The following pages link to Eric C. K. Cheung (Q292341):
Displaying 46 items.
- The Markov additive risk process under an Erlangized dividend barrier strategy (Q292342) (← links)
- On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model (Q297901) (← links)
- Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models (Q659190) (← links)
- A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model (Q659191) (← links)
- On a class of stochastic models with two-sided jumps (Q660145) (← links)
- Asymptotic correlation structure of discounted incurred but not reported claims under fractional Poisson arrival process (Q666972) (← links)
- On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps (Q896775) (← links)
- A note on a Lévy insurance risk model under periodic dividend decisions (Q1716923) (← links)
- An IBNR-RBNS insurance risk model with marked Poisson arrivals (Q1742703) (← links)
- On the dual risk model with Parisian implementation delays in dividend payments (Q1752782) (← links)
- Multivariate matrix-exponential affine mixtures and their applications in risk theory (Q2172057) (← links)
- Bayesian credibility under a bivariate prior on the frequency and the severity of claims (Q2234765) (← links)
- On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency (Q2252284) (← links)
- A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium (Q2276247) (← links)
- On a risk model with surplus-dependent premium and tax rates (Q2276426) (← links)
- Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps (Q2333191) (← links)
- Recursive methods for a multi-dimensional risk process with common shocks (Q2427815) (← links)
- A note on discounted compound renewal sums under dependency (Q2442513) (← links)
- A unified analysis of claim costs up to ruin in a Markovian arrival risk model (Q2445994) (← links)
- Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times (Q2513591) (← links)
- On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions (Q2514612) (← links)
- A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process (Q2670126) (← links)
- On orderings and bounds in a generalized Sparre Andersen risk model (Q2862420) (← links)
- A unifying approach to the analysis of business with random gains (Q2866303) (← links)
- Randomized observation periods for the compound Poisson risk model: the discounted penalty function (Q2868615) (← links)
- Randomized observation periods for the compound Poisson risk model: Dividends (Q2890529) (← links)
- On a Generalization of the Risk Model with Markovian Claim Arrivals (Q3094229) (← links)
- A Two-Dimensional Risk Model with Proportional Reinsurance (Q3094690) (← links)
- Dependent Risk Models with Bivariate Phase-Type Distributions (Q3621151) (← links)
- Dividend Moments in the Dual Risk Model: Exact and Approximate Approaches (Q3634585) (← links)
- Periodic threshold-type dividend strategy in the compound Poisson risk model (Q4562058) (← links)
- Lévy insurance risk process with Poissonian taxation (Q4575450) (← links)
- On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes (Q4576958) (← links)
- Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion (Q5014499) (← links)
- “On Optimal Dividend Strategies in the Compound Poisson Model”, by Elias S. W. Shiu and Hans U. Gerber, April 2006 (Q5019717) (← links)
- “A Risk Model with Multilayer Dividend Strategy”, Hansjorg Albrecher and Jürgen Hartinger, April 2007 (Q5019761) (← links)
- “Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model,” Shaunming Li and Yi Lu, April 2007 (Q5019776) (← links)
- Moments of Discounted Dividends for a Threshold Strategy in the Compound Poisson Risk Model (Q5022546) (← links)
- “Recursive Calculation of the Dividend Moments in a Multi-Threshold Risk Model,” Andrei Badescu and David Landriault, January 2008 (Q5022548) (← links)
- Analysis of a Generalized Penalty Function in a Semi-Markovian Risk Model (Q5029088) (← links)
- Perturbed MAP Risk Models with Dividend Barrier Strategies (Q5321766) (← links)
- Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times (Q5376475) (← links)
- ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS (Q5745200) (← links)
- Finite-time ruin probabilities using bivariate Laguerre series (Q5881715) (← links)
- Moment generating functions of compound renewal sums with discounted claims (Q5894382) (← links)
- Joint moments of discounted claims and discounted perturbation until ruin in the compound Poisson risk model with diffusion (Q6163060) (← links)
