Bayesian credibility under a bivariate prior on the frequency and the severity of claims von Cheung, Eric C.K., Ni, Weihong, Oh, Rosy, Woo, Jae-Kyung

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Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion von Cheung, Eric C. K., Zhang, Zhimin

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On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency von Avanzi, Benjamin, Cheung, Eric C.K., Wong, Bernard, Woo, Jae-Kyung

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A Note on a Modified Parisian Ruin Concept von Cheung, Eric C. K., Wong, Jeff T. Y.

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Cumulative Parisian ruin in finite and infinite time horizons for a renewal risk process with exponential claims von Cheung, Eric C.K., Zhu, Wei

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An IBNR–RBNS insurance risk model with marked Poisson arrivals von Ahn, Soohan, Badescu, Andrei L., Cheung, Eric C.K., Kim, Jeong-Rae

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A unified analysis of claim costs up to ruin in a Markovian arrival risk model von Cheung, Eric C.K., Feng, Runhuan

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Asymptotic correlation structure of discounted Incurred But Not Reported claims under fractional Poisson arrival process von Cheung, Eric C.K., Rabehasaina, Landy, Woo, Jae-Kyung, Xu, Ran

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A note on discounted compound renewal sums under dependency von Woo, Jae-Kyung, Cheung, Eric C.K.

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Structural properties of Gerber–Shiu functions in dependent Sparre Andersen models von Cheung, Eric C.K., Landriault, David, Willmot, Gordon E., Woo, Jae-Kyung

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Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times von Cheung, Eric C.K.

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A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process von Albrecher, Hansjörg, Cheung, Eric C.K., Liu, Haibo, Woo, Jae-Kyung

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On the dual risk model with Parisian implementation delays in dividend payments von Cheung, Eric C.K., Wong, Jeff T.Y.

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Recursive methods for a multi-dimensional risk process with common shocks von Gong, Lan, Badescu, Andrei L., Cheung, Eric C.K.

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Finite-time ruin probabilities using bivariate Laguerre series von Cheung, Eric C. K., Lau, Hayden, Willmot, Gordon E., Woo, Jae-Kyung

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A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium von Cheung, Eric C.K.

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A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model von Cheung, Eric C.K., Landriault, David

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On the joint analysis of the total discounted payments to policyholders and shareholders: Dividend barrier strategy von Cheung, Eric C. K, Liu, Haibo, Woo, Jae-Kyung

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ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS von Zhang, Zhimin, Cheung, Eric C.K., Yang, Hailiang

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Periodic threshold-type dividend strategy in the compound Poisson risk model von Cheung, Eric C. K., Zhang, Zhimin

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