Wing Fung Chong

20152019

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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

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

2015

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

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

The optimal insurance under disappointment theories

Cheung, K. C., Chong, W. F. & Yam, S. C. P., Sep 1 2015, In : Insurance: Mathematics and Economics. 64, p. 77-90 14 p.

Research output: Contribution to journalArticle