Edit Profile (opens in new tab) Cheung, Eric C. K. Co-Author Distance Author ID: cheung.eric-c-k Published as: Cheung, Eric C. K. External Links: MGP Documents Indexed: 45 Publications since 2007 1 Contribution as Editor Co-Authors: 22 Co-Authors with 32 Joint Publications 500 Co-Co-Authors all top 5 Co-Authors 8 single-authored 11 Woo, Jae-Kyung 9 Landriault, David 6 Zhang, Zhimin 5 Badescu, Andrei L. 5 Willmot, Gordon E. 3 Albrecher, Hansjörg 3 Liu, Haibo 2 Drekic, Steve 2 Rabehasaina, Landy 2 Thonhauser, Stefan 2 Wong, Jeff T. Y. 2 Yang, Hailiang 1 Ahn, Soohan 1 Avanzi, Benjamin 1 Boonen, Tim J. 1 Choi, Michael C. H. 1 Dickson, David C. M. 1 Gong, Lan 1 Kim, Jeong-Rae 1 Lau, Hayden 1 Liu, Luyin 1 Ni, Weihong 1 Oh, Rosy 1 Peralta, Oscar 1 Wong, Bernard 1 Woo, JK 1 Xu, Ran 1 Zhu, Wei all top 5 Serials 14 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 Probability in the Engineering and Informational Sciences 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 all top 5 Fields 43 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 27 Probability theory and stochastic processes (60-XX) 14 Statistics (62-XX) 4 Integral equations (45-XX) 3 Operations research, mathematical programming (90-XX) 1 General and overarching topics; collections (00-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 42 Publications have been cited 566 times in 303 Documents Cited by ▼ Year ▼ Randomized onservation periods for the compound Poisson risk model: dividends. Zbl 1239.91072 Albrecher, Hansjörg; Cheung, Eric C. K.; Thonhauser, Stefan 71 2011 Randomized observation periods for the compound Poisson risk model: the discounted penalty function. Zbl 1401.91089 Albrecher, Hansjörg; Cheung, Eric C. K.; Thonhauser, Stefan 53 2013 On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency. Zbl 1291.91088 Avanzi, Benjamin; Cheung, Eric C. K.; Wong, Bernard; Woo, Jae-Kyung 52 2013 Dependent risk models with bivariate phase-type distributions. Zbl 1172.91009 Badescu, Andrei L.; Cheung, Eric C. K.; Landriault, David 48 2009 Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models. Zbl 1231.91157 Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung 47 2010 Perturbed MAP risk models with dividend barrier strategies. Zbl 1180.60071 Cheung, Eric C. K.; Landriault, David 26 2009 The Markov additive risk process under an Erlangized dividend barrier strategy. Zbl 1338.91081 Zhang, Zhimin; Cheung, Eric C. K. 24 2016 Recursive methods for a multi-dimensional risk process with common shocks. Zbl 1235.91090 Gong, Lan; Badescu, Andrei L.; Cheung, Eric C. K. 23 2012 A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model. Zbl 1231.91156 Cheung, Eric C. K.; Landriault, David 22 2010 A two-dimensional risk model with proportional reinsurance. Zbl 1239.91073 Badescu, Andrei L.; Cheung, Eric C. K.; Rabehasaina, Landy 21 2011 Lévy insurance risk process with Poissonian taxation. Zbl 1401.91216 Zhang, Zhimin; Cheung, Eric C. K.; Yang, Hailiang 21 2017 Dividend moments in the dual risk model exact and approximate approaches. Zbl 1256.91026 Cheung, Eric C. K.; Drekic, Steve 20 2008 A unifying approach to the analysis of business with random gains. Zbl 1277.60148 Cheung, Eric C. K. 19 2012 Gerber-Shiu analysis with a generalized penalty function. Zbl 1226.60123 Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung 18 2010 On the compound Poisson risk model with periodic capital injections. Zbl 1390.91220 Zhang, Zhimin; Cheung, Eric C. K.; Yang, Hailiang 17 2018 On the dual risk model with Parisian implementation delays in dividend payments. Zbl 1394.91204 Cheung, Eric C. K.; Wong, Jeff T. Y. 16 2017 A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium. Zbl 1229.91157 Cheung, Eric C. K. 15 2011 On a risk model with surplus-dependent premium and tax rates. Zbl 1260.91120 Cheung, Eric C. K.; Landriault, David 14 2012 A note on discounted compound renewal sums under dependency. Zbl 1284.60158 Woo, Jae-Kyung; Cheung, Eric C. K. 13 2013 On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps. Zbl 1348.91189 Wong, Jeff T. Y.; Cheung, Eric C. K. 10 2015 On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions. Zbl 1306.91072 Choi, Michael C. H.; Cheung, Eric C. K. 10 2014 Analysis of a generalized penalty function in a semi-Markovian risk model. Zbl 1483.91182 Cheung, Eric C. K.; Landriault, David 10 2009 Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times. Zbl 1304.91095 Cheung, Eric C. K. 8 2013 Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps. Zbl 1427.91077 Cheung, Eric C. K.; Liu, Haibo; Willmot, Gordon E. 8 2018 A note on a Lévy insurance risk model under periodic dividend decisions. Zbl 1412.60068 Zhang, Zhimin; Cheung, Eric C. K. 8 2018 On a class of stochastic models with two-sided jumps. Zbl 1235.60126 Cheung, Eric C. K. 7 2011 Moments of discounted dividends for a threshold strategy in the compound Poisson risk model. Zbl 1481.91166 Cheung, Eric C. K.; Dickson, David C. M.; Drekic, Steve 7 2008 On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes. Zbl 1401.91109 Cheung, Eric C. K.; Woo, Jae-Kyung 7 2016 Periodic threshold-type dividend strategy in the compound Poisson risk model. Zbl 1418.91232 Cheung, Eric C. K.; Zhang, Zhimin 7 2019 On orderings and bounds in a generalized Sparre Andersen risk model. Zbl 1274.60050 Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung 6 2011 On a generalization of the risk model with Markovian claim arrivals. Zbl 1237.91124 Cheung, Eric C. K.; Landriault, David; Badescu, Andrei L. 5 2011 On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model. Zbl 1338.60219 Liu, Luyin; Cheung, Eric C. K. 5 2014 Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion. Zbl 1479.91315 Cheung, Eric C. K.; Zhang, Zhimin 5 2021 “Recursive calculation of the dividend moments in a multi-threshold risk model”, Andrei Badescu and David Landriault, January 2008. Zbl 1481.91165 Cheung, Eric C. K. 4 2008 “Moments of the dividend payments and related problems in a Markov-modulated risk model”, Shaunming Li and Yi Lu, April 2007. Zbl 1480.91194 Cheung, Eric C. K. 3 2007 A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process. Zbl 1484.91366 Albrecher, Hansjörg; Cheung, Eric C. K.; Liu, Haibo; Woo, Jae-Kyung 3 2022 Bayesian credibility under a bivariate prior on the frequency and the severity of claims. Zbl 1471.91453 Cheung, Eric C. K.; Ni, Weihong; Oh, Rosy; Woo, Jae-Kyung 3 2021 An IBNR-RBNS insurance risk model with marked Poisson arrivals. Zbl 1400.91238 Ahn, Soohan; Badescu, Andrei L.; Cheung, Eric C. K.; Kim, Jeong-Rae 2 2018 Asymptotic correlation structure of discounted incurred but not reported claims under fractional Poisson arrival process. Zbl 1430.90188 Cheung, Eric C. K.; Rabehasaina, Landy; Woo, Jae-Kyung; Xu, Ran 2 2019 Multivariate matrix-exponential affine mixtures and their applications in risk theory. Zbl 1498.91354 Cheung, Eric C. K.; Peralta, Oscar; Woo, Jae-Kyung 2 2022 “On optimal dividend strategies in the compound Poisson model”, by Elias S. W. Shiu and Hans U. Gerber, April 2006. Zbl 1480.91192 Cheung, Eric C. K. 1 2007 Finite-time ruin probabilities using bivariate Laguerre series. Zbl 1511.91114 Cheung, Eric C. K.; Lau, Hayden; Willmot, Gordon E.; Woo, Jae-Kyung 1 2023 Finite-time ruin probabilities using bivariate Laguerre series. Zbl 1511.91114 Cheung, Eric C. K.; Lau, Hayden; Willmot, Gordon E.; Woo, Jae-Kyung 1 2023 A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process. Zbl 1484.91366 Albrecher, Hansjörg; Cheung, Eric C. K.; Liu, Haibo; Woo, Jae-Kyung 3 2022 Multivariate matrix-exponential affine mixtures and their applications in risk theory. Zbl 1498.91354 Cheung, Eric C. K.; Peralta, Oscar; Woo, Jae-Kyung 2 2022 Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion. Zbl 1479.91315 Cheung, Eric C. K.; Zhang, Zhimin 5 2021 Bayesian credibility under a bivariate prior on the frequency and the severity of claims. Zbl 1471.91453 Cheung, Eric C. K.; Ni, Weihong; Oh, Rosy; Woo, Jae-Kyung 3 2021 Periodic threshold-type dividend strategy in the compound Poisson risk model. Zbl 1418.91232 Cheung, Eric C. K.; Zhang, Zhimin 7 2019 Asymptotic correlation structure of discounted incurred but not reported claims under fractional Poisson arrival process. Zbl 1430.90188 Cheung, Eric C. K.; Rabehasaina, Landy; Woo, Jae-Kyung; Xu, Ran 2 2019 On the compound Poisson risk model with periodic capital injections. Zbl 1390.91220 Zhang, Zhimin; Cheung, Eric C. K.; Yang, Hailiang 17 2018 Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps. Zbl 1427.91077 Cheung, Eric C. K.; Liu, Haibo; Willmot, Gordon E. 8 2018 A note on a Lévy insurance risk model under periodic dividend decisions. Zbl 1412.60068 Zhang, Zhimin; Cheung, Eric C. K. 8 2018 An IBNR-RBNS insurance risk model with marked Poisson arrivals. Zbl 1400.91238 Ahn, Soohan; Badescu, Andrei L.; Cheung, Eric C. K.; Kim, Jeong-Rae 2 2018 Lévy insurance risk process with Poissonian taxation. Zbl 1401.91216 Zhang, Zhimin; Cheung, Eric C. K.; Yang, Hailiang 21 2017 On the dual risk model with Parisian implementation delays in dividend payments. Zbl 1394.91204 Cheung, Eric C. K.; Wong, Jeff T. Y. 16 2017 The Markov additive risk process under an Erlangized dividend barrier strategy. Zbl 1338.91081 Zhang, Zhimin; Cheung, Eric C. K. 24 2016 On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes. Zbl 1401.91109 Cheung, Eric C. K.; Woo, Jae-Kyung 7 2016 On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps. Zbl 1348.91189 Wong, Jeff T. Y.; Cheung, Eric C. K. 10 2015 On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions. Zbl 1306.91072 Choi, Michael C. H.; Cheung, Eric C. K. 10 2014 On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model. Zbl 1338.60219 Liu, Luyin; Cheung, Eric C. K. 5 2014 Randomized observation periods for the compound Poisson risk model: the discounted penalty function. Zbl 1401.91089 Albrecher, Hansjörg; Cheung, Eric C. K.; Thonhauser, Stefan 53 2013 On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency. Zbl 1291.91088 Avanzi, Benjamin; Cheung, Eric C. K.; Wong, Bernard; Woo, Jae-Kyung 52 2013 A note on discounted compound renewal sums under dependency. Zbl 1284.60158 Woo, Jae-Kyung; Cheung, Eric C. K. 13 2013 Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times. Zbl 1304.91095 Cheung, Eric C. K. 8 2013 Recursive methods for a multi-dimensional risk process with common shocks. Zbl 1235.91090 Gong, Lan; Badescu, Andrei L.; Cheung, Eric C. K. 23 2012 A unifying approach to the analysis of business with random gains. Zbl 1277.60148 Cheung, Eric C. K. 19 2012 On a risk model with surplus-dependent premium and tax rates. Zbl 1260.91120 Cheung, Eric C. K.; Landriault, David 14 2012 Randomized onservation periods for the compound Poisson risk model: dividends. Zbl 1239.91072 Albrecher, Hansjörg; Cheung, Eric C. K.; Thonhauser, Stefan 71 2011 A two-dimensional risk model with proportional reinsurance. Zbl 1239.91073 Badescu, Andrei L.; Cheung, Eric C. K.; Rabehasaina, Landy 21 2011 A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium. Zbl 1229.91157 Cheung, Eric C. K. 15 2011 On a class of stochastic models with two-sided jumps. Zbl 1235.60126 Cheung, Eric C. K. 7 2011 On orderings and bounds in a generalized Sparre Andersen risk model. Zbl 1274.60050 Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung 6 2011 On a generalization of the risk model with Markovian claim arrivals. Zbl 1237.91124 Cheung, Eric C. K.; Landriault, David; Badescu, Andrei L. 5 2011 Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models. Zbl 1231.91157 Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung 47 2010 A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model. Zbl 1231.91156 Cheung, Eric C. K.; Landriault, David 22 2010 Gerber-Shiu analysis with a generalized penalty function. Zbl 1226.60123 Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung 18 2010 Dependent risk models with bivariate phase-type distributions. Zbl 1172.91009 Badescu, Andrei L.; Cheung, Eric C. K.; Landriault, David 48 2009 Perturbed MAP risk models with dividend barrier strategies. Zbl 1180.60071 Cheung, Eric C. K.; Landriault, David 26 2009 Analysis of a generalized penalty function in a semi-Markovian risk model. Zbl 1483.91182 Cheung, Eric C. K.; Landriault, David 10 2009 Dividend moments in the dual risk model exact and approximate approaches. Zbl 1256.91026 Cheung, Eric C. K.; Drekic, Steve 20 2008 Moments of discounted dividends for a threshold strategy in the compound Poisson risk model. Zbl 1481.91166 Cheung, Eric C. K.; Dickson, David C. M.; Drekic, Steve 7 2008 “Recursive calculation of the dividend moments in a multi-threshold risk model”, Andrei Badescu and David Landriault, January 2008. Zbl 1481.91165 Cheung, Eric C. K. 4 2008 “Moments of the dividend payments and related problems in a Markov-modulated risk model”, Shaunming Li and Yi Lu, April 2007. Zbl 1480.91194 Cheung, Eric C. K. 3 2007 “On optimal dividend strategies in the compound Poisson model”, by Elias S. W. Shiu and Hans U. Gerber, April 2006. Zbl 1480.91192 Cheung, Eric C. K. 1 2007 all cited Publications top 5 cited Publications all top 5 Cited by 355 Authors 29 Zhang, Zhimin 24 Cheung, Eric C. K. 19 Landriault, David 18 Woo, Jae-Kyung 16 Willmot, Gordon E. 11 Fu, Ke’ang 9 Albrecher, Hansjörg 9 Yang, Hailiang 8 Avanzi, Benjamin 8 Yamazaki, Kazutoshi 7 Hu, Yijun 7 Ivanovs, Jevgeņijs 7 Pérez Garmendia, Jose Luis 7 Wang, Wenyuan 7 Wong, Bernard 6 Boxma, Onno Johan 6 Liu, Chaolin 5 Badescu, Andrei L. 5 Chen, Ping 5 Dong, Hua 5 Li, Bin 5 Sendova, Kristina P. 5 Xu, Di 5 Yang, Hu 4 Avram, Florin 4 Cossette, Hélène 4 Egídio dos Reis, Alfredo D. 4 Lau, Hayden 4 Lefèvre, Claude 4 Li, Shuanming 4 Liu, Haibo 4 Marceau, Étienne 4 Palmowski, Zbigniew 4 Rabehasaina, Landy 4 Shen, Xinmei 4 Shi, Tianxiang 4 Wang, Dehui 4 Wong, Jeff T. Y. 4 Xie, Jiayi 4 Yang, Xiangqun 4 Yu, Wenguang 4 Yuen, Kam Chuen 4 Zhang, Yan 4 Zhao, Peibiao 4 Zhou, Xiaowen 3 Cardoso, Rui M. R. 3 Chen, Xu 3 Chen, Zhenlong 3 Cheng, Jianhua 3 Constantinescu, Corina D. 3 Dibu, A. S. 3 Dickson, David C. M. 3 Feng, Runhuan 3 Frostig, Esther 3 Gerber, Hans U. 3 Hu, Xiang 3 Jacob, M. J. 3 Jiang, Wuyuan 3 Lee, Wing Yan 3 Li, Jingchao 3 Li, Zhong 3 Noba, Kei 3 Ou, Hui 3 Papaioannou, Apostolos D. 3 Rodríguez-Martínez, Eugenio V. 3 Shiu, Elias S. W. 3 Tu, Vincent 3 Xu, Ran 3 Yang, Chen 3 Yin, Chuancun 3 Zhao, Xianghua 2 Ahn, Jae Youn 2 Ahn, Soohan 2 Badila, E. S. 2 Bergel, Agnieszka I. 2 Bi, Junna 2 Bi, Xiuchun 2 Bladt, Mogens 2 Castañer, Anna 2 Chadjiconstantinidis, Stathis 2 Chen, Mi 2 Cheung, Eric C. K. 2 Claramunt, M. Mercè 2 Cui, Zhenyu 2 Deng, Yingchun 2 Hu, Kang 2 Huang, Yujuan 2 Jin, Fang 2 Léveillé, Ghislain 2 Li, Jie 2 Li, Jinzhu 2 Li, Shu 2 Liang, Zhibin 2 Liu, Xiao 2 Liu, Zaiming 2 Liu, Zhang 2 Loisel, Stéphane 2 Mandjes, Michel Robertus Hendrikus 2 Minca, Andreea 2 Ming, Ruixing ...and 255 more Authors all top 5 Cited in 67 Serials 66 Insurance Mathematics & Economics 28 Scandinavian Actuarial Journal 16 Journal of Computational and Applied Mathematics 14 Communications in Statistics. Theory and Methods 13 Methodology and Computing in Applied Probability 12 Journal of Industrial and Management Optimization 10 Journal of Applied Probability 9 Applied Mathematics and Computation 9 Statistics & Probability Letters 8 Advances in Applied Probability 8 Probability in the Engineering and Informational Sciences 7 Applied Mathematics. Series B (English Edition) 7 ASTIN Bulletin 7 European Actuarial Journal 6 Stochastic Models 5 Stochastic Processes and their Applications 5 North American Actuarial Journal 4 Acta Mathematicae Applicatae Sinica. English Series 3 Annals of Operations Research 3 European Journal of Operational Research 3 Advances in Difference Equations 3 Frontiers of Mathematics in China 2 Lithuanian Mathematical Journal 2 Queueing Systems 2 Communications in Statistics. Simulation and Computation 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 Acta Mathematica Sinica. English Series 2 Stochastics 2 Journal of the Korean Statistical Society 2 Journal of Statistical Theory and Practice 1 Computers & Mathematics with Applications 1 International Journal of Control 1 Journal of Mathematical Analysis and Applications 1 Journal of Multivariate Analysis 1 Mathematics and Computers in Simulation 1 Mathematics of Operations Research 1 Stochastic Analysis and Applications 1 Bulletin of the Iranian Mathematical Society 1 Sequential Analysis 1 Asia-Pacific Journal of Operational Research 1 Japan Journal of Industrial and Applied Mathematics 1 Indagationes Mathematicae. New Series 1 Bernoulli 1 Finance and Stochastics 1 Mathematical Finance 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings 1 Abstract and Applied Analysis 1 Informatica (Vilnius) 1 Optimization and Engineering 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 Hacettepe Journal of Mathematics and Statistics 1 Nonlinear Analysis. Hybrid Systems 1 SIAM Journal on Financial Mathematics 1 Sankhyā. Series A 1 Statistics & Risk Modeling 1 ISRN Probability and Statistics 1 Dependence Modeling 1 Modern Stochastics. Theory and Applications 1 Cogent Mathematics 1 AIMS Mathematics 1 Results in Applied Mathematics all top 5 Cited in 19 Fields 273 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 212 Probability theory and stochastic processes (60-XX) 99 Statistics (62-XX) 33 Systems theory; control (93-XX) 14 Integral equations (45-XX) 9 Operations research, mathematical programming (90-XX) 8 Calculus of variations and optimal control; optimization (49-XX) 5 Numerical analysis (65-XX) 4 Integral transforms, operational calculus (44-XX) 2 Partial differential equations (35-XX) 1 Combinatorics (05-XX) 1 Real functions (26-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Computer science (68-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Geophysics (86-XX) 1 Biology and other natural sciences (92-XX) 1 Information and communication theory, circuits (94-XX) 1 Mathematics education (97-XX) Citations by Year