Edit Profile (opens in new tab) Cheung, Eric C. K. Compute Distance To: Compute Author ID: cheung.eric-c-k Published as: Cheung, Eric C. K. External Links: MGP Documents Indexed: 43 Publications since 2007 Co-Authors: 24 Co-Authors with 35 Joint Publications 454 Co-Co-Authors all top 5 Co-Authors 8 single-authored 9 Landriault, David 9 Woo, Jae-Kyung 6 Zhang, Zhimin 5 Badescu, Andrei L. 4 Willmot, Gordon E. 3 Albrecher, Hansjörg 2 Drekic, Steve 2 Feng, Runhuan 2 Liu, Haibo 2 Rabehasaina, Landy 2 Thonhauser, Stefan 2 Wong, Jeff T. Y. 2 Yang, Hailiang 1 Ahn, Soohan 1 Avanzi, Benjamin 1 Choi, Michael C. H. 1 Dickson, David C. M. 1 Gong, Lan 1 Kim, Jeong-Rae 1 Liu, Luyin 1 Ni, Weihong 1 Oh, Rosy 1 Wong, Bernard 1 Xu, Ran all top 5 Serials 13 Insurance Mathematics & Economics 8 Scandinavian Actuarial Journal 6 North American Actuarial Journal 3 Journal of Applied Probability 3 ASTIN Bulletin 2 Applied Mathematics and Computation 2 European Journal of Operational Research 2 Methodology and Computing in Applied Probability 1 Queueing Systems 1 Applied Stochastic Models in Business and Industry 1 Stochastic Models 1 Journal of Industrial and Management Optimization Fields 41 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 28 Probability theory and stochastic processes (60-XX) 13 Statistics (62-XX) 3 Operations research, mathematical programming (90-XX) 2 Integral equations (45-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 34 Publications have been cited 520 times in 262 Documents Cited by ▼ Year ▼ Randomized onservation periods for the compound Poisson risk model: dividends. Zbl 1239.91072Albrecher, Hansjörg; Cheung, Eric C. K.; Thonhauser, Stefan 56 2011 Dependent risk models with bivariate phase-type distributions. Zbl 1172.91009Badescu, Andrei L.; Cheung, Eric C. K.; Landriault, David 44 2009 Randomized observation periods for the compound Poisson risk model: the discounted penalty function. Zbl 1401.91089Albrecher, Hansjörg; Cheung, Eric C. K.; Thonhauser, Stefan 42 2013 Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models. Zbl 1231.91157Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung 40 2010 On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency. Zbl 1291.91088Avanzi, Benjamin; Cheung, Eric C. K.; Wong, Bernard; Woo, Jae-Kyung 37 2013 Perturbed MAP risk models with dividend barrier strategies. Zbl 1180.60071Cheung, Eric C. K.; Landriault, David 22 2009 Recursive methods for a multi-dimensional risk process with common shocks. Zbl 1235.91090Gong, Lan; Badescu, Andrei L.; Cheung, Eric C. K. 21 2012 The Markov additive risk process under an Erlangized dividend barrier strategy. Zbl 1338.91081Zhang, Zhimin; Cheung, Eric C. K. 20 2016 A two-dimensional risk model with proportional reinsurance. Zbl 1239.91073Badescu, Andrei L.; Cheung, Eric C. K.; Rabehasaina, Landy 20 2011 A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model. Zbl 1231.91156Cheung, Eric C. K.; Landriault, David 20 2010 Gerber-Shiu analysis with a generalized penalty function. Zbl 1226.60123Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung 17 2010 Lévy insurance risk process with Poissonian taxation. Zbl 1401.91216Zhang, Zhimin; Cheung, Eric C. K.; Yang, Hailiang 17 2017 Dividend moments in the dual risk model exact and approximate approaches. Zbl 1256.91026Cheung, Eric C. K.; Drekic, Steve 16 2008 A unified analysis of claim costs up to ruin in a Markovian arrival risk model. Zbl 1284.91214Cheung, Eric C. K.; Feng, Runhuan 16 2013 A unifying approach to the analysis of business with random gains. Zbl 1277.60148Cheung, Eric C. K. 14 2012 On a risk model with surplus-dependent premium and tax rates. Zbl 1260.91120Cheung, Eric C. K.; Landriault, David 13 2012 A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium. Zbl 1229.91157Cheung, Eric C. K. 13 2011 On the dual risk model with Parisian implementation delays in dividend payments. Zbl 1394.91204Cheung, Eric C. K.; Wong, Jeff T. Y. 12 2017 A note on discounted compound renewal sums under dependency. Zbl 1284.60158Woo, Jae-Kyung; Cheung, Eric C. K. 12 2013 On the compound Poisson risk model with periodic capital injections. Zbl 1390.91220Zhang, Zhimin; Cheung, Eric C. K.; Yang, Hailiang 8 2018 On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps. Zbl 1348.91189Wong, Jeff T. Y.; Cheung, Eric C. K. 8 2015 On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions. Zbl 1306.91072Choi, Michael C. H.; Cheung, Eric C. K. 7 2014 Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times. Zbl 1304.91095Cheung, Eric C. K. 6 2013 On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes. Zbl 1401.91109Cheung, Eric C. K.; Woo, Jae-Kyung 6 2016 A note on a Lévy insurance risk model under periodic dividend decisions. Zbl 1412.60068Zhang, Zhimin; Cheung, Eric C. K. 5 2018 On a generalization of the risk model with Markovian claim arrivals. Zbl 1237.91124Cheung, Eric C. K.; Landriault, David; Badescu, Andrei L. 5 2011 On a class of stochastic models with two-sided jumps. Zbl 1235.60126Cheung, Eric C. K. 5 2011 On orderings and bounds in a generalized Sparre Andersen risk model. Zbl 1274.60050Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung 5 2011 Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps. Zbl 1427.91077Cheung, Eric C. K.; Liu, Haibo; Willmot, Gordon E. 4 2018 Periodic threshold-type dividend strategy in the compound Poisson risk model. Zbl 1418.91232Cheung, Eric C. K.; Zhang, Zhimin 3 2019 On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model. Zbl 1338.60219Liu, Luyin; Cheung, Eric C. K. 3 2014 An IBNR-RBNS insurance risk model with marked Poisson arrivals. Zbl 1400.91238Ahn, Soohan; Badescu, Andrei L.; Cheung, Eric C. K.; Kim, Jeong-Rae 1 2018 Asymptotic correlation structure of discounted incurred but not reported claims under fractional Poisson arrival process. Zbl 1430.90188Cheung, Eric C. K.; Rabehasaina, Landy; Woo, Jae-Kyung; Xu, Ran 1 2019 Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion. Zbl 1479.91315Cheung, Eric C. K.; Zhang, Zhimin 1 2021 Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion. Zbl 1479.91315Cheung, Eric C. K.; Zhang, Zhimin 1 2021 Periodic threshold-type dividend strategy in the compound Poisson risk model. Zbl 1418.91232Cheung, Eric C. K.; Zhang, Zhimin 3 2019 Asymptotic correlation structure of discounted incurred but not reported claims under fractional Poisson arrival process. Zbl 1430.90188Cheung, Eric C. K.; Rabehasaina, Landy; Woo, Jae-Kyung; Xu, Ran 1 2019 On the compound Poisson risk model with periodic capital injections. Zbl 1390.91220Zhang, Zhimin; Cheung, Eric C. K.; Yang, Hailiang 8 2018 A note on a Lévy insurance risk model under periodic dividend decisions. Zbl 1412.60068Zhang, Zhimin; Cheung, Eric C. K. 5 2018 Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps. Zbl 1427.91077Cheung, Eric C. K.; Liu, Haibo; Willmot, Gordon E. 4 2018 An IBNR-RBNS insurance risk model with marked Poisson arrivals. Zbl 1400.91238Ahn, Soohan; Badescu, Andrei L.; Cheung, Eric C. K.; Kim, Jeong-Rae 1 2018 Lévy insurance risk process with Poissonian taxation. Zbl 1401.91216Zhang, Zhimin; Cheung, Eric C. K.; Yang, Hailiang 17 2017 On the dual risk model with Parisian implementation delays in dividend payments. Zbl 1394.91204Cheung, Eric C. K.; Wong, Jeff T. Y. 12 2017 The Markov additive risk process under an Erlangized dividend barrier strategy. Zbl 1338.91081Zhang, Zhimin; Cheung, Eric C. K. 20 2016 On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes. Zbl 1401.91109Cheung, Eric C. K.; Woo, Jae-Kyung 6 2016 On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps. Zbl 1348.91189Wong, Jeff T. Y.; Cheung, Eric C. K. 8 2015 On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions. Zbl 1306.91072Choi, Michael C. H.; Cheung, Eric C. K. 7 2014 On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model. Zbl 1338.60219Liu, Luyin; Cheung, Eric C. K. 3 2014 Randomized observation periods for the compound Poisson risk model: the discounted penalty function. Zbl 1401.91089Albrecher, Hansjörg; Cheung, Eric C. K.; Thonhauser, Stefan 42 2013 On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency. Zbl 1291.91088Avanzi, Benjamin; Cheung, Eric C. K.; Wong, Bernard; Woo, Jae-Kyung 37 2013 A unified analysis of claim costs up to ruin in a Markovian arrival risk model. Zbl 1284.91214Cheung, Eric C. K.; Feng, Runhuan 16 2013 A note on discounted compound renewal sums under dependency. Zbl 1284.60158Woo, Jae-Kyung; Cheung, Eric C. K. 12 2013 Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times. Zbl 1304.91095Cheung, Eric C. K. 6 2013 Recursive methods for a multi-dimensional risk process with common shocks. Zbl 1235.91090Gong, Lan; Badescu, Andrei L.; Cheung, Eric C. K. 21 2012 A unifying approach to the analysis of business with random gains. Zbl 1277.60148Cheung, Eric C. K. 14 2012 On a risk model with surplus-dependent premium and tax rates. Zbl 1260.91120Cheung, Eric C. K.; Landriault, David 13 2012 Randomized onservation periods for the compound Poisson risk model: dividends. Zbl 1239.91072Albrecher, Hansjörg; Cheung, Eric C. K.; Thonhauser, Stefan 56 2011 A two-dimensional risk model with proportional reinsurance. Zbl 1239.91073Badescu, Andrei L.; Cheung, Eric C. K.; Rabehasaina, Landy 20 2011 A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium. Zbl 1229.91157Cheung, Eric C. K. 13 2011 On a generalization of the risk model with Markovian claim arrivals. Zbl 1237.91124Cheung, Eric C. K.; Landriault, David; Badescu, Andrei L. 5 2011 On a class of stochastic models with two-sided jumps. Zbl 1235.60126Cheung, Eric C. K. 5 2011 On orderings and bounds in a generalized Sparre Andersen risk model. Zbl 1274.60050Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung 5 2011 Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models. Zbl 1231.91157Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung 40 2010 A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model. Zbl 1231.91156Cheung, Eric C. K.; Landriault, David 20 2010 Gerber-Shiu analysis with a generalized penalty function. Zbl 1226.60123Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung 17 2010 Dependent risk models with bivariate phase-type distributions. Zbl 1172.91009Badescu, Andrei L.; Cheung, Eric C. K.; Landriault, David 44 2009 Perturbed MAP risk models with dividend barrier strategies. Zbl 1180.60071Cheung, Eric C. K.; Landriault, David 22 2009 Dividend moments in the dual risk model exact and approximate approaches. Zbl 1256.91026Cheung, Eric C. K.; Drekic, Steve 16 2008 all cited Publications top 5 cited Publications all top 5 Cited by 315 Authors 32 Cheung, Eric C. K. 19 Landriault, David 19 Zhang, Zhimin 18 Woo, Jae-Kyung 15 Willmot, Gordon E. 10 Fu, Ke’ang 9 Yang, Hailiang 8 Albrecher, Hansjörg 7 Avanzi, Benjamin 7 Boxma, Onno Johan 7 Wang, Wenyuan 6 Dong, Hua 6 Hu, Yijun 6 Ivanovs, Jevgeņijs 6 Liu, Chaolin 6 Wong, Bernard 5 Badescu, Andrei L. 5 Li, Bin 5 Pérez Garmendia, Jose Luis 5 Sendova, Kristina P. 5 Xu, Di 5 Yamazaki, Kazutoshi 5 Yang, Hu 4 Avram, Florin 4 Chen, Ping 4 Frostig, Esther 4 Lee, Wing Yan 4 Li, Shuanming 4 Rabehasaina, Landy 4 Shen, Xinmei 4 Shi, Tianxiang 4 Wang, Dehui 4 Wong, Jeff T. Y. 4 Yin, Chuancun 4 Zhou, Xiaowen 3 Chen, Xu 3 Cheng, Jianhua 3 Cossette, Hélène 3 Dickson, David C. M. 3 Egídio dos Reis, Alfredo D. 3 Feng, Runhuan 3 Gerber, Hans U. 3 Hu, Xiang 3 Lau, Hayden 3 Lefèvre, Claude 3 Li, Zhong 3 Liu, Haibo 3 Marceau, Étienne 3 Papaioannou, Apostolos D. 3 Renaud, Jean-François 3 Shiu, Elias S. W. 3 Tu, Vincent 3 Xu, Ran 3 Yang, Chen 3 Yang, Xiangqun 3 Yuen, Kam Chuen 3 Zhang, Yan 3 Zhao, Peibiao 3 Zhao, Xianghua 3 Zhao, Yongxia 2 Ahn, Soohan 2 Badila, E. S. 2 Bi, Junna 2 Bi, Xiuchun 2 Bladt, Mogens 2 Cardoso, Rui M. R. 2 Castañer, Anna 2 Chadjiconstantinidis, Stathis 2 Chen, Zhenlong 2 Claramunt, M. Mercè 2 Constantinescu, Corina D. 2 Dai, Hongshuai 2 Dibu, A. S. 2 Jacob, M. J. 2 Ji, Lanpeng 2 Jiang, Wuyuan 2 Jin, Fang 2 Kim, Bara 2 Léveillé, Ghislain 2 Li, Jie 2 Li, Jingchao 2 Li, Jinzhu 2 Li, Shu 2 Liang, Zhibin 2 Liu, Xiao 2 Loisel, Stéphane 2 Mandjes, Michel Robertus Hendrikus 2 Ming, Ruixing 2 Noba, Kei 2 Ou, Hui 2 Palmowski, Zbigniew 2 Perry, David 2 Ramsden, Lewis 2 Resing, Jacques A. C. 2 Rodríguez-Martínez, Eugenio V. 2 Šiaulys, Jonas 2 Thonhauser, Stefan 2 Trufin, Julien 2 Winands, Erik M. M. 2 Xie, Jiayi ...and 215 more Authors all top 5 Cited in 56 Serials 64 Insurance Mathematics & Economics 23 Scandinavian Actuarial Journal 14 Journal of Computational and Applied Mathematics 11 Statistics & Probability Letters 11 Journal of Industrial and Management Optimization 10 Applied Mathematics and Computation 10 Journal of Applied Probability 9 Advances in Applied Probability 9 Methodology and Computing in Applied Probability 7 Applied Mathematics. Series B (English Edition) 7 ASTIN Bulletin 7 European Actuarial Journal 6 Communications in Statistics. Theory and Methods 5 Stochastic Models 4 Acta Mathematicae Applicatae Sinica. English Series 4 European Journal of Operational Research 4 Stochastic Processes and their Applications 4 North American Actuarial Journal 3 Annals of Operations Research 3 Frontiers of Mathematics in China 2 Lithuanian Mathematical Journal 2 Queueing Systems 2 Mathematical Problems in Engineering 2 Mathematical Methods of Operations Research 2 Journal of Inequalities and Applications 2 Discrete Dynamics in Nature and Society 2 Probability in the Engineering and Informational Sciences 2 Advances in Difference Equations 2 Journal of the Korean Statistical Society 1 Computers & Mathematics with Applications 1 Journal of Mathematical Analysis and Applications 1 Theory of Probability and its Applications 1 Journal of Multivariate Analysis 1 Stochastic Analysis and Applications 1 Bulletin of the Iranian Mathematical Society 1 Sequential Analysis 1 Asia-Pacific Journal of Operational Research 1 Journal of Economic Dynamics & Control 1 Japan Journal of Industrial and Applied Mathematics 1 Indagationes Mathematicae. New Series 1 Bernoulli 1 Finance and Stochastics 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings 1 Abstract and Applied Analysis 1 Informatica (Vilnius) 1 Acta Mathematica Sinica. English Series 1 Applied Stochastic Models in Business and Industry 1 International Game Theory Review 1 Journal of Systems Science and Complexity 1 Journal of Applied Mathematics 1 Journal of Statistical Theory and Practice 1 SIAM Journal on Financial Mathematics 1 Statistics & Risk Modeling 1 ISRN Probability and Statistics 1 Modern Stochastics. Theory and Applications 1 Results in Applied Mathematics all top 5 Cited in 14 Fields 239 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 192 Probability theory and stochastic processes (60-XX) 81 Statistics (62-XX) 26 Systems theory; control (93-XX) 11 Integral equations (45-XX) 9 Operations research, mathematical programming (90-XX) 6 Integral transforms, operational calculus (44-XX) 4 Numerical analysis (65-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 2 Partial differential equations (35-XX) 1 Field theory and polynomials (12-XX) 1 Computer science (68-XX) 1 Geophysics (86-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year