Edit Profile 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: 35 Publications since 2008 all top 5 Co-Authors 4 single-authored 8 Landriault, David 8 Woo, Jae-Kyung 5 Badescu, Andrei L. 5 Zhang, Zhimin 4 Willmot, Gordon E. 2 Albrecher, Hansjörg 2 Feng, Runhuan 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 Drekic, Steve 1 Gong, Lan 1 Kim, Jeong-Rae 1 Liu, Haibo 1 Liu, Luyin 1 Ni, Weihong 1 Oh, Rosy 1 Wong, Bernard 1 Xu, Ran all top 5 Serials 12 Insurance Mathematics & Economics 7 Scandinavian 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 33 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 26 Probability theory and stochastic processes (60-XX) 11 Statistics (62-XX) 3 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 33 Publications have been cited 466 times in 235 Documents Cited by ▼ Year ▼ Randomized onservation periods for the compound Poisson risk model: dividends. Zbl 1239.91072Albrecher, Hansjörg; Cheung, Eric C. K.; Thonhauser, Stefan 51 2011 Dependent risk models with bivariate phase-type distributions. Zbl 1172.91009Badescu, Andrei L.; Cheung, Eric C. K.; Landriault, David 39 2009 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 39 2010 Randomized observation periods for the compound Poisson risk model: the discounted penalty function. Zbl 1401.91089Albrecher, Hansjörg; Cheung, Eric C. K.; Thonhauser, Stefan 37 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 31 2013 Perturbed MAP risk models with dividend barrier strategies. Zbl 1180.60071Cheung, Eric C. K.; Landriault, David 20 2009 A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model. Zbl 1231.91156Cheung, Eric C. K.; Landriault, David 19 2010 The Markov additive risk process under an Erlangized dividend barrier strategy. Zbl 1338.91081Zhang, Zhimin; Cheung, Eric C. K. 18 2016 A two-dimensional risk model with proportional reinsurance. Zbl 1239.91073Badescu, Andrei L.; Cheung, Eric C. K.; Rabehasaina, Landy 17 2011 Recursive methods for a multi-dimensional risk process with common shocks. Zbl 1235.91090Gong, Lan; Badescu, Andrei L.; Cheung, Eric C. K. 17 2012 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 Gerber-Shiu analysis with a generalized penalty function. Zbl 1226.60123Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung 15 2010 Lévy insurance risk process with Poissonian taxation. Zbl 1401.91216Zhang, Zhimin; Cheung, Eric C. K.; Yang, Hailiang 14 2017 A unifying approach to the analysis of business with random gains. Zbl 1277.60148Cheung, Eric C. K. 14 2012 Dividend moments in the dual risk model exact and approximate approaches. Zbl 1256.91026Cheung, Eric C. K.; Drekic, Steve 14 2008 A note on discounted compound renewal sums under dependency. Zbl 1284.60158Woo, Jae-Kyung; Cheung, Eric C. K. 12 2013 A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium. Zbl 1229.91157Cheung, Eric C. K. 12 2011 On a risk model with surplus-dependent premium and tax rates. Zbl 1260.91120Cheung, Eric C. K.; Landriault, David 11 2012 On the dual risk model with Parisian implementation delays in dividend payments. Zbl 1394.91204Cheung, Eric C. K.; Wong, Jeff T. Y. 9 2017 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. 7 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 the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes. Zbl 1401.91109Cheung, Eric C. K.; Woo, Jae-Kyung 6 2016 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 compound Poisson risk model with periodic capital injections. Zbl 1390.91220Zhang, Zhimin; Cheung, Eric C. K.; Yang, Hailiang 6 2018 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 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 A note on a Lévy insurance risk model under periodic dividend decisions. Zbl 1412.60068Zhang, Zhimin; Cheung, Eric C. K. 4 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. 3 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. 2 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 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 6 2018 A note on a Lévy insurance risk model under periodic dividend decisions. Zbl 1412.60068Zhang, Zhimin; Cheung, Eric C. K. 4 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. 3 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 14 2017 On the dual risk model with Parisian implementation delays in dividend payments. Zbl 1394.91204Cheung, Eric C. K.; Wong, Jeff T. Y. 9 2017 The Markov additive risk process under an Erlangized dividend barrier strategy. Zbl 1338.91081Zhang, Zhimin; Cheung, Eric C. K. 18 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. 7 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. 2 2014 Randomized observation periods for the compound Poisson risk model: the discounted penalty function. Zbl 1401.91089Albrecher, Hansjörg; Cheung, Eric C. K.; Thonhauser, Stefan 37 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 31 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. 17 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 11 2012 Randomized onservation periods for the compound Poisson risk model: dividends. Zbl 1239.91072Albrecher, Hansjörg; Cheung, Eric C. K.; Thonhauser, Stefan 51 2011 A two-dimensional risk model with proportional reinsurance. Zbl 1239.91073Badescu, Andrei L.; Cheung, Eric C. K.; Rabehasaina, Landy 17 2011 A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium. Zbl 1229.91157Cheung, Eric C. K. 12 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 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 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 39 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 19 2010 Gerber-Shiu analysis with a generalized penalty function. Zbl 1226.60123Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung 15 2010 Dependent risk models with bivariate phase-type distributions. Zbl 1172.91009Badescu, Andrei L.; Cheung, Eric C. K.; Landriault, David 39 2009 Perturbed MAP risk models with dividend barrier strategies. Zbl 1180.60071Cheung, Eric C. K.; Landriault, David 20 2009 Dividend moments in the dual risk model exact and approximate approaches. Zbl 1256.91026Cheung, Eric C. K.; Drekic, Steve 14 2008 all cited Publications top 5 cited Publications all top 5 Cited by 289 Authors 28 Cheung, Eric C. K. 18 Landriault, David 18 Zhang, Zhimin 17 Woo, Jae-Kyung 15 Willmot, Gordon E. 9 Fu, Ke’ang 9 Yang, Hailiang 7 Albrecher, Hansjörg 7 Boxma, Onno Johan 6 Dong, Hua 6 Hu, Yijun 6 Liu, Chaolin 5 Badescu, Andrei L. 5 Ivanovs, Jevgeņijs 5 Li, Bin 5 Sendova, Kristina P. 5 Wang, Wenyuan 5 Xu, Di 5 Yang, Hu 4 Avanzi, Benjamin 4 Avram, Florin 4 Frostig, Esther 4 Lee, Wing Yan 4 Pérez Garmendia, Jose Luis 4 Rabehasaina, Landy 4 Shen, Xinmei 4 Shi, Tianxiang 4 Wang, Dehui 4 Wong, Bernard 4 Wong, Jeff T. Y. 4 Yamazaki, Kazutoshi 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 Lefèvre, Claude 3 Li, Shuanming 3 Li, Zhong 3 Marceau, Étienne 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 2 Ahn, Soohan 2 Badila, E. S. 2 Bi, Junna 2 Bi, Xiuchun 2 Cardoso, Rui M. R. 2 Castañer, Anna 2 Chadjiconstantinidis, Stathis 2 Chen, Ping 2 Chen, Zhenlong 2 Claramunt, M. Mercè 2 Constantinescu, Corina D. 2 Dai, Hongshuai 2 Hu, Xiang 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, Haibo 2 Liu, Xiao 2 Loisel, Stéphane 2 Mandjes, Michel Robertus Hendrikus 2 Ming, Ruixing 2 Noba, Kei 2 Ou, Hui 2 Palmowski, Zbigniew 2 Papaioannou, Apostolos D. 2 Perry, David 2 Resing, Jacques A. C. 2 Rodríguez-Martínez, Eugenio V. 2 Thonhauser, Stefan 2 Trufin, Julien 2 Winands, Erik M. M. 2 Yang, Zhaojun 2 Yano, Kouji 2 Zhang, Chunsheng 2 Zhang, Lianzeng 2 Zhang, Shuguang 2 Zhang, Zhehao 2 Zhao, Yongxia 1 Afonso, Lourdes B. ...and 189 more Authors all top 5 Cited in 51 Serials 62 Insurance Mathematics & Economics 21 Scandinavian Actuarial Journal 14 Journal of Computational and Applied Mathematics 10 Journal of Industrial and Management Optimization 9 Advances in Applied Probability 9 Journal of Applied Probability 9 Statistics & Probability Letters 8 Methodology and Computing in Applied Probability 7 Applied Mathematics. Series B (English Edition) 7 ASTIN Bulletin 6 Applied Mathematics and Computation 6 European Actuarial Journal 5 Communications in Statistics. Theory and Methods 5 Stochastic Models 4 Acta Mathematicae Applicatae Sinica. English Series 3 Annals of Operations Research 3 European Journal of Operational Research 3 Stochastic Processes and their Applications 3 Frontiers of Mathematics in China 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 Lithuanian Mathematical Journal 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 Queueing Systems 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 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 North American Actuarial Journal 1 Journal of Statistical Theory and Practice 1 ISRN Probability and Statistics 1 Modern Stochastics. Theory and Applications 1 Results in Applied Mathematics all top 5 Cited in 14 Fields 216 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 175 Probability theory and stochastic processes (60-XX) 75 Statistics (62-XX) 21 Systems theory; control (93-XX) 7 Integral equations (45-XX) 6 Integral transforms, operational calculus (44-XX) 6 Operations research, mathematical programming (90-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 3 Numerical analysis (65-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