The following pages link to Bernard Wong (Q506082):
Displaying 30 items.
- SynthETIC: an individual insurance claim simulator with feature control (Q87223) (← links)
- On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models (Q506083) (← links)
- A benchmarking approach to optimal asset allocation for insurers and pension funds (Q659228) (← links)
- On optimal periodic dividend strategies in the dual model with diffusion (Q743162) (← links)
- A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving (Q784416) (← links)
- Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs (Q784453) (← links)
- On changes of measure in stochastic volatility models (Q937484) (← links)
- Explicit construction of stochastic exponentials with arbitrary expectation \(k\in (0,1)\) (Q1012213) (← links)
- On modelling long term stock returns with ergodic diffusion processes: arbitrage and arbitrage-free specifications (Q1039919) (← links)
- Optimal dividends under Erlang(2) inter-dividend decision times (Q1742724) (← links)
- Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework (Q2029324) (← links)
- On the modelling of multivariate counts with Cox processes and dependent shot noise intensities (Q2038217) (← links)
- Stochastic loss reserving with mixture density neural networks (Q2155845) (← links)
- On the optimality of joint periodic and extraordinary dividend strategies (Q2242408) (← links)
- On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency (Q2252284) (← links)
- A micro-level claim count model with overdispersion and reporting delays (Q2374091) (← links)
- Stochastic loss reserving with dependence: a flexible multivariate Tweedie approach (Q2374097) (← links)
- On a mean reverting dividend strategy with Brownian motion (Q2445337) (← links)
- A counterexample to the existence of a general central limit theorem for pairwise independent identically distributed random variables (Q2660453) (← links)
- On ‘A note on arbitrage, approximate arbitrage and the fundamental theorem of asset pricing’ (Q2811121) (← links)
- (Q2890526) (← links)
- (Q2890528) (← links)
- Arbitrage and approximate arbitrage: the fundamental theorem of asset pricing (Q3585329) (← links)
- (Q4444600) (← links)
- ON THE DISTRIBUTION OF THE EXCEDENTS OF FUNDS WITH ASSETS AND LIABILITIES IN PRESENCE OF SOLVENCY AND RECOVERY REQUIREMENTS (Q4562947) (← links)
- CORRELATIONS BETWEEN INSURANCE LINES OF BUSINESS: AN ILLUSION OR A REAL PHENOMENON? SOME METHODOLOGICAL CONSIDERATIONS (Q4563767) (← links)
- ON THE INTERFACE BETWEEN OPTIMAL PERIODIC AND CONTINUOUS DIVIDEND STRATEGIES IN THE PRESENCE OF TRANSACTION COSTS (Q4563782) (← links)
- On the martingale property of stochastic exponentials (Q4667990) (← links)
- COMMON SHOCK MODELS FOR CLAIM ARRAYS (Q4691249) (← links)
- Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs (Q5014491) (← links)
