199 (2010). MSC: 60K10 91B30 60K05 PDF BibTeX XML Cite \textit{E. C. K. Cheung} et al., Scand. Actuar. J. 2010, No. 3, 185--199 (2010; Zbl 1226.60123) Full Text: DOI