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Cheung, Eric C. K.
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Scandinavian actuarial journal
Insurance / Mathematics & economics
12
Insurance: Mathematics and Economics
7
Risks : open access journal
6
Statistics & Probability Letters
6
Annals of the Institute of Statistical Mathematics
5
Asia-Pacific Financial Markets
5
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4
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4
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4
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4
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4
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4
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4
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3
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3
Research Paper Series / Finance Discipline Group, Business School
3
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3
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2
Forschung am ivwKöln
2
International journal of production economics
2
International journal of production research
2
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2
Journal of Multivariate Analysis
2
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2
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2
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2
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2
Quaderni di Dipartimento
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Statistical Inference for Stochastic Processes
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Annals of operations research ; volume 302, number 1 (July 2021)
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1
Finite-time ruin probabilities using bivariate Laguerre series
Cheung, Eric C. K.
;
Lau, Hayden
;
Willmot, Gordon E.
; …
- In:
Scandinavian actuarial journal
2023
(
2023
)
2
,
pp. 153-190
Persistent link: https://www.econbiz.de/10014325041
Saved in:
2
Optimal reinsurance pricing with ambiguity aversion and relative performance concerns in the principal-agent model
Gu, Ailing
;
Chen, Shumin
;
Li, Zhongfei
;
Viens, Frederi G.
- In:
Scandinavian actuarial journal
2022
(
2022
)
9
,
pp. 749-774
Persistent link: https://www.econbiz.de/10013419039
Saved in:
3
On series expansions for scale functions and other ruin-related quantities
Landriault, David
;
Willmot, Gordon E.
- In:
Scandinavian actuarial journal
2020
(
2020
)
4
,
pp. 292-306
Persistent link: https://www.econbiz.de/10012262737
Saved in:
4
Periodic threshold-type dividend strategy in the
compound
Poisson
risk model
Cheung, Eric C. K.
;
Zhang, Zhimin
- In:
Scandinavian actuarial journal
2019
(
2019
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012194926
Saved in:
5
Risk model based on the first-order integer-valued moving average process with
compound
Poisson
distributed innovations
Hu, Xiang
;
Lianzeng, Zhang
;
Sun, Weiwei
- In:
Scandinavian actuarial journal
(
2018
)
5
,
pp. 412-425
Persistent link: https://www.econbiz.de/10011881460
Saved in:
6
Semiparametric estimation in the optimal dividend barrier for the classical risk model
Shiraishi, Hiroshi
;
Lu, Zu-di
- In:
Scandinavian actuarial journal
(
2018
)
9
,
pp. 845-862
Persistent link: https://www.econbiz.de/10011939756
Saved in:
7
Optimal proportional reinsurance from the point of view of cedent and reinsurer
D'Ortona, Nicolino Ettore
;
Marcarelli, Gabriella
- In:
Scandinavian actuarial journal
(
2017
)
4
,
pp. 366-375
Persistent link: https://www.econbiz.de/10011772179
Saved in:
8
Berry-Esseen bounds for
compound-Poisson
loss percentiles
Feng, Frank Y.
;
Powers, Michael R.
;
Xiao, Rui'an
;
Zhao, Lin
- In:
Scandinavian actuarial journal
(
2017
)
6
,
pp. 519-534
Persistent link: https://www.econbiz.de/10011848453
Saved in:
9
A class of nonzero-sum investment and reinsurance games subject to systematic risks
Siu, Chi Chung
;
Yam, Sheung Chi Phillip
;
Yang, Hailiang
; …
- In:
Scandinavian actuarial journal
(
2017
)
8
,
pp. 670-707
Persistent link: https://www.econbiz.de/10011848596
Saved in:
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