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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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On the joint analysis of the total discounted payments to policyholders and shareholders : threshold dividend strategy
Cheung, Eric C. K.; Liu, Haibo - In: Annals of actuarial science : publ. by the Institute of … 10 (2016) 2, pp. 236-269
Persistent link: https://www.econbiz.de/10011621187
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Liquidation risk in insurance under contemporary regulatory frameworks
Li, Xin; Liu, Haibo; Tang, Qihe; Zhu, Jinxia - In: Insurance / Mathematics & economics 93 (2020), pp. 36-49
Persistent link: https://www.econbiz.de/10012294060
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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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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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A note on discounted compound renewal sums under dependency
Woo, Jae-kyung; Cheung, Eric C. K. - In: Insurance / Mathematics & economics 52 (2013) 2, pp. 170-179
Persistent link: https://www.econbiz.de/10009736118
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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
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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
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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
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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