Eric C. K. Cheung
Management Science and Operations Research · 2009–2013
A researcher in the Science corpus: 5 papers; trusts 14 researchers and is trusted by 9 researchers here, as inferred from the citation graph.
Subfields
- Management Science and Operations Research — 51 citations into it; #3,220 of 11,946 by trust here, #4,267 by citations
- Demography — 33 citations into it; #951 of 4,236 by trust here, #1,509 by citations
- Finance — 30 citations into it; #3,812 of 10,518 by trust here, #5,938 by citations
- Statistics and Probability — 22 citations into it
- Artificial Intelligence — 9 citations into it
- Economics and Econometrics — 7 citations into it
Whom Eric C. K. Cheung trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Hansjörg Albrecher *
- David Landriault
- Gordon E. Willmot
- D. Dickson
- Shuanming Li
- Jiandong Ren
- Andrei L. Badescu
- H. Asa
- Andreas E. Kyprianou
- José Garrido
Who trusts Eric C. K. Cheung overall
- Hansjörg Albrecher *
- Hans U. Gerber
- Yongxia Zhao
- Hailiang Yang
- E. Shiu
- HANSJ¨ORG Albrecher
- Ping Chen
- Stefan Thonhauser
- Bin Li
Papers from Eric C. K. Cheung's perspective
Ordered by how strongly the researchers Eric C. K. Cheung trusts endorse each paper. Same corpus, a different order for every researcher.
- Overshoots and undershoots of Lèvy processes
- Dependent Risk Models with Bivariate Phase-Type Distributions (Journal of Applied Probability)
- On a general class of renewal risk process: analysis of the Gerber-Shiu function (Advances in Applied Probability)
- On a risk model with dependence between interclaim arrivals and claim sizes
- Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models
- On ruin for the Erlang(n) risk process
- On the Gerber–Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution
- Some Optimal Dividends Problems (ASTIN Bulletin: The Journal of the International Actuarial Association)
- On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula
- The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model
Their papers
- Randomized observation periods for the compound Poisson risk model: the discounted penalty function (2013) — 110 citations
- Randomized Observation Periods for the Compound Poisson Risk Model: Dividends (2011) — 127 citations
- Dependent Risk Models with Bivariate Phase-Type Distributions (2009) — 85 citations
- Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models (2010) — 89 citations
- On a Periodic Dividend Barrier Strategy in the Dual Model with Continuous Monitoring of Solvency (2013) — 90 citations