Cheung, Eric C. K.; Peralta, Oscar; Woo, Jae-Kyung Multivariate matrix-exponential affine mixtures and their applications in risk theory. (English) Zbl 1498.91354 Insur. Math. Econ. 106, 364-389 (2022). MSC: 91G05 PDFBibTeX XMLCite \textit{E. C. K. Cheung} et al., Insur. Math. Econ. 106, 364--389 (2022; Zbl 1498.91354) Full Text: DOI arXiv
Albrecher, Hansjörg; Cheung, Eric C. K.; Liu, Haibo; Woo, Jae-Kyung A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process. (English) Zbl 1484.91366 Insur. Math. Econ. 103, 96-118 (2022). MSC: 91G05 45K05 PDFBibTeX XMLCite \textit{H. Albrecher} et al., Insur. Math. Econ. 103, 96--118 (2022; Zbl 1484.91366) 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 PDFBibTeX XMLCite \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 Link
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 PDFBibTeX XMLCite \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. A unifying approach to the analysis of business with random gains. (English) Zbl 1277.60148 Scand. Actuar. J. 2012, No. 3, 153-182 (2012). MSC: 60K20 62P05 91B30 PDFBibTeX XMLCite \textit{E. C. K. Cheung}, Scand. Actuar. J. 2012, No. 3, 153--182 (2012; Zbl 1277.60148) Full Text: DOI
Gong, Lan; Badescu, Andrei L.; Cheung, Eric C. K. Recursive methods for a multi-dimensional risk process with common shocks. (English) Zbl 1235.91090 Insur. Math. Econ. 50, No. 1, 109-120 (2012). MSC: 91B30 PDFBibTeX XMLCite \textit{L. Gong} et al., Insur. Math. Econ. 50, No. 1, 109--120 (2012; Zbl 1235.91090) Full Text: DOI Link
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 PDFBibTeX XMLCite \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. A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium. (English) Zbl 1229.91157 Insur. Math. Econ. 48, No. 3, 384-397 (2011). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 91B70 PDFBibTeX XMLCite \textit{E. C. K. Cheung}, Insur. Math. Econ. 48, No. 3, 384--397 (2011; Zbl 1229.91157) Full Text: DOI Link
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 PDFBibTeX XMLCite \textit{E. C. K. Cheung} et al., Insur. Math. Econ. 46, No. 1, 117--126 (2010; Zbl 1231.91157) Full Text: DOI
Badescu, Andrei L.; Cheung, Eric C. K.; Landriault, David Dependent risk models with bivariate phase-type distributions. (English) Zbl 1172.91009 J. Appl. Probab. 46, No. 1, 113-131 (2009). Reviewer: Zbigniew Michna (Wrocław) MSC: 91B30 60J25 60J75 PDFBibTeX XMLCite \textit{A. L. Badescu} et al., J. Appl. Probab. 46, No. 1, 113--131 (2009; Zbl 1172.91009) Full Text: DOI