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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Wong, Hoi Ying"
~subject:"Insurance"
~subject:"Share price"
~subject:"Wettbewerb"
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Portfolio-Management
United States
Insurance
Share price
Wettbewerb
Theorie
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Mortality
4
Portfolio selection
4
Sterblichkeit
4
Cointegration
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Stochastic process
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Actuarial mathematics
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Entscheidung unter Unsicherheit
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Erwartungsnutzen
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Wong, Hoi Ying
Liang, Zongxia
12
Li, Zhongfei
11
Zeng, Yan
11
Chi, Yichun
6
Mao, Tiantian
6
Yao, Haixiang
6
Young, Virginia R.
6
Furman, Edward
5
Guan, Guohui
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Landsman, Zinoviy
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Li, Danping
5
Tan, Ken Seng
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Wang, Ruodu
5
Yam, Sheung Chi Phillip
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Chen, Ping
4
Cheung, Ka Chun
4
Dhaene, Jan
4
Lai, Yongzeng
4
Liang, Zhibin
4
Loisel, Stéphane
4
Rüschendorf, Ludger
4
Shen, Yang
4
Tang, Qihe
4
Trufin, Julien
4
Zhang, Ling
4
Zhang, Yiying
4
Zhao, Hui
4
Zhuo, Jin
4
Chen, An
3
Chiu, Mei Choi
3
Cossette, Hélène
3
Gan, Guojun
3
Gatzert, Nadine
3
Gu, Ailing
3
Guillén, Montserrat
3
Haberman, Steven
3
He, Lin
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Koch Medina, Pablo
3
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Insurance / Mathematics & economics
European journal of operational research : EJOR
2
IMA journal of management mathematics
2
Operations research letters
2
Economic modelling
1
Finance and stochastics
1
Finance research letters
1
In Proceedings of the 29th International Joint Conference on Artificial Intelligence (IJCAI '20), 2020
1
Mathematics and financial economics
1
Quantitative finance
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Scandinavian actuarial journal
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The journal of futures markets
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ECONIS (ZBW)
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1
Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility
Yan, Tingjin
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
90
(
2020
),
pp. 105-119
Persistent link: https://www.econbiz.de/10012169507
Saved in:
2
Time-consistent mean-variance hedging of longevity risk : effect of cointegration
Wong, Tat Wing
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
56
(
2014
),
pp. 56-67
Persistent link: https://www.econbiz.de/10010385032
Saved in:
3
Mean-variance asset-liability management with asset correlation risk and insurance liabilities
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 300-310
Persistent link: https://www.econbiz.de/10010469984
Saved in:
4
Optimal investment for an insurer with cointegrated assets : CRRA utility
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
52
(
2013
)
1
,
pp. 52-64
Persistent link: https://www.econbiz.de/10009719005
Saved in:
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