On a class of stochastic models with two-sided jumps. - Eric C. K. Cheung (Queueing Syst. Theory Appl., 2011)

On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model. - Luyin Liu; Eric C. K. Cheung (Appl. Math. Comput., 2014)

On the dual risk model with Parisian implementation delays in dividend payments. - Eric C. K. Cheung; Jeff T. Y. Wong (Eur. J. Oper. Res., 2017)

Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps. - Eric C. K. Cheung; Haibo Liu; Gordon E. Willmot (Appl. Math. Comput., 2018)

Asymptotic correlation structure of discounted Incurred But Not Reported claims under fractional Poisson arrival process. - Eric C. K. Cheung; Landy Rabehasaina; Jae-Kyung Woo; Ran Xu (Eur. J. Oper. Res., 2019)