Eric CK Cheung

Eric CK Cheung

University of New South Wales - Sydney / Australia
Economics & Econometrics / Banking and Insurance
AD Scientific Index ID: 121807
person_outline Eric CK Cheung's MOST POPULAR ARTICLES
1-) Randomized observation periods for the compound Poisson risk model: Dividends ASTIN Bulletin: The Journal of the IAA 41 (2), 645-672, 2011
2-) Randomized observation periods for the compound Poisson risk model: the discounted penalty function Scandinavian Actuarial Journal 2013 (6), 424-452, 2013
3-) Structural properties of Gerber–Shiu functions in dependent Sparre Andersen models Insurance: Mathematics and Economics 46 (1), 117-126, 2010
4-) On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency Insurance: Mathematics and Economics 52 (1), 98-113, 2013
5-) Dependent risk models with bivariate phase-type distributions Journal of Applied Probability 46 (1), 113-131, 2009