Eric C.K. Cheung

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Jae-Kyung WooSchool of Risk and Actuarial Studies, UNSW Business SchoolVerified email at unsw.edu.au
David LandriaultUniversity of WaterlooVerified email at uwaterloo.ca
Andrei BadescuUniversity of TorontoVerified email at utstat.utoronto.ca
Gordon WillmotProfessor, University of WaterlooVerified email at uwaterloo.ca
Albrecher HansjörgProfessor of Actuarial Science, Faculty of Business and Economics (HEC), University of LausanneVerified email at unil.ch
Stefan ThonhauserGraz University of TechnologyVerified email at tugraz.at
Steve DrekicUniversity of WaterlooVerified email at uwaterloo.ca
Landy RabehasainaUniversity Bourgogne Franche-ComtéVerified email at univ-fcomte.fr
Hailiang YangThe University of Hong KongVerified email at hku.hk
Benjamin AvanziProfessor of Actuarial Studies, University of MelbourneVerified email at unimelb.edu.au
Bernard WongUniversity of New South WalesVerified email at unsw.edu.au
Jeff WongThe University of Hong KongVerified email at uwaterloo.ca
Runhuan FengUniversity of Illinois at Urbana-ChampaignVerified email at illinois.edu
David DicksonUniversity of MelbourneVerified email at unimelb.edu.au
Michael ChoiYale-NUS CollegeVerified email at yale-nus.edu.sg
Rosy OhKorea Advanced Institute of Science and TechnologyVerified email at kaist.ac.kr
Ran XuXi'an Jiaotong-Liverpool UniversityVerified email at xjtlu.edu.cn
Oscar PeraltaCornell UniversityVerified email at cornell.edu
Jae Youn AhnAssociate Professor, Department of Statistics, Ewha Womans UniversityVerified email at ewha.ac.kr

Eric C.K. Cheung

University of New South Wales

Verified email at unsw.edu.au - Homepage

Insurance risk theory


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Randomized observation periods for the compound Poisson risk model: Dividends H Albrecher, ECK Cheung, S Thonhauser ASTIN Bulletin: The Journal of the IAA 41 (2), 645-672, 2011	132	2011
Randomized observation periods for the compound Poisson risk model: the discounted penalty function H Albrecher, ECK Cheung, S Thonhauser Scandinavian Actuarial Journal 2013 (6), 424-452, 2013	100	2013
Structural properties of Gerber–Shiu functions in dependent Sparre Andersen models ECK Cheung, D Landriault, GE Willmot, JK Woo Insurance: Mathematics and Economics 46 (1), 117-126, 2010	97	2010
On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency B Avanzi, ECK Cheung, B Wong, JK Woo Insurance: Mathematics and Economics 52 (1), 98-113, 2013	92	2013
Dependent risk models with bivariate phase-type distributions AL Badescu, ECK Cheung, D Landriault Journal of Applied Probability 46 (1), 113-131, 2009	83	2009
A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model ECK Cheung, D Landriault Insurance: Mathematics and Economics 46 (1), 127-134, 2010	46	2010
Dividend moments in the dual risk model: exact and approximate approaches ECK Cheung, S Drekic ASTIN Bulletin: The Journal of the IAA 38 (2), 399-422, 2008	46	2008
A two-dimensional risk model with proportional reinsurance AL Badescu, ECK Cheung, L Rabehasaina Journal of Applied Probability 48 (3), 749-765, 2011	45	2011
Perturbed MAP risk models with dividend barrier strategies ECK Cheung, D Landriault Journal of Applied Probability 46 (2), 521-541, 2009	45	2009
The Markov additive risk process under an Erlangized dividend barrier strategy Z Zhang, ECK Cheung Methodology and Computing in Applied Probability 18, 275-306, 2016	37	2016
Gerber–Shiu analysis with a generalized penalty function ECK Cheung, D Landriault, GE Willmot, JK Woo Scandinavian Actuarial Journal 2010 (3), 185-199, 2010	37	2010
A note on discounted compound renewal sums under dependency JK Woo, ECK Cheung Insurance: Mathematics and Economics 52 (2), 170-179, 2013	36	2013
Recursive methods for a multi-dimensional risk process with common shocks L Gong, AL Badescu, ECK Cheung Insurance: Mathematics and Economics 50 (1), 109-120, 2012	36	2012
A unified analysis of claim costs up to ruin in a Markovian arrival risk model ECK Cheung, R Feng Insurance: Mathematics and Economics 53 (1), 98-109, 2013	32	2013
A unifying approach to the analysis of business with random gains ECK Cheung Scandinavian Actuarial Journal 2012 (3), 153-182, 2012	30	2012
On a risk model with surplus-dependent premium and tax rates ECK Cheung, D Landriault Methodology and Computing in Applied Probability 14, 233-251, 2012	30	2012
Lévy insurance risk process with Poissonian taxation Z Zhang, ECK Cheung, H Yang Scandinavian Actuarial Journal 2017 (1), 51-87, 2017	28	2017
A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium ECK Cheung Insurance: Mathematics and Economics 48 (3), 384-397, 2011	25	2011
Analysis of a generalized penalty function in a semi-Markovian risk model ECK Cheung, D Landriault North American Actuarial Journal 13 (4), 497-513, 2009	24	2009
Moments of discounted dividends for a threshold strategy in the compound Poisson risk model ECK Cheung, DCM Dickson, S Drekic North American Actuarial Journal 12 (3), 299-318, 2008	22	2008

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