Pareto‐efficient risk sharing in centralized insurance markets with application to flood risk
Boonen, Tim J., Chong, Wing Fung, Ghossoub, Mario
Published in The Journal of risk and insurance (01.06.2024)
Published in The Journal of risk and insurance (01.06.2024)
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Journal Article
An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior
Chong, Wing Fung, Hu, Ying, Liang, Gechun, Zariphopoulou, Thaleia
Published in Finance and stochastics (01.01.2019)
Published in Finance and stochastics (01.01.2019)
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Journal Article
DISAPPOINTMENT AVERSION PREMIUM PRINCIPLE
Cheung, Ka Chun, Chong, Wing Fung, Elliott, Robert, Yam, Sheung Chi Phillip
Published in ASTIN Bulletin : The Journal of the IAA (01.09.2015)
Published in ASTIN Bulletin : The Journal of the IAA (01.09.2015)
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Journal Article
Holistic principle for risk aggregation and capital allocation
Chong, Wing Fung, Feng, Runhuan, Jin, Longhao
Published in Annals of operations research (01.11.2023)
Published in Annals of operations research (01.11.2023)
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Journal Article
Imbalanced learning for insurance using modified loss functions in tree-based models
Hu, Changyue, Quan, Zhiyu, Chong, Wing Fung
Published in Insurance, mathematics & economics (01.09.2022)
Published in Insurance, mathematics & economics (01.09.2022)
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Journal Article
Pandemic risk management: Resources contingency planning and allocation
Chen, Xiaowei, Chong, Wing Fung, Feng, Runhuan, Zhang, Linfeng
Published in Insurance, mathematics & economics (01.11.2021)
Published in Insurance, mathematics & economics (01.11.2021)
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Journal Article
Risk sharing with multiple indemnity environments
Asimit, Alexandru V., Boonen, Tim J., Chi, Yichun, Chong, Wing Fung
Published in European journal of operational research (01.12.2021)
Published in European journal of operational research (01.12.2021)
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Journal Article
Pareto-optimal insurance contracts with premium budget and minimum charge constraints
Asimit, Alexandru V., Cheung, Ka Chun, Chong, Wing Fung, Hu, Junlei
Published in Insurance, mathematics & economics (01.11.2020)
Published in Insurance, mathematics & economics (01.11.2020)
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Journal Article
Budget-constrained optimal reinsurance design under coherent risk measures
Cheung, Ka Chun, Chong, Wing Fung, Lo, Ambrose
Published in Scandinavian actuarial journal (21.10.2019)
Published in Scandinavian actuarial journal (21.10.2019)
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Journal Article
An ergodic BSDE approach to entropic risk measure and its large time behavior
Chong, Wing Fung, Hu, Ying, Liang, Gechun, Zariphopoulou, Thaleia
Published in Finance and stochastics (2019)
Published in Finance and stochastics (2019)
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Journal Article