Narrow search
Showing 1 - 10 of 15
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
Multivariate matrix-exponential affine mixtures and their applications in risk theory
Cheung, Eric C. K.; Peralta, Oscar; Woo, Jae-Kyung - In: Insurance / Mathematics & economics 106 (2022), pp. 364-389
Persistent link: https://www.econbiz.de/10013380617
Cover Image
A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium
Cheung, Eric C. K. - In: Insurance / Mathematics & economics 48 (2011) 3, pp. 384-397
Persistent link: https://www.econbiz.de/10008989288
Cover Image
Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times
Cheung, Eric C. K. - In: Insurance / Mathematics & economics 53 (2013) 2, pp. 343-354
Persistent link: https://www.econbiz.de/10010195920
Cover Image
Moments of discounted dividends for a threshold strategy in the compound poisson risk model
Cheung, Eric C. K. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003632907
Cover Image
A unified analysis of claim costs up to ruin in a Markovian arrival risk model
Cheung, Eric C. K.; Feng, Runhuan - In: Insurance / Mathematics & economics 53 (2013) 1, pp. 98-109
Persistent link: https://www.econbiz.de/10009785415
Cover Image
On the expected discounted dividends int he Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions
Choi, Michael C. H.; Cheung, Eric C. K. - In: Insurance / Mathematics & economics 59 (2014), pp. 121-132
Persistent link: https://www.econbiz.de/10010469165
Cover Image
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
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
On the compound poisson risk model with periodic capital injections
Zhang, Zhimin; Cheung, Eric C. K.; Yang, Hailiang - In: Astin bulletin : the journal of the International … 48 (2018) 1, pp. 435-477
Persistent link: https://www.econbiz.de/10011875624