By Associate Professor Eric C.K. Cheung

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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