Bernard Wong

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Person:506082

Available identifiers

zbMath Open wong.bernardMaRDI QIDQ506082

List of research outcomes

PublicationDate of PublicationType
On the surplus management of funds with assets and liabilities in presence of solvency requirements2023-06-09Paper
Stochastic loss reserving with mixture density neural networks2022-07-15Paper
Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs2021-12-08Paper
On the optimality of joint periodic and extraordinary dividend strategies2021-11-09Paper
SynthETIC: an individual insurance claim simulator with feature control2021-10-19Paper
On the modelling of multivariate counts with Cox processes and dependent shot noise intensities2021-07-06Paper
Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework2021-06-03Paper
A counterexample to the existence of a general central limit theorem for pairwise independent identically distributed random variables2021-03-30Paper
SynthETIC: an individual insurance claim simulator with feature control2020-08-13Paper
A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving2020-08-03Paper
Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs2020-08-03Paper
COMMON SHOCK MODELS FOR CLAIM ARRAYS2018-10-19Paper
ON THE DISTRIBUTION OF THE EXCEDENTS OF FUNDS WITH ASSETS AND LIABILITIES IN PRESENCE OF SOLVENCY AND RECOVERY REQUIREMENTS2018-06-06Paper
CORRELATIONS BETWEEN INSURANCE LINES OF BUSINESS: AN ILLUSION OR A REAL PHENOMENON? SOME METHODOLOGICAL CONSIDERATIONS2018-06-04Paper
ON THE INTERFACE BETWEEN OPTIMAL PERIODIC AND CONTINUOUS DIVIDEND STRATEGIES IN THE PRESENCE OF TRANSACTION COSTS2018-06-04Paper
Optimal dividends under Erlang(2) inter-dividend decision times2018-04-12Paper
On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models2017-01-31Paper
A micro-level claim count model with overdispersion and reporting delays2016-12-14Paper
Stochastic loss reserving with dependence: a flexible multivariate Tweedie approach2016-12-14Paper
On ‘A note on arbitrage, approximate arbitrage and the fundamental theorem of asset pricing’2016-06-10Paper
On optimal periodic dividend strategies in the dual model with diffusion2014-09-22Paper
On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency2014-07-16Paper
On a mean reverting dividend strategy with Brownian motion2014-04-14Paper
https://portal.mardi4nfdi.de/entity/Q28905262012-06-11Paper
https://portal.mardi4nfdi.de/entity/Q28905282012-06-11Paper
A benchmarking approach to optimal asset allocation for insurers and pension funds2012-02-10Paper
Arbitrage and approximate arbitrage: the fundamental theorem of asset pricing2010-08-19Paper
On modelling long term stock returns with ergodic diffusion processes: arbitrage and arbitrage-free specifications2009-11-23Paper
Explicit construction of stochastic exponentials with arbitrary expectation \(k\in (0,1)\)2009-04-15Paper
On changes of measure in stochastic volatility models2008-08-15Paper
On the martingale property of stochastic exponentials2005-04-18Paper
https://portal.mardi4nfdi.de/entity/Q44446002004-01-27Paper

Research outcomes over time


Doctoral students

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