E-LIB Suche - Ergebnisse für: Chong, Wing Fung

1

Monotonicity of savings function in Endogenous Gridpoint Me..:

Huang, Tiancheng ; Khemka, Gaurav ; Chong, Wing Fung
Economics Letters. 239 (2024) - p. 111740 , 2024

Link: https://doi.org/10.1016/..

2

Pareto‐efficient risk sharing in centralized insurance mark..:

Boonen, Tim J. ; Chong, Wing Fung ; Ghossoub, Mario
Journal of Risk and Insurance. 91 (2024) 2 - p. 449-488 , 2024

Link: https://doi.org/10.1111/..

3

Optimal Investment in Defined Contribution Pension Schemes ..:

Ng, Kenneth Tsz Hin ; Chong, Wing Fung
Insurance: Mathematics and Economics. , 2023

Link: https://doi.org/10.1016/..

4

Pseudo-model-free hedging for variable annuities via deep r..:

Chong, Wing Fung ; Cui, Haoen ; Li, Yuxuan
Annals of Actuarial Science. 17 (2023) 3 - p. 503-546 , 2023

Link: https://doi.org/10.1017/..

5

Imbalanced learning for insurance using modified loss funct..:

Hu, Changyue ; Quan, Zhiyu ; Chong, Wing Fung
Insurance: Mathematics and Economics. 106 (2022) - p. 13-32 , 2022

Link: https://doi.org/10.1016/..

6

Risk sharing with multiple indemnity environments:

Asimit, Alexandru V. ; Boonen, Tim J. ; Chi, Yichun.
European Journal of Operational Research. 295 (2021) 2 - p. 587-603 , 2021

Link: https://doi.org/10.1016/..

7

Holistic principle for risk aggregation and capital allocat..:

Chong, Wing Fung ; Feng, Runhuan ; Jin, Longhao
Annals of Operations Research. 330 (2021) 1-2 - p. 21-54 , 2021

Link: https://doi.org/10.1007/..

8

Pandemic risk management: Resources contingency planning an..:

Chen, Xiaowei ; Chong, Wing Fung ; Feng, Runhuan.
Insurance: Mathematics and Economics. 101 (2021) - p. 359-383 , 2021

Link: https://doi.org/10.1016/..

9

Pareto-optimal insurance contracts with premium budget and ..:

Asimit, Alexandru V. ; Cheung, Ka Chun ; Chong, Wing Fung.
Insurance: Mathematics and Economics. 95 (2020) - p. 17-27 , 2020

Link: https://doi.org/10.1016/..

10

Pricing and hedging equity-linked life insurance contracts ..:

Chong, Wing Fung
Insurance: Mathematics and Economics. 88 (2019) - p. 93-107 , 2019

Link: https://doi.org/10.1016/..

11

Budget-constrained optimal reinsurance design under coheren..:

Cheung, Ka Chun ; Chong, Wing Fung ; Lo, Ambrose
Scandinavian Actuarial Journal. 2019 (2019) 9 - p. 729-751 , 2019

Link: https://doi.org/10.1080/..

12

An ergodic BSDE approach to forward entropic risk measures:..:

Chong, Wing Fung ; Hu, Ying ; Liang, Gechun.
Finance and Stochastics. 23 (2018) 1 - p. 239-273 , 2018

Link: https://doi.org/10.1007/..

13

DISAPPOINTMENT AVERSION PREMIUM PRINCIPLE:

Cheung, Ka Chun ; Chong, Wing Fung ; Elliott, Robert.
ASTIN Bulletin. 45 (2015) 3 - p. 679-702 , 2015

Link: https://doi.org/10.1017/..

14

Incident-Specific Cyber Insurance:

Chong, Wing Fung ; Linders, Daniel ; Quan, Zhiyu.
http://arxiv.org/abs/2308.00921. , 2023

Link: http://arxiv.org/abs/230..

15

Optimal Investment in Defined Contribution Pension Schemes ..:

Ng, Kenneth Tsz Hin ; Chong, Wing Fung
http://arxiv.org/abs/2303.08462. , 2023

Link: http://arxiv.org/abs/230..