Bernard Wong

Available identifiers

zbMath Open wong.bernardMaRDI QIDQ506082

List of research outcomes

Publication	Date of Publication	Type
On the surplus management of funds with assets and liabilities in presence of solvency requirements	2023-06-09	Paper
Stochastic loss reserving with mixture density neural networks	2022-07-15	Paper
Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs	2021-12-08	Paper
On the optimality of joint periodic and extraordinary dividend strategies	2021-11-09	Paper
SynthETIC: an individual insurance claim simulator with feature control	2021-10-19	Paper
On the modelling of multivariate counts with Cox processes and dependent shot noise intensities	2021-07-06	Paper
Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework	2021-06-03	Paper
A counterexample to the existence of a general central limit theorem for pairwise independent identically distributed random variables	2021-03-30	Paper
SynthETIC: an individual insurance claim simulator with feature control	2020-08-13	Paper
A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving	2020-08-03	Paper
Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs	2020-08-03	Paper
COMMON SHOCK MODELS FOR CLAIM ARRAYS	2018-10-19	Paper
ON THE DISTRIBUTION OF THE EXCEDENTS OF FUNDS WITH ASSETS AND LIABILITIES IN PRESENCE OF SOLVENCY AND RECOVERY REQUIREMENTS	2018-06-06	Paper
CORRELATIONS BETWEEN INSURANCE LINES OF BUSINESS: AN ILLUSION OR A REAL PHENOMENON? SOME METHODOLOGICAL CONSIDERATIONS	2018-06-04	Paper
ON THE INTERFACE BETWEEN OPTIMAL PERIODIC AND CONTINUOUS DIVIDEND STRATEGIES IN THE PRESENCE OF TRANSACTION COSTS	2018-06-04	Paper
Optimal dividends under Erlang(2) inter-dividend decision times	2018-04-12	Paper
On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models	2017-01-31	Paper
A micro-level claim count model with overdispersion and reporting delays	2016-12-14	Paper
Stochastic loss reserving with dependence: a flexible multivariate Tweedie approach	2016-12-14	Paper
On ‘A note on arbitrage, approximate arbitrage and the fundamental theorem of asset pricing’	2016-06-10	Paper
On optimal periodic dividend strategies in the dual model with diffusion	2014-09-22	Paper
On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency	2014-07-16	Paper
On a mean reverting dividend strategy with Brownian motion	2014-04-14	Paper
https://portal.mardi4nfdi.de/entity/Q2890526	2012-06-11	Paper
https://portal.mardi4nfdi.de/entity/Q2890528	2012-06-11	Paper
A benchmarking approach to optimal asset allocation for insurers and pension funds	2012-02-10	Paper
Arbitrage and approximate arbitrage: the fundamental theorem of asset pricing	2010-08-19	Paper
On modelling long term stock returns with ergodic diffusion processes: arbitrage and arbitrage-free specifications	2009-11-23	Paper
Explicit construction of stochastic exponentials with arbitrary expectation \(k\in (0,1)\)	2009-04-15	Paper
On changes of measure in stochastic volatility models	2008-08-15	Paper
On the martingale property of stochastic exponentials	2005-04-18	Paper
https://portal.mardi4nfdi.de/entity/Q4444600	2004-01-27	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Bernard Wong