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Wing Fung Chong
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Cited by
Year
Pandemic risk management: resources contingency planning and allocation
X Chen, WF Chong, R Feng, L Zhang
Insurance: Mathematics and Economics 101, 359-383, 2021
342021
An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior
WF Chong, Y Hu, G Liang, T Zariphopoulou
Finance and Stochastics 23, 239-273, 2019
342019
The optimal insurance under disappointment theories
KC Cheung, WF Chong, SCP Yam
Insurance: Mathematics and Economics 64, 77-90, 2015
332015
Budget-constrained optimal reinsurance design under coherent risk measures
KC Cheung, WF Chong, A Lo
Scandinavian Actuarial Journal 2019 (9), 729-751, 2019
282019
Holistic principle for risk aggregation and capital allocation
WF Chong, R Feng, L Jin
Annals of Operations Research 330, 21-54, 2023
212023
Risk sharing with multiple indemnity environments
AV Asimit, TJ Boonen, Y Chi, WF Chong
European Journal of Operational Research 295 (2), 587-603, 2021
212021
Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: the principle of equivalent forward preferences
WF Chong
Insurance: Mathematics and Economics 88, 93-107, 2019
172019
Pareto-optimal insurance contracts with premium budget and minimum charge constraints
AV Asimit, KC Cheung, WF Chong, J Hu
Insurance: Mathematics and Economics 95, 17-27, 2020
152020
Convex ordering for insurance preferences
KC Cheung, WF Chong, SCP Yam
Insurance: Mathematics and Economics 64, 409-416, 2015
142015
Optimal investment and consumption with forward preferences and uncertain parameters
WF Chong, G Liang
Probability, Uncertainty and Quantitative Risk 9 (1), 65-84, 2024
9*2024
Imbalanced learning for insurance using modified loss functions in tree-based models
C Hu, Z Quan, WF Chong
Insurance: Mathematics and Economics 106, 13-32, 2022
62022
Pseudo-model-free hedging for variable annuities via deep reinforcement learning
WF Chong, H Cui, Y Li
Annals of Actuarial Science 17 (3), 503-546, 2023
52023
Optimal investment in defined contribution pension schemes with forward utility preferences
KTH Ng, WF Chong
Insurance: Mathematics and Economics 114, 192-211, 2024
42024
Disappointment aversion premium principle
KC Cheung, WF Chong, R Elliott, SCP Yam
ASTIN Bulletin: The Journal of the International Actuarial Association 45 (3 …, 2015
42015
Cyber Risk Assessment for Capital Management
WF Chong, R Feng, H Hu, L Zhang
arXiv preprint arXiv:2205.08435, 2022
32022
Pareto-Efficient Risk Sharing in Centralized Insurance Markets with Application to Flood Risk
TJ Boonen, WF Chong, M Ghossoub
Journal of Risk and Insurance, 2024
2*2024
Incident-Specific Cyber Insurance
WF Chong, D Linders, Z Quan, L Zhang
arXiv preprint arXiv:2308.00921, 2023
12023
Portfolio Selection and Risk Sharing via Risk Budgeting
V Asimit, WF Chong, R Tunaru, F Zhou
https://openaccess.city.ac.uk/id/eprint/30432/1 …, 2023
12023
Monotonicity of Savings Function in Endogenous Gridpoint Method with Stochastic Portfolio Returns
G Khemka, T Huang, WF Chong
Available at SSRN 4692863, 2024
2024
CyLit: An NLP-Powered Repository and Search Tool for Cyber Risk Literature
Z Quan, L Zhang, WF Chong, R Feng
Society of Actuaries Research Institute, 2023
2023
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