Research Output per year

## 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

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## Research Output 2015 2019

- 6 Article

## 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 journal › Article

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 journal › Article

Coherent Risk Measures

Reinsurance

Budget Constraint

Invariant

Infinite-dimensional Spaces

## Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: The principle of equivalent forward preferences

Chong, W. F., Sep 2019, In : Insurance: Mathematics and Economics. 88, p. 93-107 15 p.Research output: Contribution to journal › Article

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 journal › Article

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 journal › Article

Premium principles

Disappointment aversion

Additivity

Monotonicity

Exponential utility