| Randomized observation periods for the compound Poisson risk model: Dividends H Albrecher, ECK Cheung, S Thonhauser ASTIN Bulletin: The Journal of the IAA 41 (2), 645-672, 2011 | 141 | 2011 |
| Randomized observation periods for the compound Poisson risk model: the discounted penalty function H Albrecher, ECK Cheung, S Thonhauser Scandinavian Actuarial Journal 2013 (6), 424-452, 2013 | 107 | 2013 |
| Structural properties of Gerber–Shiu functions in dependent Sparre Andersen models ECK Cheung, D Landriault, GE Willmot, JK Woo Insurance: Mathematics and Economics 46 (1), 117-126, 2010 | 101 | 2010 |
| On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency B Avanzi, ECK Cheung, B Wong, JK Woo Insurance: Mathematics and Economics 52 (1), 98-113, 2013 | 93 | 2013 |
| Dependent risk models with bivariate phase-type distributions AL Badescu, ECK Cheung, D Landriault Journal of Applied Probability 46 (1), 113-131, 2009 | 87 | 2009 |
| A two-dimensional risk model with proportional reinsurance AL Badescu, ECK Cheung, L Rabehasaina Journal of Applied Probability 48 (3), 749-765, 2011 | 51 | 2011 |
| Dividend moments in the dual risk model: exact and approximate approaches ECK Cheung, S Drekic ASTIN Bulletin: The Journal of the IAA 38 (2), 399-422, 2008 | 51 | 2008 |
| Perturbed MAP risk models with dividend barrier strategies ECK Cheung, D Landriault Journal of Applied Probability 46 (2), 521-541, 2009 | 48 | 2009 |
| A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model ECK Cheung, D Landriault Insurance: Mathematics and Economics 46 (1), 127-134, 2010 | 46 | 2010 |
| Recursive methods for a multi-dimensional risk process with common shocks L Gong, AL Badescu, ECK Cheung Insurance: Mathematics and Economics 50 (1), 109-120, 2012 | 43 | 2012 |
| The Markov additive risk process under an Erlangized dividend barrier strategy Z Zhang, ECK Cheung Methodology and Computing in Applied Probability 18, 275-306, 2016 | 39 | 2016 |
| A note on discounted compound renewal sums under dependency JK Woo, ECK Cheung Insurance: Mathematics and Economics 52 (2), 170-179, 2013 | 39 | 2013 |
| Gerber–Shiu analysis with a generalized penalty function ECK Cheung, D Landriault, GE Willmot, JK Woo Scandinavian Actuarial Journal 2010 (3), 185-199, 2010 | 39 | 2010 |
| A unified analysis of claim costs up to ruin in a Markovian arrival risk model ECK Cheung, R Feng Insurance: Mathematics and Economics 53 (1), 98-109, 2013 | 32 | 2013 |
| On a risk model with surplus-dependent premium and tax rates ECK Cheung, D Landriault Methodology and Computing in Applied Probability 14, 233-251, 2012 | 31 | 2012 |
| Lévy insurance risk process with Poissonian taxation Z Zhang, ECK Cheung, H Yang Scandinavian Actuarial Journal 2017 (1), 51-87, 2017 | 30 | 2017 |
| A unifying approach to the analysis of business with random gains ECK Cheung Scandinavian Actuarial Journal 2012 (3), 153-182, 2012 | 30 | 2012 |
| On the dual risk model with Parisian implementation delays in dividend payments ECK Cheung, JTY Wong European Journal of Operational Research 257 (1), 159-173, 2017 | 26 | 2017 |
| A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium ECK Cheung Insurance: Mathematics and Economics 48 (3), 384-397, 2011 | 26 | 2011 |
| Analysis of a generalized penalty function in a semi-Markovian risk model ECK Cheung, D Landriault North American Actuarial Journal 13 (4), 497-513, 2009 | 24 | 2009 |
Jae-Kyung WooSchool of Risk and Actuarial Studies, UNSW Business SchoolVerified email at unsw.edu.au
