By Associate Professor Eric C.K. Cheung

Preprints

Ahn JY; Cheung ECK; Oh R; Woo J-K, 2022, Optimal relativities in a modified Bonus-Malus system with long memory transition rules and frequency-severity dependence, http://dx.doi.org/10.48550/arxiv.2106.00911

Cheung ECK; Peralta O; Woo J-K, 2021, Multivariate matrix-exponential affine mixtures and their applications in risk theory, http://dx.doi.org/10.48550/arxiv.2201.11122

Cheung E; Rabehasaina L; Woo J-K; Xu R, 2018, Asymptotic Correlation Structure of Discounted Incurred But Not Reported Claims under Fractional Poisson Arrival Process, http://dx.doi.org/10.48550/arxiv.1801.04691

Other

Cheung ECK, 2010, “A Direct Approach to the Discounted Penalty Function”, Hansjörg Albrecher, Hans U. Gerber, and Hailiang Yang, Volume 14, No. 4, 2010, Taylor & Francis

Cheung ECK, 2008, “Recursive Calculation of the Dividend Moments in a Multi-Threshold Risk Model,” Andrei Badescu and David Landriault, January 2008, Taylor & Francis

Cheung ECK, 2007, “A Risk Model with Multilayer Dividend Strategy”, Hansjorg Albrecher and Jürgen Hartinger, April 2007, Taylor & Francis

Cheung ECK, 2007, “Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model,” Shaunming Li and Yi Lu, April 2007, Taylor & Francis

Cheung ECK, 2007, “On Optimal Dividend Strategies in the Compound Poisson Model”, by Elias SW Shiu and Hans U. Gerber, April 2006, Taylor & Francis

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