Bernard Wong

发表

On the martingale property of stochastic exponentials

C. Heyde, Bernard Wong, 2004, Journal of Applied Probability.

A Benchmarking Approach to Optimal Asset Allocation for Insurers and Pension Funds

Andrew E. B. Lim, Bernard Wong, 2010 .

ON THE DISTRIBUTION OF THE EXCEDENTS OF FUNDS WITH ASSETS AND LIABILITIES IN PRESENCE OF SOLVENCY AND RECOVERY REQUIREMENTS

Bernard Wong, Benjamin Avanzi, L. Henriksen, 2018, ASTIN Bulletin.

ON THE DISTRIBUTION OF THE EXCEDENTS OF FUNDS WITH ASSETS AND LIABILITIES IN PRESENCE OF SOLVENCY AND RECOVERY REQUIREMENTS

Bernard Wong, Benjamin Avanzi, L. Henriksen, 2016, ASTIN Bulletin.

Optimal Dividends and Capital Injections in the Dual Model with Diffusion

Benjamin Avanzi, Bernard Wong, Bernard Wong, 2010 .

A Micro-Level Claim Count Model with Overdispersion and Reporting Delays

Bernard Wong, Benjamin Avanzi, Xinda Yang, 2016 .

A Micro-Level Claim Count Model with Overdispersion and Reporting Delays

Bernard Wong, Benjamin Avanzi, Xinda Yang, 2015 .

Modelling and Understanding Count Processes Through a Markov-Modulated Non-Homogeneous Poisson Process Framework

Bernard Wong, Benjamin Avanzi, G. Taylor, 2019, Eur. J. Oper. Res..

On unbalanced data and common shock models in stochastic loss reserving

Phuong Vu, Bernard Wong, Benjamin Avanzi, 2020, Annals of Actuarial Science.

On Unbalanced Data and Common Shock Models in Stochastic Loss Reserving

Phuong Vu, Bernard Wong, Benjamin Avanzi, 2018, Annals of Actuarial Science.

Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs

Bernard Wong, Benjamin Avanzi, Hayden Lau, 2020 .

Optimal Periodic Dividend Strategies for Spectrally Positive Lévy Risk Processes With Fixed Transaction Costs

Bernard Wong, Benjamin Avanzi, Hayden Lau, 2018, Insurance: Mathematics and Economics.

On a Periodic Dividend Barrier Strategy in the Dual Model with Continuous Monitoring of Solvency

Eric C. K. Cheung, Bernard Wong, Benjamin Avanzi, 2012 .

On Optimal Joint Reflective and Refractive Dividend Strategies in Spectrally Positive Lévy Processes

Bernard Wong, K. Yamazaki, Benjamin Avanzi, 2016, 1607.01902.

Ensemble Distributional Forecasting for Insurance Loss Reserving

Bernard Wong, Benjamin Avanzi, Alan Xian, 2022, SSRN Electronic Journal.

Stochastic loss reserving with mixture density neural networks

Muhammed Taher Al-Mudafer, Bernard Wong, Benjamin Avanzi, 2021, Insurance: Mathematics and Economics.

Capturing non-exchangeable dependence in multivariate loss processes with nested Archimedean Lévy copulas

Bernard Wong, Benjamin Avanzi, Xinda Yang, 2014, Annals of Actuarial Science.

Journal Pre-proof A counterexample to the existence of a general central limit theorem for pairwise independent identically distributed random variables

Bernard Wong, Benjamin Avanzi, P. L. D. Micheaux, 2021 .

On the impact of outliers in loss reserving

Bernard Wong, Benjamin Avanzi, G. Taylor, 2022, 2203.00184.

On optimal joint reﬂective and refractive dividend strategies in spectrally positive L´evy models

Bernard Wong, K. Yamazaki, Benjamin Avanzi, 2016 .

On the surplus management of funds with assets and liabilities in presence of solvency requirements

Bernard Wong, Benjamin Avanzi, Pingfu Chen, 2022, Scandinavian Actuarial Journal.

Ensemble Distributional Forecasting for Insurance Loss Reserving

Bernard Wong, Benjamin Avanzi, Alan Xian, 2022, SSRN Electronic Journal.

SynthETIC: an individual insurance claim simulator with feature control

Bernard Wong, Benjamin Avanzi, Melantha Wang, 2020, 2008.05693.

A Multivariate Evolutionary Generalised Linear Model Framework with Adaptive Estimation for Claims Reserving

Greg Taylor, Benjamin Avanzi, Bernard Wong, 2019, Insurance: Mathematics and Economics.

Machine Learning with High-Cardinality Categorical Features in Actuarial Applications

Bernard Wong, Benjamin Avanzi, G. Taylor, 2023, ArXiv.

Stochastic Loss Reserving with Dependence: A Flexible Multivariate Tweedie Approach

Greg Taylor, Benjamin Avanzi, Bernard Wong, 2016 .

Arbitrage and approximate arbitrage: the fundamental theorem of asset pricing

C. Heyde, Bernard Wong, 2010 .

On Modelling Long Term Stock Returns with Ergodic Diffusion Processes: Arbitrage and Arbitrage-Free Specifications

Bernard Wong, 2009 .

On Modelling Long Term Stock Returns with Ergodic Diffusion Processes : Arbitrage and Arbitrage-Free Specifications

Bernard Wong, 2009 .

The Fundamental Theorem of Asset Pricing

Bernard Wong, Bernard Wong, 2005 .

On a Mean Reverting Dividend Strategy with Brownian Motion

Benjamin Avanzi, Bernard Wong, Bernard Wong, 2009 .

On changes of measure in stochastic volatility models

C. Heyde, Bernard Wong, 2006 .

STOP LOSS REINSURANCE PRICING IN AN ECONOMIC ENVIRONMENT

Bernard Wong, Jiwook Jang, 2003 .

A Note on Realistic Dividends in Actuarial Surplus Models

Bernard Wong, Benjamin Avanzi, Vincent Tu, 2016 .

Detection and treatment of outliers for multivariate robust loss reserving

Bernard Wong, Benjamin Avanzi, G. Taylor, 2022, Annals of Actuarial Science.

A counterexample to the existence of a general central limit theorem for pairwise independent identically distributed random variables

Bernard Wong, Frédéric Ouimet, Benjamin Avanzi, 2020, Journal of Mathematical Analysis and Applications.

Inference of Counts Using Markov-Modulated Non-Homogeneous Poisson Processes

Bernard Wong, Benjamin Avanzi, G. Taylor, 2019, SSRN Electronic Journal.

A Counterexample to the Central Limit Theorem for Pairwise Independent Random Variables Having a Common Absolutely Continuous Arbitrary Margin

Bernard Wong, Benjamin Avanzi, P. Lafaye De Micheaux, 2020 .

Optimal Dividends and Capital Injections in the Dual Model with Diffusion

Bernard Wong, Benjamin Avanzi, J. Shen, 2010 .

Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs

Bernard Wong, Benjamin Avanzi, Hayden Lau, 2020, Scandinavian Actuarial Journal.

On Optimal Joint Reflective and Refractive Dividend Strategies in Spectrally Positive Lévy Processes

Bernard Wong, K. Yamazaki, Benjamin Avanzi, 2016, 1607.01902.

On the optimality of joint periodic and extraordinary dividend strategies

Benjamin Avanzi, Hayden Lau, Bernard Wong, 2020, Eur. J. Oper. Res..

Optimal Dividends Under Erlang(2) Inter-Dividend Decision Times

Bernard Wong, Benjamin Avanzi, Vincent Tu, 2017 .

On the Interface between Optimal Periodic and Continuous Dividend Strategies in the Presence of Transaction Costs

Bernard Wong, Benjamin Avanzi, Vincent Tu, 2015 .

On Optimal Periodic Dividend Strategies in the Dual Model with Diffusion

Bernard Wong, Benjamin Avanzi, Vincent Tu, 2013 .

On the modelling of multivariate counts with Cox processes and dependent shot noise intensities

Benjamin Avanzi, Xinda Yang, Gregory Clive Taylor, 2020, Insurance: Mathematics and Economics.

A Multivariate Micro-Level Insurance Counts Model With a Cox Process Approach

Greg Taylor, Bernard Wong, Benjamin Avanzi, 2019, SSRN Electronic Journal.