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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
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Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion
Cheung, Eric C. K.; Zhang, Zhimin - In: Scandinavian actuarial journal 2021 (2021) 9, pp. 804-831
Persistent link: https://www.econbiz.de/10012653689
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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
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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
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Asymptotic correlation structure of discounted incurred but not reported claims under fractional poisson arrival process
Cheung, Eric C. K.; Rabehasaina, Landy; Woo, Jae-Kyung; … - In: European journal of operational research : EJOR 276 (2019) 2, pp. 582-601
Persistent link: https://www.econbiz.de/10012003605
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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
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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
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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