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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
Documents Indexed: 43 Publications since 2007
Co-Authors: 24 Co-Authors with 35 Joint Publications
454 Co-Co-Authors

Publications by Year

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 1239.91072
Albrecher, Hansjörg; Cheung, Eric C. K.; Thonhauser, Stefan
56
2011
Dependent risk models with bivariate phase-type distributions. Zbl 1172.91009
Badescu, Andrei L.; Cheung, Eric C. K.; Landriault, David
44
2009
Randomized observation periods for the compound Poisson risk model: the discounted penalty function. Zbl 1401.91089
Albrecher, Hansjörg; Cheung, Eric C. K.; Thonhauser, Stefan
42
2013
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
40
2010
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
37
2013
Perturbed MAP risk models with dividend barrier strategies. Zbl 1180.60071
Cheung, Eric C. K.; Landriault, David
22
2009
Recursive methods for a multi-dimensional risk process with common shocks. Zbl 1235.91090
Gong, Lan; Badescu, Andrei L.; Cheung, Eric C. K.
21
2012
The Markov additive risk process under an Erlangized dividend barrier strategy. Zbl 1338.91081
Zhang, Zhimin; Cheung, Eric C. K.
20
2016
A two-dimensional risk model with proportional reinsurance. Zbl 1239.91073
Badescu, 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 1231.91156
Cheung, Eric C. K.; Landriault, David
20
2010
Gerber-Shiu analysis with a generalized penalty function. Zbl 1226.60123
Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung
17
2010
Lévy insurance risk process with Poissonian taxation. Zbl 1401.91216
Zhang, Zhimin; Cheung, Eric C. K.; Yang, Hailiang
17
2017
Dividend moments in the dual risk model exact and approximate approaches. Zbl 1256.91026
Cheung, Eric C. K.; Drekic, Steve
16
2008
A unified analysis of claim costs up to ruin in a Markovian arrival risk model. Zbl 1284.91214
Cheung, Eric C. K.; Feng, Runhuan
16
2013
A unifying approach to the analysis of business with random gains. Zbl 1277.60148
Cheung, Eric C. K.
14
2012
On a risk model with surplus-dependent premium and tax rates. Zbl 1260.91120
Cheung, Eric C. K.; Landriault, David
13
2012
A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium. Zbl 1229.91157
Cheung, Eric C. K.
13
2011
On the dual risk model with Parisian implementation delays in dividend payments. Zbl 1394.91204
Cheung, Eric C. K.; Wong, Jeff T. Y.
12
2017
A note on discounted compound renewal sums under dependency. Zbl 1284.60158
Woo, Jae-Kyung; Cheung, Eric C. K.
12
2013
On the compound Poisson risk model with periodic capital injections. Zbl 1390.91220
Zhang, 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 1348.91189
Wong, 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 1306.91072
Choi, 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 1304.91095
Cheung, Eric C. K.
6
2013
On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes. Zbl 1401.91109
Cheung, Eric C. K.; Woo, Jae-Kyung
6
2016
A note on a Lévy insurance risk model under periodic dividend decisions. Zbl 1412.60068
Zhang, Zhimin; Cheung, Eric C. K.
5
2018
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 class of stochastic models with two-sided jumps. Zbl 1235.60126
Cheung, Eric C. K.
5
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
5
2011
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.
4
2018
Periodic threshold-type dividend strategy in the compound Poisson risk model. Zbl 1418.91232
Cheung, Eric C. K.; Zhang, Zhimin
3
2019
On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model. Zbl 1338.60219
Liu, Luyin; Cheung, Eric C. K.
3
2014
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
1
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
1
2019
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
1
2021
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
1
2021
Periodic threshold-type dividend strategy in the compound Poisson risk model. Zbl 1418.91232
Cheung, Eric C. K.; Zhang, Zhimin
3
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
1
2019
On the compound Poisson risk model with periodic capital injections. Zbl 1390.91220
Zhang, Zhimin; Cheung, Eric C. K.; Yang, Hailiang
8
2018
A note on a Lévy insurance risk model under periodic dividend decisions. Zbl 1412.60068
Zhang, 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 1427.91077
Cheung, Eric C. K.; Liu, Haibo; Willmot, Gordon E.
4
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
1
2018
Lévy insurance risk process with Poissonian taxation. Zbl 1401.91216
Zhang, Zhimin; Cheung, Eric C. K.; Yang, Hailiang
17
2017
On the dual risk model with Parisian implementation delays in dividend payments. Zbl 1394.91204
Cheung, Eric C. K.; Wong, Jeff T. Y.
12
2017
The Markov additive risk process under an Erlangized dividend barrier strategy. Zbl 1338.91081
Zhang, Zhimin; Cheung, Eric C. K.
20
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
6
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.
8
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.
7
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.
3
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
42
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
37
2013
A unified analysis of claim costs up to ruin in a Markovian arrival risk model. Zbl 1284.91214
Cheung, Eric C. K.; Feng, Runhuan
16
2013
A note on discounted compound renewal sums under dependency. Zbl 1284.60158
Woo, 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 1304.91095
Cheung, Eric C. K.
6
2013
Recursive methods for a multi-dimensional risk process with common shocks. Zbl 1235.91090
Gong, Lan; Badescu, Andrei L.; Cheung, Eric C. K.
21
2012
A unifying approach to the analysis of business with random gains. Zbl 1277.60148
Cheung, Eric C. K.
14
2012
On a risk model with surplus-dependent premium and tax rates. Zbl 1260.91120
Cheung, Eric C. K.; Landriault, David
13
2012
Randomized onservation periods for the compound Poisson risk model: dividends. Zbl 1239.91072
Albrecher, Hansjörg; Cheung, Eric C. K.; Thonhauser, Stefan
56
2011
A two-dimensional risk model with proportional reinsurance. Zbl 1239.91073
Badescu, Andrei L.; Cheung, Eric C. K.; Rabehasaina, Landy
20
2011
A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium. Zbl 1229.91157
Cheung, Eric C. K.
13
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 class of stochastic models with two-sided jumps. Zbl 1235.60126
Cheung, Eric C. K.
5
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
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
40
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
20
2010
Gerber-Shiu analysis with a generalized penalty function. Zbl 1226.60123
Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung
17
2010
Dependent risk models with bivariate phase-type distributions. Zbl 1172.91009
Badescu, Andrei L.; Cheung, Eric C. K.; Landriault, David
44
2009
Perturbed MAP risk models with dividend barrier strategies. Zbl 1180.60071
Cheung, Eric C. K.; Landriault, David
22
2009
Dividend moments in the dual risk model exact and approximate approaches. Zbl 1256.91026
Cheung, Eric C. K.; Drekic, Steve
16
2008
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

Citations by Year