Edit Profile (opens in new tab) Cheung, Eric C. K. Compute Distance To: Compute Author ID: cheung.eric-c-k Published as: Cheung, Eric C. K. External Links: MGP Documents Indexed: 45 Publications since 2007 Co-Authors: 26 Co-Authors with 37 Joint Publications 500 Co-Co-Authors all top 5 Co-Authors 8 single-authored 11 Woo, Jae-Kyung 9 Landriault, David 6 Zhang, Zhimin 5 Badescu, Andrei L. 5 Willmot, Gordon E. 3 Albrecher, Hansjörg 2 Drekic, Steve 2 Feng, Runhuan 2 Liu, Haibo 2 Rabehasaina, Landy 2 Thonhauser, Stefan 2 Wong, Jeff T. Y. 2 Yang, Hailiang 1 Ahn, Soohan 1 Avanzi, Benjamin 1 Choi, Michael C. H. 1 Dickson, David C. M. 1 Gong, Lan 1 Kim, Jeong-Rae 1 Lau, Hayden 1 Liu, Luyin 1 Ni, Weihong 1 Oh, Rosy 1 Peralta, Oscar 1 Wong, Bernard 1 Xu, Ran all top 5 Serials 14 Insurance Mathematics & Economics 9 Scandinavian Actuarial Journal 6 North American Actuarial Journal 3 Journal of Applied Probability 3 ASTIN Bulletin 2 Applied Mathematics and Computation 2 European Journal of Operational Research 2 Methodology and Computing in Applied Probability 1 Queueing Systems 1 Applied Stochastic Models in Business and Industry 1 Stochastic Models 1 Journal of Industrial and Management Optimization Fields 43 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 28 Probability theory and stochastic processes (60-XX) 14 Statistics (62-XX) 3 Integral equations (45-XX) 3 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 40 Publications have been cited 583 times in 290 Documents Cited by ▼ Year ▼ Randomized onservation periods for the compound Poisson risk model: dividends. Zbl 1239.91072Albrecher, Hansjörg; Cheung, Eric C. K.; Thonhauser, Stefan 63 2011 Dependent risk models with bivariate phase-type distributions. Zbl 1172.91009Badescu, Andrei L.; Cheung, Eric C. K.; Landriault, David 46 2009 Randomized observation periods for the compound Poisson risk model: the discounted penalty function. Zbl 1401.91089Albrecher, Hansjörg; Cheung, Eric C. K.; Thonhauser, Stefan 46 2013 Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models. Zbl 1231.91157Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung 44 2010 On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency. Zbl 1291.91088Avanzi, Benjamin; Cheung, Eric C. K.; Wong, Bernard; Woo, Jae-Kyung 44 2013 Perturbed MAP risk models with dividend barrier strategies. Zbl 1180.60071Cheung, Eric C. K.; Landriault, David 27 2009 The Markov additive risk process under an Erlangized dividend barrier strategy. Zbl 1338.91081Zhang, Zhimin; Cheung, Eric C. K. 23 2016 A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model. Zbl 1231.91156Cheung, Eric C. K.; Landriault, David 21 2010 Recursive methods for a multi-dimensional risk process with common shocks. Zbl 1235.91090Gong, Lan; Badescu, Andrei L.; Cheung, Eric C. K. 21 2012 A two-dimensional risk model with proportional reinsurance. Zbl 1239.91073Badescu, Andrei L.; Cheung, Eric C. K.; Rabehasaina, Landy 21 2011 Dividend moments in the dual risk model exact and approximate approaches. Zbl 1256.91026Cheung, Eric C. K.; Drekic, Steve 18 2008 Gerber-Shiu analysis with a generalized penalty function. Zbl 1226.60123Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung 18 2010 A unifying approach to the analysis of business with random gains. Zbl 1277.60148Cheung, Eric C. K. 17 2012 A unified analysis of claim costs up to ruin in a Markovian arrival risk model. Zbl 1284.91214Cheung, Eric C. K.; Feng, Runhuan 17 2013 Lévy insurance risk process with Poissonian taxation. Zbl 1401.91216Zhang, Zhimin; Cheung, Eric C. K.; Yang, Hailiang 17 2017 A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium. Zbl 1229.91157Cheung, Eric C. K. 14 2011 On a risk model with surplus-dependent premium and tax rates. Zbl 1260.91120Cheung, Eric C. K.; Landriault, David 13 2012 A note on discounted compound renewal sums under dependency. Zbl 1284.60158Woo, Jae-Kyung; Cheung, Eric C. K. 12 2013 On the dual risk model with Parisian implementation delays in dividend payments. Zbl 1394.91204Cheung, Eric C. K.; Wong, Jeff T. Y. 12 2017 On the compound Poisson risk model with periodic capital injections. Zbl 1390.91220Zhang, Zhimin; Cheung, Eric C. K.; Yang, Hailiang 11 2018 On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps. Zbl 1348.91189Wong, Jeff T. Y.; Cheung, Eric C. K. 8 2015 On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions. Zbl 1306.91072Choi, Michael C. H.; Cheung, Eric C. K. 8 2014 A note on a Lévy insurance risk model under periodic dividend decisions. Zbl 1412.60068Zhang, Zhimin; Cheung, Eric C. K. 7 2018 Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times. Zbl 1304.91095Cheung, Eric C. K. 7 2013 Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps. Zbl 1427.91077Cheung, Eric C. K.; Liu, Haibo; Willmot, Gordon E. 6 2018 On a class of stochastic models with two-sided jumps. Zbl 1235.60126Cheung, Eric C. K. 6 2011 On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes. Zbl 1401.91109Cheung, Eric C. K.; Woo, Jae-Kyung 6 2016 On orderings and bounds in a generalized Sparre Andersen risk model. Zbl 1274.60050Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung 5 2011 On a generalization of the risk model with Markovian claim arrivals. Zbl 1237.91124Cheung, Eric C. K.; Landriault, David; Badescu, Andrei L. 5 2011 On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model. Zbl 1338.60219Liu, Luyin; Cheung, Eric C. K. 4 2014 Periodic threshold-type dividend strategy in the compound Poisson risk model. Zbl 1418.91232Cheung, Eric C. K.; Zhang, Zhimin 4 2019 Asymptotic correlation structure of discounted incurred but not reported claims under fractional Poisson arrival process. Zbl 1430.90188Cheung, Eric C. K.; Rabehasaina, Landy; Woo, Jae-Kyung; Xu, Ran 2 2019 An IBNR-RBNS insurance risk model with marked Poisson arrivals. Zbl 1400.91238Ahn, Soohan; Badescu, Andrei L.; Cheung, Eric C. K.; Kim, Jeong-Rae 2 2018 Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion. Zbl 1479.91315Cheung, Eric C. K.; Zhang, Zhimin 2 2021 Bayesian credibility under a bivariate prior on the frequency and the severity of claims. Zbl 1471.91453Cheung, Eric C. K.; Ni, Weihong; Oh, Rosy; Woo, Jae-Kyung 1 2021 “On optimal dividend strategies in the compound Poisson model”, by Elias S. W. Shiu and Hans U. Gerber, April 2006. Zbl 1480.91192Cheung, Eric C. K. 1 2007 “Moments of the dividend payments and related problems in a Markov-modulated risk model”, Shaunming Li and Yi Lu, April 2007. Zbl 1480.91194Cheung, Eric C. K. 1 2007 Moments of discounted dividends for a threshold strategy in the compound Poisson risk model. Zbl 1481.91166Cheung, Eric C. K.; Dickson, David C. M.; Drekic, Steve 1 2008 “Recursive calculation of the dividend moments in a multi-threshold risk model”, Andrei Badescu and David Landriault, January 2008. Zbl 1481.91165Cheung, Eric C. K. 1 2008 Analysis of a generalized penalty function in a semi-Markovian risk model. Zbl 1483.91182Cheung, Eric C. K.; Landriault, David 1 2009 Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion. Zbl 1479.91315Cheung, Eric C. K.; Zhang, Zhimin 2 2021 Bayesian credibility under a bivariate prior on the frequency and the severity of claims. Zbl 1471.91453Cheung, Eric C. K.; Ni, Weihong; Oh, Rosy; Woo, Jae-Kyung 1 2021 Periodic threshold-type dividend strategy in the compound Poisson risk model. Zbl 1418.91232Cheung, Eric C. K.; Zhang, Zhimin 4 2019 Asymptotic correlation structure of discounted incurred but not reported claims under fractional Poisson arrival process. Zbl 1430.90188Cheung, Eric C. K.; Rabehasaina, Landy; Woo, Jae-Kyung; Xu, Ran 2 2019 On the compound Poisson risk model with periodic capital injections. Zbl 1390.91220Zhang, Zhimin; Cheung, Eric C. K.; Yang, Hailiang 11 2018 A note on a Lévy insurance risk model under periodic dividend decisions. Zbl 1412.60068Zhang, Zhimin; Cheung, Eric C. K. 7 2018 Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps. Zbl 1427.91077Cheung, Eric C. K.; Liu, Haibo; Willmot, Gordon E. 6 2018 An IBNR-RBNS insurance risk model with marked Poisson arrivals. Zbl 1400.91238Ahn, Soohan; Badescu, Andrei L.; Cheung, Eric C. K.; Kim, Jeong-Rae 2 2018 Lévy insurance risk process with Poissonian taxation. Zbl 1401.91216Zhang, Zhimin; Cheung, Eric C. K.; Yang, Hailiang 17 2017 On the dual risk model with Parisian implementation delays in dividend payments. Zbl 1394.91204Cheung, Eric C. K.; Wong, Jeff T. Y. 12 2017 The Markov additive risk process under an Erlangized dividend barrier strategy. Zbl 1338.91081Zhang, Zhimin; Cheung, Eric C. K. 23 2016 On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes. Zbl 1401.91109Cheung, Eric C. K.; Woo, Jae-Kyung 6 2016 On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps. Zbl 1348.91189Wong, Jeff T. Y.; Cheung, Eric C. K. 8 2015 On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions. Zbl 1306.91072Choi, Michael C. H.; Cheung, Eric C. K. 8 2014 On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model. Zbl 1338.60219Liu, Luyin; Cheung, Eric C. K. 4 2014 Randomized observation periods for the compound Poisson risk model: the discounted penalty function. Zbl 1401.91089Albrecher, Hansjörg; Cheung, Eric C. K.; Thonhauser, Stefan 46 2013 On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency. Zbl 1291.91088Avanzi, Benjamin; Cheung, Eric C. K.; Wong, Bernard; Woo, Jae-Kyung 44 2013 A unified analysis of claim costs up to ruin in a Markovian arrival risk model. Zbl 1284.91214Cheung, Eric C. K.; Feng, Runhuan 17 2013 A note on discounted compound renewal sums under dependency. Zbl 1284.60158Woo, Jae-Kyung; Cheung, Eric C. K. 12 2013 Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times. Zbl 1304.91095Cheung, Eric C. K. 7 2013 Recursive methods for a multi-dimensional risk process with common shocks. Zbl 1235.91090Gong, Lan; Badescu, Andrei L.; Cheung, Eric C. K. 21 2012 A unifying approach to the analysis of business with random gains. Zbl 1277.60148Cheung, Eric C. K. 17 2012 On a risk model with surplus-dependent premium and tax rates. Zbl 1260.91120Cheung, Eric C. K.; Landriault, David 13 2012 Randomized onservation periods for the compound Poisson risk model: dividends. Zbl 1239.91072Albrecher, Hansjörg; Cheung, Eric C. K.; Thonhauser, Stefan 63 2011 A two-dimensional risk model with proportional reinsurance. Zbl 1239.91073Badescu, Andrei L.; Cheung, Eric C. K.; Rabehasaina, Landy 21 2011 A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium. Zbl 1229.91157Cheung, Eric C. K. 14 2011 On a class of stochastic models with two-sided jumps. Zbl 1235.60126Cheung, Eric C. K. 6 2011 On orderings and bounds in a generalized Sparre Andersen risk model. Zbl 1274.60050Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung 5 2011 On a generalization of the risk model with Markovian claim arrivals. Zbl 1237.91124Cheung, Eric C. K.; Landriault, David; Badescu, Andrei L. 5 2011 Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models. Zbl 1231.91157Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung 44 2010 A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model. Zbl 1231.91156Cheung, Eric C. K.; Landriault, David 21 2010 Gerber-Shiu analysis with a generalized penalty function. Zbl 1226.60123Cheung, Eric C. K.; Landriault, David; Willmot, Gordon E.; Woo, Jae-Kyung 18 2010 Dependent risk models with bivariate phase-type distributions. Zbl 1172.91009Badescu, Andrei L.; Cheung, Eric C. K.; Landriault, David 46 2009 Perturbed MAP risk models with dividend barrier strategies. Zbl 1180.60071Cheung, Eric C. K.; Landriault, David 27 2009 Analysis of a generalized penalty function in a semi-Markovian risk model. Zbl 1483.91182Cheung, Eric C. K.; Landriault, David 1 2009 Dividend moments in the dual risk model exact and approximate approaches. Zbl 1256.91026Cheung, Eric C. K.; Drekic, Steve 18 2008 Moments of discounted dividends for a threshold strategy in the compound Poisson risk model. Zbl 1481.91166Cheung, Eric C. K.; Dickson, David C. M.; Drekic, Steve 1 2008 “Recursive calculation of the dividend moments in a multi-threshold risk model”, Andrei Badescu and David Landriault, January 2008. Zbl 1481.91165Cheung, Eric C. K. 1 2008 “On optimal dividend strategies in the compound Poisson model”, by Elias S. W. Shiu and Hans U. Gerber, April 2006. Zbl 1480.91192Cheung, Eric C. K. 1 2007 “Moments of the dividend payments and related problems in a Markov-modulated risk model”, Shaunming Li and Yi Lu, April 2007. Zbl 1480.91194Cheung, Eric C. K. 1 2007 all cited Publications top 5 cited Publications all top 5 Cited by 354 Authors 33 Cheung, Eric C. K. 20 Zhang, Zhimin 19 Landriault, David 18 Woo, Jae-Kyung 15 Willmot, Gordon E. 10 Fu, Ke’ang 9 Albrecher, Hansjörg 9 Yang, Hailiang 7 Avanzi, Benjamin 7 Boxma, Onno Johan 7 Wang, Wenyuan 6 Dong, Hua 6 Hu, Yijun 6 Ivanovs, Jevgeņijs 6 Liu, Chaolin 6 Pérez Garmendia, Jose Luis 6 Wong, Bernard 6 Yamazaki, Kazutoshi 5 Badescu, Andrei L. 5 Chen, Ping 5 Li, Bin 5 Li, Shuanming 5 Sendova, Kristina P. 5 Xu, Di 5 Yang, Hu 4 Avram, Florin 4 Egídio dos Reis, Alfredo D. 4 Frostig, Esther 4 Lee, Wing Yan 4 Lefèvre, Claude 4 Rabehasaina, Landy 4 Shen, Xinmei 4 Shi, Tianxiang 4 Wang, Dehui 4 Wong, Jeff T. Y. 4 Yin, Chuancun 4 Zhou, Xiaowen 3 Cardoso, Rui M. R. 3 Chen, Xu 3 Cheng, Jianhua 3 Cossette, Hélène 3 Dibu, A. S. 3 Dickson, David C. M. 3 Feng, Runhuan 3 Gerber, Hans U. 3 Hu, Xiang 3 Jacob, M. J. 3 Jiang, Wuyuan 3 Lau, Hayden 3 Li, Zhong 3 Liu, Haibo 3 Marceau, Étienne 3 Noba, Kei 3 Palmowski, Zbigniew 3 Papaioannou, Apostolos D. 3 Renaud, Jean-François 3 Rodríguez-Martínez, Eugenio V. 3 Shiu, Elias S. W. 3 Tu, Vincent 3 Xu, Ran 3 Yang, Chen 3 Yang, Xiangqun 3 Yu, Wenguang 3 Yuen, Kam Chuen 3 Zhang, Yan 3 Zhao, Peibiao 3 Zhao, Xianghua 3 Zhao, Yongxia 2 Ahn, Soohan 2 Badila, E. S. 2 Bergel, Agnieszka I. 2 Bi, Junna 2 Bi, Xiuchun 2 Bladt, Mogens 2 Castañer, Anna 2 Chadjiconstantinidis, Stathis 2 Chen, Zhenlong 2 Claramunt, M. Mercè 2 Constantinescu, Corina D. 2 Dai, Hongshuai 2 Huang, Yujuan 2 Ji, Lanpeng 2 Jin, Fang 2 Kim, Bara 2 Léveillé, Ghislain 2 Li, Jie 2 Li, Jingchao 2 Li, Jinzhu 2 Li, Shu 2 Liang, Zhibin 2 Liu, Xiao 2 Liu, Zhang 2 Loisel, Stéphane 2 Mandjes, Michel Robertus Hendrikus 2 Minca, Andreea 2 Ming, Ruixing 2 Oh, Rosy 2 Ou, Hui 2 Peng, Jiangyan 2 Perry, David ...and 254 more Authors all top 5 Cited in 63 Serials 67 Insurance Mathematics & Economics 24 Scandinavian Actuarial Journal 14 Journal of Computational and Applied Mathematics 12 Methodology and Computing in Applied Probability 12 Journal of Industrial and Management Optimization 11 Applied Mathematics and Computation 11 Statistics & Probability Letters 10 Journal of Applied Probability 9 Advances in Applied Probability 9 Communications in Statistics. Theory and Methods 7 Applied Mathematics. Series B (English Edition) 7 ASTIN Bulletin 7 European Actuarial Journal 6 Stochastic Models 6 North American Actuarial Journal 4 Acta Mathematicae Applicatae Sinica. English Series 4 Annals of Operations Research 4 European Journal of Operational Research 4 Stochastic Processes and their Applications 4 Probability in the Engineering and Informational Sciences 3 Advances in Difference Equations 3 Frontiers of Mathematics in China 2 Lithuanian Mathematical Journal 2 Queueing Systems 2 Communications in Statistics. Simulation and Computation 2 Mathematical Problems in Engineering 2 Mathematical Methods of Operations Research 2 Journal of Inequalities and Applications 2 Discrete Dynamics in Nature and Society 2 Journal of the Korean Statistical Society 2 Journal of Statistical Theory and Practice 1 Computers & Mathematics with Applications 1 Journal of Mathematical Analysis and Applications 1 Theory of Probability and its Applications 1 Journal of Multivariate Analysis 1 Mathematics of Operations Research 1 Stochastic Analysis and Applications 1 Bulletin of the Iranian Mathematical Society 1 Sequential Analysis 1 Asia-Pacific Journal of Operational Research 1 Journal of Economic Dynamics & Control 1 Japan Journal of Industrial and Applied Mathematics 1 Indagationes Mathematicae. New Series 1 Bernoulli 1 Finance and Stochastics 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings 1 Abstract and Applied Analysis 1 Informatica (Vilnius) 1 Acta Mathematica Sinica. English Series 1 Optimization and Engineering 1 Applied Stochastic Models in Business and Industry 1 International Game Theory Review 1 Journal of Systems Science and Complexity 1 Journal of Applied Mathematics 1 Hacettepe Journal of Mathematics and Statistics 1 Stochastics 1 Nonlinear Analysis. Hybrid Systems 1 SIAM Journal on Financial Mathematics 1 Statistics & Risk Modeling 1 ISRN Probability and Statistics 1 Modern Stochastics. Theory and Applications 1 AIMS Mathematics 1 Results in Applied Mathematics all top 5 Cited in 17 Fields 261 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 207 Probability theory and stochastic processes (60-XX) 89 Statistics (62-XX) 31 Systems theory; control (93-XX) 12 Integral equations (45-XX) 9 Operations research, mathematical programming (90-XX) 7 Integral transforms, operational calculus (44-XX) 5 Calculus of variations and optimal control; optimization (49-XX) 5 Numerical analysis (65-XX) 2 Partial differential equations (35-XX) 1 Field theory and polynomials (12-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Computer science (68-XX) 1 Geophysics (86-XX) 1 Biology and other natural sciences (92-XX) 1 Information and communication theory, circuits (94-XX) 1 Mathematics education (97-XX) Citations by Year