Eric C. K. Cheung

Available identifiers

zbMath Open cheung.eric-c-kMaRDI QIDQ292341

List of research outcomes

Publication	Date of Publication	Type
Joint moments of discounted claims and discounted perturbation until ruin in the compound Poisson risk model with diffusion	2023-06-16	Paper
Finite-time ruin probabilities using bivariate Laguerre series	2023-03-13	Paper
Multivariate matrix-exponential affine mixtures and their applications in risk theory	2022-09-14	Paper
A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process	2022-03-10	Paper
Analysis of a Generalized Penalty Function in a Semi-Markovian Risk Model	2022-02-11	Paper
Moments of Discounted Dividends for a Threshold Strategy in the Compound Poisson Risk Model	2022-01-19	Paper
“Recursive Calculation of the Dividend Moments in a Multi-Threshold Risk Model,” Andrei Badescu and David Landriault, January 2008	2022-01-19	Paper
“On Optimal Dividend Strategies in the Compound Poisson Model”, by Elias S. W. Shiu and Hans U. Gerber, April 2006	2022-01-10	Paper
“A Risk Model with Multilayer Dividend Strategy”, Hansjorg Albrecher and Jürgen Hartinger, April 2007	2022-01-10	Paper
“Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model,” Shaunming Li and Yi Lu, April 2007	2022-01-10	Paper
Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion	2021-12-08	Paper
Bayesian credibility under a bivariate prior on the frequency and the severity of claims	2021-10-19	Paper
Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps	2019-11-12	Paper
Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times	2019-05-10	Paper
Asymptotic correlation structure of discounted incurred but not reported claims under fractional Poisson arrival process	2019-03-12	Paper
A note on a Lévy insurance risk model under periodic dividend decisions	2019-02-05	Paper
Periodic threshold-type dividend strategy in the compound Poisson risk model	2018-12-14	Paper
Lévy insurance risk process with Poissonian taxation	2018-07-13	Paper
On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes	2018-07-11	Paper
ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS	2018-06-05	Paper
On the dual risk model with Parisian implementation delays in dividend payments	2018-05-24	Paper
An IBNR-RBNS insurance risk model with marked Poisson arrivals	2018-04-12	Paper
On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model	2016-06-17	Paper
The Markov additive risk process under an Erlangized dividend barrier strategy	2016-06-08	Paper
On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps	2015-12-14	Paper
On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions	2015-02-03	Paper
Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times	2015-01-28	Paper
On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency	2014-07-16	Paper
A unified analysis of claim costs up to ruin in a Markovian arrival risk model	2014-04-15	Paper
A note on discounted compound renewal sums under dependency	2014-04-03	Paper
Randomized observation periods for the compound Poisson risk model: the discounted penalty function	2013-12-17	Paper
A unifying approach to the analysis of business with random gains	2013-12-13	Paper
On orderings and bounds in a generalized Sparre Andersen risk model	2013-11-15	Paper
On a risk model with surplus-dependent premium and tax rates	2012-11-05	Paper
Randomized observation periods for the compound Poisson risk model: Dividends	2012-06-11	Paper
Recursive methods for a multi-dimensional risk process with common shocks	2012-04-18	Paper
Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models	2012-02-10	Paper
A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model	2012-02-10	Paper
On a class of stochastic models with two-sided jumps	2012-01-26	Paper
Moment generating functions of compound renewal sums with discounted claims	2011-11-26	Paper
A Two-Dimensional Risk Model with Proportional Reinsurance	2011-10-25	Paper
On a Generalization of the Risk Model with Markovian Claim Arrivals	2011-10-21	Paper
A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium	2011-08-01	Paper
Perturbed MAP Risk Models with Dividend Barrier Strategies	2009-07-15	Paper
Dividend Moments in the Dual Risk Model: Exact and Approximate Approaches	2009-06-25	Paper
Dependent Risk Models with Bivariate Phase-Type Distributions	2009-04-14	Paper

Research outcomes over time

Doctoral students

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