By Associate Professor Eric C.K. Cheung

Journal articles

Cheung ECK; Ip RHL; Tam HO; Woo JK, 2024, 'Cointegration Analysis of Crop Yields and Extreme Weather Factors Using Actuaries Climate Index with Application of Bonus–Malus System', North American Actuarial Journal, http://dx.doi.org/10.1080/10920277.2024.2410822

Cheung ECK; Zhu W, 2023, 'Cumulative Parisian ruin in finite and infinite time horizons for a renewal risk process with exponential claims', Insurance: Mathematics and Economics, 111, pp. 84 - 101, http://dx.doi.org/10.1016/j.insmatheco.2023.03.003

Cheung ECK; Liu H, 2023, 'Joint moments of discounted claims and discounted perturbation until ruin in the compound Poisson risk model with diffusion', Probability in the Engineering and Informational Sciences, 37, pp. 387 - 417, http://dx.doi.org/10.1017/S0269964822000080

Boonen T; Cheung E; Shi P; Woo JK, 2023, 'Preface', Probability in the Engineering and Informational Sciences, 37, pp. 322 - 323, http://dx.doi.org/10.1017/S0269964823000116

Cheung ECK; Wong JTY, 2023, 'A Note on a Modified Parisian Ruin Concept', Risks, 11, http://dx.doi.org/10.3390/risks11030056

Cheung ECK; Lau H; Willmot GE; Woo JK, 2023, 'Finite-time ruin probabilities using bivariate Laguerre series', Scandinavian Actuarial Journal, 2023, pp. 153 - 190, http://dx.doi.org/10.1080/03461238.2022.2089051

Cheung ECK; Peralta O; Woo JK, 2022, 'Multivariate matrix-exponential affine mixtures and their applications in risk theory', Insurance: Mathematics and Economics, 106, pp. 364 - 389, http://dx.doi.org/10.1016/j.insmatheco.2022.07.001

Albrecher H; Cheung ECK; Liu H; Woo JK, 2022, 'A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process', Insurance: Mathematics and Economics, 103, pp. 96 - 118, http://dx.doi.org/10.1016/j.insmatheco.2022.01.004

Cheung ECK; Zhang Z, 2021, 'Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion', Scandinavian Actuarial Journal, 2021, pp. 804 - 831, http://dx.doi.org/10.1080/03461238.2021.1885483

Cheung ECK; Ni W; Oh R; Woo J-K, 2021, 'Bayesian credibility under a bivariate prior on the frequency and the severity of claims', Insurance: Mathematics and Economics, 100, pp. 274 - 295, http://dx.doi.org/10.1016/j.insmatheco.2021.06.003

Cheung ECK; Zhang Z, 2019, 'Periodic threshold-type dividend strategy in the compound Poisson risk model', Scandinavian Actuarial Journal, 2019, pp. 1 - 31, http://dx.doi.org/10.1080/03461238.2018.1481454

Cheung ECK; Feng R, 2019, 'Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times', Scandinavian Actuarial Journal, 2019, pp. 355 - 386, http://dx.doi.org/10.1080/03461238.2018.1525423

Cheung ECK; Rabehasaina L; Woo J-K; Xu R, 2019, 'Asymptotic correlation structure of discounted Incurred But Not Reported claims under fractional Poisson arrival process', European Journal of Operational Research, 276, pp. 582 - 601, http://dx.doi.org/10.1016/j.ejor.2019.01.033

Cheung E; Dai S; Ni W, 2018, 'Ruin probabilities in a Sparre Andersen model with dependency structure based on a threshold window', Annals of Actuarial Science, 12, pp. 269 - 295, http://dx.doi.org/10.1017/S1748499517000215

Cheung ECK; Liu H; Willmot GE, 2018, 'Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps', Applied Mathematics and Computation, 331, pp. 358 - 377, http://dx.doi.org/10.1016/j.amc.2018.03.037

Ahn S; Badescu AL; Cheung E; Kim J-R, 2018, 'An IBNR–RBNS insurance risk model with marked Poisson arrivals', Insurance: Mathematics and Economics, 79, pp. 26 - 42, http://dx.doi.org/10.1016/j.insmatheco.2017.12.004

Zhang Z; Cheung ECK, 2018, 'A note on a Lévy insurance risk model under periodic dividend decisions', Journal of Industrial and Management Optimization, 14, pp. 35 - 63, http://dx.doi.org/10.3934/jimo.2017036

Zhang Z; Cheung ECK; Yang H, 2018, 'On the compound Poisson risk model with periodic capital injections', ASTIN Bulletin, 48, pp. 435 - 477, http://dx.doi.org/10.1017/asb.2017.22

Zhang Z; Cheung ECK; Yang H, 2017, 'Lévy insurance risk process with Poissonian taxation', Scandinavian Actuarial Journal, 2017, pp. 51 - 87

Cheung ECK; Wong JTY, 2017, 'On the dual risk model with Parisian implementation delays in dividend payments', European Journal of Operational Research, 257, pp. 159 - 173

Cheung ECK; Woo J-K, 2016, 'On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes', Scandinavian Actuarial Journal, 2016, pp. 63 - 91

Cheung ECK; Liu H, 2016, 'On the joint analysis of the total discounted payments to policyholders and shareholders: threshold dividend strategy', Annals of Actuarial Science, 10, pp. 236 - 269

Zhang Z; Eric C; Cheung K, 2016, 'The Markov additive risk process under an Erlangized dividend barrier strategy', Methodology and Computing in Applied Probability, 18, pp. 275 - 275

Liu L; Cheung ECK, 2015, 'On a bivariate risk process with a dividend barrier strategy', Annals of Actuarial Science, 9, pp. 3 - 35

Cheung ECK; Liu H; Woo J-K, 2015, 'On the joint analysis of the total discounted payments to policyholders and shareholders: dividend barrier strategy', Risks, 3, pp. 491 - 514

Wong JTY; Cheung ECK, 2015, 'On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps', Insurance: Mathematics and Economics, 65, pp. 280 - 290

Liu L; Cheung ECK, 2014, 'On a Gerber–Shiu type function and its applications in a dual semi-Markovian risk model', Applied Mathematics and Computation, 247, pp. 1183 - 1201

Choi MCH; Cheung ECK, 2014, 'On the expected discounted dividends in the Cramér–Lundberg risk model with more frequent ruin monitoring than dividend decisions', Insurance: Mathematics and Economics, 59, pp. 121 - 132

Cheung E, 2013, 'On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency', Insurance: Mathematics and Economics, pp. 98 - 113, http://dx.doi.org/10.1016/j.insmatheco.2012.10.008

Woo J-K; Cheung ECK, 2013, 'A note on discounted compound renewal sums under dependency', Insurance: Mathematics and Economics, 52, pp. 170 - 179

Cheung ECK; Feng R, 2013, 'A unified analysis of claim costs up to ruin in a Markovian arrival risk model', Insurance: Mathematics and Economics, 53, pp. 98 - 109

Cheung ECK, 2013, 'Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times', Insurance: Mathematics and Economics, 53, pp. 343 - 354

Albrecher H; Cheung ECK; Thonhauser S, 2013, 'Randomized observation periods for the compound Poisson risk model: the discounted penalty function', Scandinavian Actuarial Journal, 2013, pp. 424 - 452

Cheung ECK, 2012, 'A unifying approach to the analysis of business with random gains', Scandinavian Actuarial Journal, 2012, pp. 153 - 182

Cheung ECK; Landriault D, 2012, 'On a risk model with surplus-dependent premium and tax rates', Methodology and Computing in Applied Probability, 14, pp. 233 - 251

Gong L; Badescu AL; Cheung ECK, 2012, 'Recursive methods for a multi-dimensional risk process with common shocks', Insurance: Mathematics and Economics, 50, pp. 109 - 120

Cheung ECK, 2011, 'A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium', Insurance: Mathematics and Economics, 48, pp. 384 - 397

Badescu AL; Cheung ECK; Rabehasaina L, 2011, 'A two-dimensional risk model with proportional reinsurance', Journal of Applied Probability, 48, pp. 749 - 765

Cheung ECK, 2011, 'On a class of stochastic models with two-sided jumps', Queueing Systems, 69, pp. 1 - 1

Cheung ECK; Landriault D; Badescu AL, 2011, 'On a generalization of the risk model with Markovian claim arrivals', Stochastic models, 27, pp. 407 - 430

Cheung ECK; Landriault D; Willmot GE; Woo J-K, 2011, 'On orderings and bounds in a generalized Sparre Andersen risk model', Applied Stochastic Models in Business and Industry, 27, pp. 51 - 60

Albrecher H; Cheung ECK; Thonhauser S, 2011, 'Randomized observation periods for the compound Poisson risk model: dividends', ASTIN Bulletin: The Journal of the IAA, 41, pp. 645 - 672

Cheung ECK; Landriault D, 2010, 'A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model', Insurance: Mathematics and Economics, 46, pp. 127 - 134

Cheung ECK; Landriault D; Willmot GE; Woo J-K, 2010, 'Gerber–Shiu analysis with a generalized penalty function', Scandinavian Actuarial Journal, 2010, pp. 185 - 199

Cheung ECK; Landriault D; Willmot GE; Woo J-K, 2010, 'Structural properties of Gerber–Shiu functions in dependent Sparre Andersen models', Insurance: Mathematics and Economics, 46, pp. 117 - 126

Cheung ECK; Landriault D, 2009, 'Analysis of a generalized penalty function in a semi-Markovian risk model', North American Actuarial Journal, 13, pp. 497 - 513

Badescu AL; Cheung ECK; Landriault D, 2009, 'Dependent risk models with bivariate phase-type distributions', Journal of Applied Probability, 46, pp. 113 - 131

Cheung ECK; Landriault D, 2009, 'Perturbed MAP risk models with dividend barrier strategies', Journal of Applied Probability, 46, pp. 521 - 541

Cheung ECK; Drekic S, 2008, 'Dividend moments in the dual risk model: exact and approximate approaches', ASTIN Bulletin: The Journal of the IAA, 38, pp. 399 - 422

Cheung ECK; Dickson DCM; Drekic S, 2008, 'Moments of discounted dividends for a threshold strategy in the compound Poisson risk model', North American Actuarial Journal, 12, pp. 299 - 318

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