Pareto‐efficient risk sharing in centralized insurance markets with application to flood risk von Boonen, Tim J., Chong, Wing Fung, Ghossoub, Mario

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Pseudo-model-free hedging for variable annuities via deep reinforcement learning von Chong, Wing Fung, Cui, Haoen, Li, Yuxuan

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An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior von Chong, Wing Fung, Hu, Ying, Liang, Gechun, Zariphopoulou, Thaleia

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Holistic principle for risk aggregation and capital allocation von Chong, Wing Fung, Feng, Runhuan, Jin, Longhao

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Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: The principle of equivalent forward preferences von Chong, Wing Fung

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Monotonicity of savings function in Endogenous Gridpoint Method with stochastic portfolio returns von Huang, Tiancheng, Khemka, Gaurav, Chong, Wing Fung

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Optimal investment in defined contribution pension schemes with forward utility preferences von Ng, Kenneth Tsz Hin, Chong, Wing Fung

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Imbalanced learning for insurance using modified loss functions in tree-based models von Hu, Changyue, Quan, Zhiyu, Chong, Wing Fung

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DISAPPOINTMENT AVERSION PREMIUM PRINCIPLE von Cheung, Ka Chun, Chong, Wing Fung, Elliott, Robert, Yam, Sheung Chi Phillip

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Optimal investment and consumption with forward preferences and uncertain parameters von Chong, Wing Fung, Liang, Gechun

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Pandemic risk management: Resources contingency planning and allocation von Chen, Xiaowei, Chong, Wing Fung, Feng, Runhuan, Zhang, Linfeng

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Delegated investment in retirement savings: is there value added? von Huang, Tiancheng, Khemka, Gaurav, Chong, Wing Fung

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Risk sharing with multiple indemnity environments von Asimit, Alexandru V., Boonen, Tim J., Chi, Yichun, Chong, Wing Fung

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Budget-constrained optimal reinsurance design under coherent risk measures von Cheung, Ka Chun, Chong, Wing Fung, Lo, Ambrose

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Pareto-optimal insurance contracts with premium budget and minimum charge constraints von Asimit, Alexandru V., Cheung, Ka Chun, Chong, Wing Fung, Hu, Junlei

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An ergodic BSDE approach to entropic risk measure and its large time behavior von Chong, Wing Fung, Hu, Ying, Liang, Gechun, Zariphopoulou, Thaleia

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Robust forward investment and consumption under drift and volatility uncertainties: A randomization approach von Chong, Wing Fung, Liang, Gechun

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Optimal Investment in Defined Contribution Pension Schemes with Forward Utility Preferences von Ng, Kenneth Tsz Hin, Chong, Wing Fung

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Pareto-Optimal Peer-to-Peer Risk Sharing with Robust Distortion Risk Measures von Ghossoub, Mario, Zhu, Michael B, Chong, Wing Fung

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Robust forward investment and consumption under drift and volatility uncertainties: A randomization approach von Wing Fung Chong, Liang, Gechun

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