Narrow search
Showing 1 - 5 of 5
Cover Image
A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model
Cheung, Eric C. K.; Landriault, David - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 127-134
Persistent link: https://www.econbiz.de/10003953315
Cover Image
Bayesian credibility under a bivariate prior on the frequency and the severity of claims
Cheung, Eric C. K.; Ni, Weihong; Oh, Rosy; Woo, Jae-Kyung - In: Insurance / Mathematics & economics 100 (2021), pp. 274-295
Persistent link: https://www.econbiz.de/10012622393
Cover Image
A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process
Albrecher, Hansjörg; Cheung, Eric C. K.; Liu, Haibo; … - In: Insurance / Mathematics & economics 103 (2022), pp. 96-118
Persistent link: https://www.econbiz.de/10013198330
Cover Image
An IBNR–RBNS insurance risk model with marked Poisson arrivals
Ahn, Soohan; Badescu, Andrei L.; Cheung, Eric C. K.; … - In: Insurance / Mathematics & economics 79 (2018), pp. 26-42
Persistent link: https://www.econbiz.de/10011825342
Cover Image
Cumulative Parisian ruin in finite and infinite time horizons for a renewal risk process with exponential claims
Cheung, Eric C. K.; Zhu, Wei - In: Insurance / Mathematics & economics 111 (2023), pp. 84-101
Persistent link: https://www.econbiz.de/10014316665