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On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps

Wong, Jeff T. Y.; Cheung, Eric C. K. - In: Insurance / Mathematics & economics 65 (2015), pp. 280-290

Persistent link: https://www.econbiz.de/10011428675

On the dual risk model with Parisian implementation delays in dividend payments

Cheung, Eric C. K.; Wong, Jeff T. Y. - In: European journal of operational research : EJOR 257 (2017) 1, pp. 159-173

Persistent link: https://www.econbiz.de/10011639371

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

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

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

On a bivariate risk process with a dividend barrier strategy

Liu, Luyin; Cheung, Eric C. K. - In: Annals of actuarial science : publ. by the Institute of … 9 (2015) 1, pp. 3-35

Persistent link: https://www.econbiz.de/10011299206

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

On the joint analysis of the total discounted payments to policyholders and shareholders : dividend barrier strategy

Cheung, Eric C. K.; Liu, Haibo; Woo, Jae-kyung - In: Risks : open access journal 3 (2015) 4, pp. 491-514

In the compound Poisson insurance risk model under a dividend barrier strategy, this paper aims to analyze jointly the aggregate discounted claim amounts until ruin and the total discounted dividends until ruin, which represent the insurer's payments to its policyholders and shareholders,...

Persistent link: https://www.econbiz.de/10011402674

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

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