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Showing results 1 to 20 of 39
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Title
Author(s)
Issue Date
A direct approach to the discounted penalty function
Journal:
North American Actuarial Journal
Cheung, ECK
2010
Analysis of a generalized penalty function in a semi-Markovian risk model
Journal:
North American Actuarial Journal
Cheung, ECK
Landriault, D
2009
Dependent risk models with bivariate phase-type distributions
Journal:
Journal of Applied Probability
Badescu, AL
Cheung, ECK
Landriault, D
2009
Discussions
Journal:
North American Actuarial Journal
Cheung, ECK
2010
Dividend moments in the dual risk model: Exact and approximate approaches
Journal:
ASTIN Bulletin
Cheung, ECK
Drekic, S
2008
A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium
Journal:
Insurance: Mathematics and Economics
Cheung, ECK
2011
A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model
Journal:
Insurance: Mathematics and Economics
Cheung, ECK
Landriault, D
2010
Gerber-Shiu analysis with a generalized penalty function
Journal:
Scandinavian Actuarial Journal
Cheung, ECK
Landriault, D
Willmot, GE
Woo, JK
2010
Lévy insurance risk process with Poissonian taxation
Journal:
Scandinavian Actuarial Journal
Zhang, Z
Cheung, ECK
Yang, H
2017
The Markov Additive risk process under an Erlangized dividend barrier strategy
Journal:
Methodology and Computing in Applied Probability
Zhang, Z
Cheung, ECK
2014
Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times
Journal:
Insurance: Mathematics and Economics
Cheung, ECK
20-Aug-2013
Moments of discounted dividends for a threshold strategy in the compound poisson risk model
Journal:
North American Actuarial Journal
Cheung, ECK
Dickson, DCM
Drekic, S
2008
Moments of the dividend payments and related problems in a Markov-modulated risk model, Shaunming Li and Yi Lu, April 2007
Journal:
North American Actuarial Journal
Cheung, ECK
2007
A note on discounted compound renewal sums under dependency
Journal:
Insurance: Mathematics and Economics
Woo, JK
Cheung, ECK
2013
On a bivariate risk process with a dividend barrier strategy
Journal:
Annals of Actuarial Science
Liu, L
Cheung, ECK
2015
On a class of stochastic models with two-sided jumps
Journal:
Queueing Systems
Cheung, ECK
2011
On a generalization of the risk model with Markovian claim arrivals
Journal:
Stochastic Models
Cheung, ECK
Landriault, D
Badescu, AL
2011
On a Gerber–Shiu type function and its applications in a dual semi-Markovian risk model
Journal:
Applied Mathematics and Computation
Liu, L
Cheung, ECK
2014
On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency
Journal:
Insurance: Mathematics and Economics
Avanzi, B
Cheung, ECK
Wong, B
Woo, JK
2013
On a Risk Model with Surplus-dependent Premium and Tax Rates
Journal:
Methodology and Computing in Applied Probability
Cheung, ECK
Landriault, D
2012
