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Publications by Eric C. K. Cheung

The Markov Additive Risk Process Under an Erlangized Dividend Barrier Strategy

Methodology and Computing in Applied Probability

English

A Two-Dimensional Risk Model With Proportional Reinsurance

Journal of Applied Probability

English

Related publications

Optimal Dividend Distribution Under Markov Regime Switching

Finance and Stochastics

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The Time to Ruin for a Class of Markov Additive Risk Process With Two-Sided Jumps

Advances in Applied Probability

Applied Mathematics

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Ruin Probability in a Generalized Risk Process Under Interest Force With Homogenous Markov Chain Premiums

International Journal of Statistics and Probability

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The Gerber-Shiu Discounted Penalty Function of Sparre Andersen Risk Model With a Constant Dividend Barrier

Mathematical Problems in Engineering

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Optimizing the Expected Utility of Dividend Payments for a Cramér–Lundberg Risk Process

Applicationes Mathematicae

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Additive Schwarz Iterations for Markov Chains

SIAM Journal on Matrix Analysis and Applications

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Managing the Equity Risk Using Short Put Ladder Strategy by Barrier Options

Investment Management and Financial Innovations

International Management

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Wiener-Hopf Factorizations for a Multidimensional Markov Additive Process and Their Applications to Reflected Processes

Stochastic Systems

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Markov Decision Process

IMA Journal of Management Mathematics

Applied Mathematics

Management Science

Management Information Systems

Operations Research

English