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Forward utility preferences
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Actuarial mathematics
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Chong, Wing Fung
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Ng, Kenneth Tsz Hin
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Optimal investment in defined contribution pension schemes with
forward
utility
preferences
Ng, Kenneth Tsz Hin
;
Chong, Wing Fung
- In:
Insurance : mathematics and economics
114
(
2024
),
pp. 192-211
Persistent link: https://www.econbiz.de/10015049391
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2
Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm : the principle of equivalent forward preferences
Chong, Wing Fung
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 93-107
Persistent link: https://www.econbiz.de/10012105518
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