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~person:"Cheung, Eric C. K."
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Search: subject:"Risk model"
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16
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14
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14
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11
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11
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5
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5
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Cheung, Eric C. K.
Kunreuther, Howard
52
Gatzert, Nadine
45
Sherris, Michael
43
Schmeiser, Hato
36
Eling, Martin
35
Dhaene, Jan
24
Gründl, Helmut
24
Denuit, Michel
22
Dickson, David C. M.
22
Froot, Kenneth
22
Blake, David
21
Li, Shuanming
20
Michel-Kerjan, Erwann
20
Zweifel, Peter
20
Cairns, Andrew
18
Richter, Andreas
18
Tan, Ken Seng
18
McGuire, Thomas G.
17
Albrecht, Peter
16
Braun, Alexander
16
Chen, An
15
Dionne, Georges
15
Gollier, Christian
15
Kleef, Richard Cornelis van
15
Loubergé, Henri
15
Chi, Yichun
14
Goovaerts, Marc J.
14
Li, Johnny Siu-Hang
14
Luciano, Elisa
14
MacMinn, Richard D.
14
Schlesinger, Harris
14
Willmot, Gordon E.
14
Zhang, Zhimin
13
Boone, Jan
12
Boonen, Tim J.
12
De Waegenaere, Anja
12
Doherty, Neil A.
12
Feng, Runhuan
12
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12
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Insurance / Mathematics & economics
9
Scandinavian actuarial journal
4
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Astin bulletin : the journal of the International Actuarial Association
1
European journal of operational research : EJOR
1
Risks
1
Risks : open access journal
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ECONIS (ZBW)
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1
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
Saved in:
2
Cumulative Parisian ruin in finite and infinite time horizons for a renewal risk process with exponential claims
Cheung, Eric C. K.
;
Zhu, Wei
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 84-101
Persistent link: https://www.econbiz.de/10014316665
Saved in:
3
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
Saved in:
4
Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times
Cheung, Eric C. K.
;
Feng, Runhuan
- In:
Scandinavian actuarial journal
2019
(
2019
)
5
,
pp. 355-386
Persistent link: https://www.econbiz.de/10012194956
Saved in:
5
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
Saved in:
6
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
Saved in:
7
On the compound poisson
risk
model
with periodic capital injections
Zhang, Zhimin
;
Cheung, Eric C. K.
;
Yang, Hailiang
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
1
,
pp. 435-477
Persistent link: https://www.econbiz.de/10011875624
Saved in:
8
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
Saved in:
9
Lévy insurance risk process with Poissonian taxation
Zhang, Zhimin
;
Cheung, Eric C. K.
;
Yang, Hailiang
- In:
Scandinavian actuarial journal
(
2017
)
1
,
pp. 51-87
Persistent link: https://www.econbiz.de/10011771965
Saved in:
10
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
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 …
Persistent link: https://www.econbiz.de/10011709537
Saved in:
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