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Eric C.K. Cheung · Study
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Author
Eric C.K. Cheung
15 works
· latest 2016
· 2 institutions
cluster: provisional
ORCID 0000-0002-7693-5123
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Citations
775
Works here
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Most cited in this library
Randomized observation periods for the compound Poisson risk model: Dividends
2011 · 103 citations
Randomized observation periods for the compound Poisson risk model: the discounted penalty function
2011 · 100 citations
On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency
2012 · 84 citations
Structural properties of Gerber–Shiu functions in dependent Sparre Andersen models
2009 · 79 citations
Dependent Risk Models with Bivariate Phase-Type Distributions
2009 · 75 citations
Works
15 shown
On the dual risk model with Parisian implementation delays in dividend payments
European Journal of Operational Research
·
2016
·
2 authors
28
citations
The Markov Additive Risk Process Under an Erlangized Dividend Barrier Strategy
Methodology And Computing In Applied Probability
·
2014
·
2 authors
35
citations
A unified analysis of claim costs up to ruin in a Markovian arrival risk model
Insurance Mathematics and Economics
·
2013
·
2 authors
·
Open access
29
citations
A note on discounted compound renewal sums under dependency
Insurance Mathematics and Economics
·
2012
·
2 authors
29
citations
On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency
Insurance Mathematics and Economics
·
2012
·
4 authors
·
Open access
84
citations
Randomized observation periods for the compound Poisson risk model: the discounted penalty function
Scandinavian Actuarial Journal
·
2011
·
3 authors
·
Open access
100
citations
Randomized observation periods for the compound Poisson risk model: Dividends
reroDoc Digital Library
·
2011
·
3 authors
·
Open access
103
citations
Recursive methods for a multi-dimensional risk process with common shocks
Insurance Mathematics and Economics
·
2011
·
3 authors
·
Open access
34
citations
A Two-Dimensional Risk Model with Proportional Reinsurance
Journal of Applied Probability
·
2011
·
3 authors
·
Open access
39
citations
A unifying approach to the analysis of business with random gains
Scandinavian Actuarial Journal
·
2010
·
1 author
33
citations
A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model
Insurance Mathematics and Economics
·
2009
·
2 authors
34
citations
Perturbed MAP Risk Models with Dividend Barrier Strategies
Journal of Applied Probability
·
2009
·
2 authors
·
Open access
33
citations
Structural properties of Gerber–Shiu functions in dependent Sparre Andersen models
Insurance Mathematics and Economics
·
2009
·
4 authors
79
citations
Dependent Risk Models with Bivariate Phase-Type Distributions
Journal of Applied Probability
·
2009
·
3 authors
·
Open access
75
citations
Dividend Moments in the Dual Risk Model: Exact and Approximate Approaches
Astin Bulletin
·
2008
·
2 authors
·
Open access
40
citations