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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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2
Pareto-optimal insurance contracts with premium budget and minimum charge constraints
Asimit, Alexandru V.
;
Cheung, Ka Chun
;
Chong, Wing Fung
; …
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 17-27
Persistent link: https://www.econbiz.de/10012419220
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3
Budget-constrained optimal reinsurance design under coherent risk measures
Cheung, Ka Chun
;
Chong, Wing Fung
;
Lo, Ambrose
- In:
Scandinavian actuarial journal
2019
(
2019
)
9
,
pp. 729-751
Persistent link: https://www.econbiz.de/10012194995
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4
An ergodic BSDE approach to forward entropic risk measures : representation and large-maturity behavior
Chong, Wing Fung
;
Hu, Ying
;
Liang, Gechun
; …
- In:
Finance and stochastics
23
(
2019
)
1
,
pp. 239-273
Persistent link: https://www.econbiz.de/10012023715
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5
Imbalanced learning for insurance using modified loss functions in tree-based models
Hu, Changyue
;
Quan, Zhiyu
;
Chong, Wing Fung
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 13-32
Persistent link: https://www.econbiz.de/10013380451
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6
Pareto-efficient risk sharing in centralized insurance markets with application to flood risk
Boonen, Tim J.
;
Chong, Wing Fung
;
Ghossoub, Mario
- In:
The journal of risk & insurance
91
(
2024
)
2
,
pp. 449-488
Persistent link: https://www.econbiz.de/10014545330
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7
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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8
Risk sharing with multiple indemnity environments
Asimit, Alexandru V.
;
Boonen, Tim J.
;
Chi, Yichun
; …
- In:
European journal of operational research : EJOR
295
(
2021
)
2
,
pp. 587-603
Persistent link: https://www.econbiz.de/10013205971
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9
Measuring imported case risk of COVID-19 from inbound international flights : a case study on China
Zhang, Linfeng
;
Yang, Hangjun
;
Wang, Kun
;
Zhan, Yi
; …
- In:
Journal of air transport management
89
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012384512
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10
Reducing informational disadvantages to improve cyber risk management
Shetty, Sachin
;
McShane, Michael K.
;
Zhang, Linfeng
; …
- In:
The Geneva papers on risk and insurance - issues and …
43
(
2018
)
2
,
pp. 224-238
Persistent link: https://www.econbiz.de/10012256037
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