Concepedia

Eric C.K. Cheung

EC

39

Publications

1.2K

Citations

21

H-Index

2008

Active since

Affiliations

University of Hong Kong(Current)

University of Waterloo

Chongqing University

University of Toronto

Eric C.K. Cheung is an author at University of Hong Kong specializing in finance, probability theory, and asset pricing.

Top concepts

FinanceProbabilityBusinessInsuranceAsset PricingManagementEngineeringFinancial Risk ManagementRisk ManagementEconomics

Publications per year

2008–2022

39

Publications

39

Randomized observation periods for the compound Poisson risk model: Dividends

Hansjörg Albrecher, Eric C.K. Cheung, Stefan Thonhauser · Astin Bulletin · 2011 · 103 citations · Full text

Randomized observation periods for the compound Poisson risk model: the discounted penalty function

Hansjörg Albrecher, Eric C.K. Cheung, Stefan Thonhauser · Scandinavian Actuarial Journal · 2011 · 98 citations · Full text

On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency

Benjamin Avanzi, Eric C.K. Cheung, Bernard Wong et al. · Insurance Mathematics and Economics · 2012 · 85 citations · Full text

Computational Finance, Engineering, Asset Pricing +7

Structural properties of Gerber–Shiu functions in dependent Sparre Andersen models

Eric C.K. Cheung, David Landriault, Gordon E. Willmot et al. · Insurance Mathematics and Economics · 2009 · 81 citations

Integrable Probability, Structural Properties, Generalized Function

Dependent Risk Models with Bivariate Phase-Type Distributions

Andrei L. Badescu, Eric C.K. Cheung, David Landriault · Journal of Applied Probability · 2009 · 71 citations

Engineering, Financial Risk Management, Risk Metric +17

Rows per page

1–5 of 39