Wing Fung Chong

Available identifiers

Publication	Date of Publication	Type
Monotonicity of savings function in endogenous gridpoint method with stochastic portfolio returns	2024-08-28	Paper
Optimal investment and consumption with forward preferences and uncertain parameters	2024-05-25	Paper
Optimal investment in defined contribution pension schemes with forward utility preferences	2024-02-13	Paper
Holistic principle for risk aggregation and capital allocation	2024-02-08	Paper
Imbalanced learning for insurance using modified loss functions in tree-based models	2022-09-14	Paper
Pandemic risk management: resources contingency planning and allocation	2021-11-19	Paper
Risk sharing with multiple indemnity environments	2021-11-05	Paper
Pareto-optimal insurance contracts with premium budget and minimum charge constraints	2020-11-19	Paper
Budget-constrained optimal reinsurance design under coherent risk measures	2019-11-06	Paper
Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: the principle of equivalent forward preferences	2019-09-19	Paper
An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior	2019-01-18	Paper
The optimal insurance under disappointment theories	2015-09-14	Paper
Convex ordering for insurance preferences	2015-09-14	Paper

This page was built for person: Wing Fung Chong