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Author ID: cheung.eric-c-k Recent zbMATH articles by "Cheung, Eric C. K."
Published as: Cheung, Eric C. K.
External Links: MGP

Publications by Year

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 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

Citations by Year