Pandemic risk management: resources contingency planning and allocation X Chen, WF Chong, R Feng, L Zhang Insurance: Mathematics and Economics 101, 359-383, 2021 | 35 | 2021 |
The optimal insurance under disappointment theories KC Cheung, WF Chong, SCP Yam Insurance: Mathematics and Economics 64, 77-90, 2015 | 34 | 2015 |
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 | 33 | 2019 |
Budget-constrained optimal reinsurance design under coherent risk measures KC Cheung, WF Chong, A Lo Scandinavian Actuarial Journal 2019 (9), 729-751, 2019 | 30 | 2019 |
Risk sharing with multiple indemnity environments AV Asimit, TJ Boonen, Y Chi, WF Chong European Journal of Operational Research 295 (2), 587-603, 2021 | 23 | 2021 |
Holistic principle for risk aggregation and capital allocation WF Chong, R Feng, L Jin Annals of Operations Research 330, 21-54, 2023 | 21 | 2023 |
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 | 19 | 2019 |
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 | 15 | 2020 |
Convex ordering for insurance preferences KC Cheung, WF Chong, SCP Yam Insurance: Mathematics and Economics 64, 409-416, 2015 | 14 | 2015 |
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 | 7 | 2022 |
Optimal investment in defined contribution pension schemes with forward utility preferences KTH Ng, WF Chong Insurance: Mathematics and Economics 114, 192-211, 2024 | 5 | 2024 |
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 | 5 | 2023 |
Disappointment aversion premium principle KC Cheung, WF Chong, R Elliott, SCP Yam ASTIN Bulletin: The Journal of the International Actuarial Association 45 (3 …, 2015 | 4 | 2015 |
Cyber Risk Assessment for Capital Management WF Chong, R Feng, H Hu, L Zhang arXiv preprint arXiv:2205.08435, 2022 | 3 | 2022 |
Pareto-Efficient Risk Sharing in Centralized Insurance Markets with Application to Flood Risk TJ Boonen, WF Chong, M Ghossoub Journal of Risk and Insurance 91 (2), 449-488, 2024 | 2 | 2024 |
Incident-Specific Cyber Insurance WF Chong, D Linders, Z Quan, L Zhang arXiv preprint arXiv:2308.00921, 2023 | 1 | 2023 |
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 | 1 | 2023 |
Delegated Investment in Retirement Savings: Is There Value Added? T Huang, G Khemka, WF Chong Available at SSRN 4821939, 2024 | | 2024 |
Monotonicity of Savings Function in Endogenous Gridpoint Method with Stochastic Portfolio Returns T Huang, G Khemka, WF Chong Economics Letters 239, 111740, 2024 | | 2024 |