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Bernard Wong
Bernard Wong
Zweryfikowany adres z unsw.edu.au - Strona główna
Tytuł
Cytowane przez
Cytowane przez
Rok
On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency
B Avanzi, ECK Cheung, B Wong, JK Woo
Insurance: Mathematics and Economics 52 (1), 98-113, 2013
932013
Optimal dividends and capital injections in the dual model with diffusion
B Avanzi, J Shen, B Wong
ASTIN Bulletin: The Journal of the IAA 41 (2), 611-644, 2011
832011
On changes of measure in stochastic volatility models
B Wong, CC Heyde
International Journal of Stochastic Analysis 2006, 2006
732006
On the martingale property of stochastic exponentials
B Wong, CC Heyde
Journal of Applied Probability 41 (3), 654-664, 2004
712004
On optimal periodic dividend strategies in the dual model with diffusion
B Avanzi, V Tu, B Wong
Insurance: Mathematics and Economics 55, 210-224, 2014
652014
A micro-level claim count model with overdispersion and reporting delays
B Avanzi, B Wong, X Yang
Insurance: Mathematics and Economics 71, 1-14, 2016
362016
On a mean reverting dividend strategy with Brownian motion
B Avanzi, B Wong
Insurance: Mathematics and Economics 51 (2), 229-238, 2012
342012
A benchmarking approach to optimal asset allocation for insurers and pension funds
AEB Lim, B Wong
Insurance: Mathematics and Economics 46 (2), 317-327, 2010
312010
Stochastic loss reserving with dependence: A flexible multivariate Tweedie approach
B Avanzi, G Taylor, PA Vu, B Wong
Insurance: Mathematics and Economics 71, 63-78, 2016
302016
On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models
B Avanzi, JL Pérez, B Wong, K Yamazaki
Insurance: Mathematics and Economics 72, 148-162, 2017
262017
Correlations between insurance lines of business: An illusion or a real phenomenon? Some methodological considerations
B Avanzi, G Taylor, B Wong
ASTIN Bulletin: The Journal of the IAA 46 (2), 225-263, 2016
252016
Modelling dependence in insurance claims processes with Lévy copulas
B Avanzi, LC Cassar, B Wong
ASTIN Bulletin: The Journal of the IAA 41 (2), 575-609, 2011
252011
A note on realistic dividends in actuarial surplus models
B Avanzi, V Tu, B Wong
Risks 4 (4), 37, 2016
222016
Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework
B Avanzi, G Taylor, B Wong, A Xian
European Journal of Operational Research 290 (1), 177-195, 2021
172021
Common shock models for claim arrays
B Avanzi, G Taylor, B Wong
ASTIN Bulletin: The Journal of the IAA 48 (3), 1109-1136, 2018
172018
SynthETIC: an individual insurance claim simulator with feature control
B Avanzi, G Taylor, M Wang, B Wong
Insurance: Mathematics and Economics 100, 296-308, 2021
162021
A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving
B Avanzi, G Taylor, PA Vu, B Wong
Insurance: Mathematics and Economics 93, 50-71, 2020
142020
On the interface between optimal periodic and continuous dividend strategies in the presence of transaction costs
B Avanzi, V Tu, B Wong
ASTIN Bulletin: The Journal of the IAA 46 (3), 709-746, 2016
142016
Stochastic loss reserving with mixture density neural networks
MT Al-Mudafer, B Avanzi, G Taylor, B Wong
Insurance: Mathematics and Economics 105, 144-174, 2022
102022
Capturing non-exchangeable dependence in multivariate loss processes with nested Archimedean Lévy copulas
B Avanzi, J Tao, B Wong, X Yang
Annals of Actuarial Science 10 (1), 87-117, 2016
102016
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