Wing Fung Chong

20152019
If you made any changes in Pure, your changes will be visible here soon.

Fingerprint Fingerprint is based on mining the text of the expert's scholarly documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

  • 2 Similar Profiles
Insurance Mathematics
Backward Stochastic Differential Equation Mathematics
Convex Ordering Mathematics
Coherent Risk Measures Mathematics
Reinsurance Mathematics
Risk Measures Mathematics
Hedging Mathematics
Equity Mathematics

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 2015 2019

An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior

Chong, W. F., Hu, Y., Liang, G. & Zariphopoulou, T., Jan 15 2019, In : Finance and Stochastics. 23, 1, p. 239-273 35 p.

Research output: Contribution to journalArticle

Backward Stochastic Differential Equation
Risk Measures
Convex Duality
Factor Models
Parity

Budget-constrained optimal reinsurance design under coherent risk measures

Cheung, K. C., Chong, W. F. & Lo, A., Oct 21 2019, In : Scandinavian Actuarial Journal. 2019, 9, p. 729-751 23 p.

Research output: Contribution to journalArticle

Coherent Risk Measures
Reinsurance
Budget Constraint
Invariant
Infinite-dimensional Spaces
Hedging
Equity
Insurance
Volatility
Pricing

Convex ordering for insurance preferences

Cheung, K. C., Chong, W. F. & Yam, S. C. P., Sep 1 2015, In : Insurance: Mathematics and Economics. 64, p. 409-416 8 p.

Research output: Contribution to journalArticle

Convex Ordering
Insurance
Convex Order
Value at Risk
Decision problem

DISAPPOINTMENT AVERSION PREMIUM PRINCIPLE

Cheung, K. C., Chong, W. F., Elliott, R. & Yam, S. C. P., Jun 19 2015, In : ASTIN Bulletin. 45, 3, p. 679-702 24 p.

Research output: Contribution to journalArticle

Premium principles
Disappointment aversion
Additivity
Monotonicity
Exponential utility