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Bernard Wong · Study
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Author
Bernard Wong
10 works
· latest 2020
· 2 institutions
cluster: provisional
ORCID 0000-0002-7124-5342
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Citations
426
Works here
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Most cited in this library
On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency
2012 · 84 citations
On the martingale property of stochastic exponentials
2004 · 61 citations
Optimal Dividends and Capital Injections in the Dual Model with Diffusion
2010 · 58 citations
On Optimal Periodic Dividend Strategies in the Dual Model with Diffusion
2013 · 52 citations
On changes of measure in stochastic volatility models
2006 · 51 citations
Works
10 shown
Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework
European Journal of Operational Research
·
2020
·
4 authors
·
Open access
24
citations
Stochastic loss reserving with dependence: A flexible multivariate Tweedie approach
Insurance Mathematics and Economics
·
2016
·
4 authors
·
Open access
27
citations
A Micro-Level Claim Count Model with Overdispersion and Reporting Delays
Insurance Mathematics and Economics
·
2015
·
3 authors
·
Open access
26
citations
On Optimal Periodic Dividend Strategies in the Dual Model with Diffusion
Insurance Mathematics and Economics
·
2013
·
3 authors
·
Open access
52
citations
On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency
Insurance Mathematics and Economics
·
2012
·
4 authors
·
Open access
84
citations
On a mean reverting dividend strategy with Brownian motion
Insurance Mathematics and Economics
·
2012
·
2 authors
·
Open access
24
citations
Optimal Dividends and Capital Injections in the Dual Model with Diffusion
SSRN Electronic Journal
·
2010
·
3 authors
·
preprint
·
Open access
58
citations
A benchmarking approach to optimal asset allocation for insurers and pension funds
Insurance Mathematics and Economics
·
2009
·
2 authors
19
citations
On changes of measure in stochastic volatility models
International Journal of Stochastic Analysis
·
2006
·
2 authors
·
Open access
51
citations
On the martingale property of stochastic exponentials
Journal of Applied Probability
·
2004
·
2 authors
61
citations